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

Performance

LEU vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Centrus Energy Corp. (LEU) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%JuneJulyAugustSeptemberOctoberNovember
50.60%
12.45%
LEU
VGT

Returns By Period

In the year-to-date period, LEU achieves a 40.53% return, which is significantly higher than VGT's 25.60% return. Over the past 10 years, LEU has outperformed VGT with an annualized return of 29.94%, while VGT has yielded a comparatively lower 20.55% annualized return.


LEU

YTD

40.53%

1M

-22.45%

6M

50.42%

1Y

45.58%

5Y (annualized)

70.77%

10Y (annualized)

29.94%

VGT

YTD

25.60%

1M

0.19%

6M

12.45%

1Y

33.54%

5Y (annualized)

22.06%

10Y (annualized)

20.55%

Key characteristics


LEUVGT
Sharpe Ratio0.641.60
Sortino Ratio1.432.12
Omega Ratio1.191.29
Calmar Ratio0.502.21
Martin Ratio2.387.93
Ulcer Index20.81%4.24%
Daily Std Dev77.84%21.03%
Max Drawdown-99.98%-54.63%
Current Drawdown-98.87%-3.33%

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Correlation

-0.50.00.51.00.3

The correlation between LEU and VGT is 0.30, 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.

Risk-Adjusted Performance

LEU vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Centrus Energy Corp. (LEU) and Vanguard Information Technology ETF (VGT). 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 0.64, compared to the broader market-4.00-2.000.002.004.000.641.60
The chart of Sortino ratio for LEU, currently valued at 1.43, compared to the broader market-4.00-2.000.002.004.001.432.12
The chart of Omega ratio for LEU, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.29
The chart of Calmar ratio for LEU, currently valued at 0.50, compared to the broader market0.002.004.006.000.502.21
The chart of Martin ratio for LEU, currently valued at 2.38, compared to the broader market-10.000.0010.0020.0030.002.387.93
LEU
VGT

The current LEU Sharpe Ratio is 0.64, which is lower than the VGT Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of LEU and VGT, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.64
1.60
LEU
VGT

Dividends

LEU vs. VGT - Dividend Comparison

LEU has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.62%.


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%
VGT
Vanguard Information Technology ETF
0.62%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Drawdowns

LEU vs. VGT - Drawdown Comparison

The maximum LEU drawdown since its inception was -99.98%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for LEU and VGT. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-98.87%
-3.33%
LEU
VGT

Volatility

LEU vs. VGT - Volatility Comparison

Centrus Energy Corp. (LEU) has a higher volatility of 46.07% compared to Vanguard Information Technology ETF (VGT) at 6.53%. This indicates that LEU's price experiences larger fluctuations and is considered to be riskier than VGT 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%JuneJulyAugustSeptemberOctoberNovember
46.07%
6.53%
LEU
VGT