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LEV vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LEV and VOO is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

LEV vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Lion Electric Company (LEV) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-92.24%
8.46%
LEV
VOO

Key characteristics

Sharpe Ratio

LEV:

-0.74

VOO:

2.21

Sortino Ratio

LEV:

-2.08

VOO:

2.92

Omega Ratio

LEV:

0.68

VOO:

1.41

Calmar Ratio

LEV:

-0.96

VOO:

3.34

Martin Ratio

LEV:

-1.80

VOO:

14.07

Ulcer Index

LEV:

53.40%

VOO:

2.01%

Daily Std Dev

LEV:

130.47%

VOO:

12.80%

Max Drawdown

LEV:

-99.69%

VOO:

-33.99%

Current Drawdown

LEV:

-99.69%

VOO:

-1.36%

Returns By Period


LEV

YTD

0.00%

1M

-71.96%

6M

-92.30%

1Y

-95.97%

5Y*

N/A

10Y*

N/A

VOO

YTD

1.98%

1M

2.24%

6M

9.59%

1Y

27.12%

5Y*

14.29%

10Y*

13.52%

*Annualized

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Risk-Adjusted Performance

LEV vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LEV
The Risk-Adjusted Performance Rank of LEV is 33
Overall Rank
The Sharpe Ratio Rank of LEV is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of LEV is 22
Sortino Ratio Rank
The Omega Ratio Rank of LEV is 11
Omega Ratio Rank
The Calmar Ratio Rank of LEV is 11
Calmar Ratio Rank
The Martin Ratio Rank of LEV is 22
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LEV vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Lion Electric Company (LEV) and Vanguard S&P 500 ETF (VOO). 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 LEV, currently valued at -0.74, compared to the broader market-2.000.002.004.00-0.742.21
The chart of Sortino ratio for LEV, currently valued at -2.05, compared to the broader market-4.00-2.000.002.004.006.00-2.052.92
The chart of Omega ratio for LEV, currently valued at 0.67, compared to the broader market0.501.001.502.000.671.41
The chart of Calmar ratio for LEV, currently valued at -0.96, compared to the broader market0.002.004.006.00-0.963.34
The chart of Martin ratio for LEV, currently valued at -1.66, compared to the broader market-10.000.0010.0020.0030.00-1.6614.07
LEV
VOO

The current LEV Sharpe Ratio is -0.74, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of LEV and VOO, 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.74
2.21
LEV
VOO

Dividends

LEV vs. VOO - Dividend Comparison

LEV has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.22%.


TTM20242023202220212020201920182017201620152014
LEV
The Lion Electric Company
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

LEV vs. VOO - Drawdown Comparison

The maximum LEV drawdown since its inception was -99.69%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LEV and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-99.69%
-1.36%
LEV
VOO

Volatility

LEV vs. VOO - Volatility Comparison

The Lion Electric Company (LEV) has a higher volatility of 127.15% compared to Vanguard S&P 500 ETF (VOO) at 5.05%. This indicates that LEV's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%50.00%100.00%150.00%AugustSeptemberOctoberNovemberDecember2025
127.15%
5.05%
LEV
VOO
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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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