LEU vs. LVHD

Last updated Aug 1, 2026

LEU (Centrus Energy Corp.) is a stock, while LVHD (Franklin U.S. Low Volatility High Dividend Index ETF) is Dividend fund tracking the Franklin U.S. Low Volatility High Dividend Index. Over the past 10 years, LEU returned 49.65%/yr vs 8.26%/yr for LVHD. Their 0.12 correlation means their historical movements had little consistent relationship.

Performance

LEU vs. LVHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Centrus Energy Corp. (LEU) and Franklin U.S. Low Volatility High Dividend Index ETF (LVHD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LEU achieves a -27.12% return, which is significantly lower than LVHD's 13.58% return. Over the past 10 years, LEU has outperformed LVHD with an annualized return of 49.65%, while LVHD has yielded a comparatively lower 8.26% annualized return.

LEU

• 1D: 0.10%
• 1M: 9.13%
• 6M: -36.42%
• YTD: -27.12%
• 1Y: -15.07%
• 3Y*: 68.38%
• 5Y*: 50.14%
• 10Y*: 49.65%
• ALL TIME*: -8.54%

LVHD

• 1D: -0.11%
• 1M: -0.55%
• 6M: 7.65%
• YTD: 13.58%
• 1Y: 14.84%
• 3Y*: 9.83%
• 5Y*: 7.39%
• 10Y*: 8.26%
• ALL TIME*: 9.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
LEU Centrus Energy Corp.	$119.87M	$138.14M	$155.66M
LVHD Franklin U.S. Low Volatility High Dividend Index ETF	$2.24M	$2.50M	$2.89M

LEU vs. LVHD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LEU Centrus Energy Corp.	-27.12%	264.45%	22.42%	67.52%	-34.92%	115.78%	236.19%	307.10%	-57.86%	-37.15%
LVHD Franklin U.S. Low Volatility High Dividend Index ETF	13.58%	7.50%	10.18%	-0.95%	-1.82%	26.90%	-1.28%	22.91%	-5.58%	14.25%

Correlation

The correlation between LEU and LVHD is -0.20, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.20
Correlation (3Y) Balances recent behavior with more history.	0.03
Correlation (5Y) Shows whether the relationship held over a longer period.	0.14
Correlation (10Y) Provides a long-term view across more market conditions.	0.12
Correlation (All Time) Calculated using the full available price history since Dec 29, 2015	0.12

The correlation between LEU and LVHD shifts across timeframes, from -0.20 (1 year) to 0.14 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

LEU vs. LVHD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LEU

LEU Risk / Return Rank: 38
LEU Sharpe Ratio Rank: 36
LEU Sortino Ratio Rank: 42
LEU Omega Ratio Rank: 41
LEU Calmar Ratio Rank: 35
LEU Martin Ratio Rank: 37

LVHD

LVHD Risk / Return Rank: 61
LVHD Sharpe Ratio Rank: 61
LVHD Sortino Ratio Rank: 65
LVHD Omega Ratio Rank: 56
LVHD Calmar Ratio Rank: 70
LVHD Martin Ratio Rank: 51

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LEU vs. LVHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Centrus Energy Corp. (LEU) and Franklin U.S. Low Volatility High Dividend Index ETF (LVHD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	LEU	LVHD	Difference
Sharpe ratio: Return per unit of total volatility	-0.19	1.41	-1.61
Sortino ratio: Return per unit of downside risk	0.36	2.13	-1.77
Omega ratio: Gain probability vs. loss probability	1.04	1.25	-0.20
Calmar ratio: Return relative to maximum drawdown	-0.27	2.41	-2.68
Martin ratio: Return relative to average drawdown	-0.40	5.96	-6.36

LEU vs. LVHD - Sharpe Ratio Comparison

The current LEU Sharpe Ratio is -0.19, which is lower than the LVHD Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of LEU and LVHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LEU vs. LVHD - Drawdown Comparison

The maximum LEU drawdown since its inception was -99.98%, which is greater than LVHD's maximum drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for LEU and LVHD.

Drawdown Indicators

	LEU	LVHD	Difference
Max Drawdown Largest peak-to-trough decline	-99.98%	-37.32%	-62.66%
Max Drawdown (1Y) Largest decline over 1 year	-66.37%	-6.17%	-60.20%
Max Drawdown (3Y) Largest decline over 3 years	-66.37%	-11.87%	-54.50%
Max Drawdown (5Y) Largest decline over 5 years	-78.23%	-16.75%	-61.48%
Max Drawdown (10Y) Largest decline over 10 years	-83.84%	-37.32%	-46.52%
Current Drawdown Current decline from peak	-97.39%	-2.12%	-95.27%
Average Drawdown Average peak-to-trough decline	-74.09%	-4.00%	-70.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	44.26%	2.49%	+41.77%

Volatility

LEU vs. LVHD - Volatility Comparison

Centrus Energy Corp. (LEU) has a higher volatility of 24.64% compared to Franklin U.S. Low Volatility High Dividend Index ETF (LVHD) at 4.75%. This indicates that LEU's price experiences larger fluctuations and is considered to be riskier than LVHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LEU	LVHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	24.64%	4.75%	+19.89%
Volatility (6M) Calculated over the trailing 6-month period	63.47%	8.37%	+55.10%
Volatility (1Y) Calculated over the trailing 1-year period	92.07%	10.54%	+81.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	86.95%	13.05%	+73.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	82.61%	15.57%	+67.04%

Dividends

LEU vs. LVHD - Dividend Comparison

LEU has not paid dividends to shareholders, while LVHD's dividend yield for the trailing twelve months is around 3.20%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
LEU Centrus Energy Corp.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LVHD Franklin U.S. Low Volatility High Dividend Index ETF	3.20%	3.35%	4.23%	3.55%	3.30%	2.56%	3.27%	3.30%	3.82%	3.33%	2.48%

Frequently Asked Questions

Can I hold both LEU and LVHD in my portfolio?

LEU and LVHD have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LEU or LVHD?

LEU has higher volatility (24.64%) compared to LVHD (4.75%). In terms of maximum drawdown, LEU dropped -99.98% vs LVHD's -37.32%.

Which has better risk-adjusted returns?

LVHD currently has the higher Sharpe Ratio (1.41 vs -0.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.