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LEXCX vs. ACI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LEXCX and ACI is 0.21, 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.


-0.50.00.51.00.2

Performance

LEXCX vs. ACI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Corporate Leaders Trust Fund (LEXCX) and Albertsons Companies, Inc. (ACI). The values are adjusted to include any dividend payments, if applicable.

70.00%80.00%90.00%100.00%110.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
95.36%
84.38%
LEXCX
ACI

Key characteristics

Sharpe Ratio

LEXCX:

0.30

ACI:

-0.67

Sortino Ratio

LEXCX:

0.53

ACI:

-0.88

Omega Ratio

LEXCX:

1.06

ACI:

0.90

Calmar Ratio

LEXCX:

0.34

ACI:

-0.39

Martin Ratio

LEXCX:

0.94

ACI:

-0.97

Ulcer Index

LEXCX:

4.05%

ACI:

12.58%

Daily Std Dev

LEXCX:

12.53%

ACI:

18.21%

Max Drawdown

LEXCX:

-50.42%

ACI:

-32.80%

Current Drawdown

LEXCX:

-10.35%

ACI:

-24.65%

Returns By Period

In the year-to-date period, LEXCX achieves a 2.74% return, which is significantly higher than ACI's -13.07% return.


LEXCX

YTD

2.74%

1M

-6.19%

6M

-1.51%

1Y

2.95%

5Y*

10.15%

10Y*

8.65%

ACI

YTD

-13.07%

1M

2.09%

6M

1.05%

1Y

-12.27%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

LEXCX vs. ACI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Corporate Leaders Trust Fund (LEXCX) and Albertsons Companies, Inc. (ACI). 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 LEXCX, currently valued at 0.30, compared to the broader market-1.000.001.002.003.004.000.30-0.67
The chart of Sortino ratio for LEXCX, currently valued at 0.53, compared to the broader market-2.000.002.004.006.008.0010.000.53-0.88
The chart of Omega ratio for LEXCX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.003.501.060.90
The chart of Calmar ratio for LEXCX, currently valued at 0.34, compared to the broader market0.002.004.006.008.0010.0012.0014.000.34-0.39
The chart of Martin ratio for LEXCX, currently valued at 0.94, compared to the broader market0.0020.0040.0060.000.94-0.97
LEXCX
ACI

The current LEXCX Sharpe Ratio is 0.30, which is higher than the ACI Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of LEXCX and ACI, 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-1.50-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.30
-0.67
LEXCX
ACI

Dividends

LEXCX vs. ACI - Dividend Comparison

LEXCX's dividend yield for the trailing twelve months is around 1.59%, less than ACI's 2.46% yield.


TTM20232022202120202019201820172016201520142013
LEXCX
Voya Corporate Leaders Trust Fund
1.59%1.57%1.65%1.54%1.91%1.86%2.03%1.79%3.93%2.37%5.64%1.53%
ACI
Albertsons Companies, Inc.
2.46%2.09%35.34%1.39%0.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LEXCX vs. ACI - Drawdown Comparison

The maximum LEXCX drawdown since its inception was -50.42%, which is greater than ACI's maximum drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for LEXCX and ACI. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.35%
-24.65%
LEXCX
ACI

Volatility

LEXCX vs. ACI - Volatility Comparison

The current volatility for Voya Corporate Leaders Trust Fund (LEXCX) is 3.87%, while Albertsons Companies, Inc. (ACI) has a volatility of 8.30%. This indicates that LEXCX experiences smaller price fluctuations and is considered to be less risky than ACI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.87%
8.30%
LEXCX
ACI
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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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