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LEU vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LEU and SPY is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

LEU vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Centrus Energy Corp. (LEU) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
-96.89%
723.75%
LEU
SPY

Key characteristics

Sharpe Ratio

LEU:

0.34

SPY:

2.21

Sortino Ratio

LEU:

1.11

SPY:

2.93

Omega Ratio

LEU:

1.14

SPY:

1.41

Calmar Ratio

LEU:

0.28

SPY:

3.26

Martin Ratio

LEU:

1.23

SPY:

14.43

Ulcer Index

LEU:

22.74%

SPY:

1.90%

Daily Std Dev

LEU:

81.45%

SPY:

12.41%

Max Drawdown

LEU:

-99.98%

SPY:

-55.19%

Current Drawdown

LEU:

-99.01%

SPY:

-2.74%

Returns By Period

In the year-to-date period, LEU achieves a 22.77% return, which is significantly lower than SPY's 25.54% return. Over the past 10 years, LEU has outperformed SPY with an annualized return of 31.80%, while SPY has yielded a comparatively lower 12.97% annualized return.


LEU

YTD

22.77%

1M

-11.10%

6M

52.69%

1Y

23.34%

5Y*

55.81%

10Y*

31.80%

SPY

YTD

25.54%

1M

-0.42%

6M

8.90%

1Y

25.98%

5Y*

14.66%

10Y*

12.97%

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Risk-Adjusted Performance

LEU vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Centrus Energy Corp. (LEU) and SPDR S&P 500 ETF (SPY). 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.


Sharpe ratio
The chart of Sharpe ratio for LEU, currently valued at 0.34, compared to the broader market-4.00-2.000.002.000.342.21
The chart of Sortino ratio for LEU, currently valued at 1.11, compared to the broader market-4.00-2.000.002.004.001.112.93
The chart of Omega ratio for LEU, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.41
The chart of Calmar ratio for LEU, currently valued at 0.28, compared to the broader market0.002.004.006.000.283.26
The chart of Martin ratio for LEU, currently valued at 1.23, compared to the broader market-5.000.005.0010.0015.0020.0025.001.2314.43
LEU
SPY

The current LEU Sharpe Ratio is 0.34, which is lower than the SPY Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of LEU and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.34
2.21
LEU
SPY

Dividends

LEU vs. SPY - Dividend Comparison

LEU has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 0.86%.


TTM20232022202120202019201820172016201520142013
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%0.00%
SPY
SPDR S&P 500 ETF
0.86%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

LEU vs. SPY - Drawdown Comparison

The maximum LEU drawdown since its inception was -99.98%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for LEU and SPY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-99.01%
-2.74%
LEU
SPY

Volatility

LEU vs. SPY - Volatility Comparison

Centrus Energy Corp. (LEU) has a higher volatility of 24.33% compared to SPDR S&P 500 ETF (SPY) at 3.72%. This indicates that LEU's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
24.33%
3.72%
LEU
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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