PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LEXCX vs. EIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LEXCX and EIX is 0.40, 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.


-0.50.00.51.00.4

Performance

LEXCX vs. EIX - Performance Comparison

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

1,600.00%1,800.00%2,000.00%2,200.00%2,400.00%JulyAugustSeptemberOctoberNovemberDecember
1,529.21%
2,156.91%
LEXCX
EIX

Key characteristics

Sharpe Ratio

LEXCX:

0.30

EIX:

1.15

Sortino Ratio

LEXCX:

0.53

EIX:

1.69

Omega Ratio

LEXCX:

1.06

EIX:

1.20

Calmar Ratio

LEXCX:

0.34

EIX:

1.72

Martin Ratio

LEXCX:

0.94

EIX:

4.28

Ulcer Index

LEXCX:

4.05%

EIX:

4.82%

Daily Std Dev

LEXCX:

12.53%

EIX:

17.89%

Max Drawdown

LEXCX:

-50.42%

EIX:

-72.18%

Current Drawdown

LEXCX:

-10.35%

EIX:

-10.00%

Returns By Period

In the year-to-date period, LEXCX achieves a 2.74% return, which is significantly lower than EIX's 14.78% return. Over the past 10 years, LEXCX has outperformed EIX with an annualized return of 8.65%, while EIX has yielded a comparatively lower 5.98% annualized return.


LEXCX

YTD

2.74%

1M

-6.19%

6M

-1.51%

1Y

2.95%

5Y*

10.15%

10Y*

8.65%

EIX

YTD

14.78%

1M

-7.66%

6M

13.23%

1Y

20.46%

5Y*

5.65%

10Y*

5.98%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LEXCX vs. EIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Corporate Leaders Trust Fund (LEXCX) and Edison International (EIX). 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-1.000.001.002.003.004.000.301.15
The chart of Sortino ratio for LEXCX, currently valued at 0.53, compared to the broader market-2.000.002.004.006.008.0010.000.531.69
The chart of Omega ratio for LEXCX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.003.501.061.20
The chart of Calmar ratio for LEXCX, currently valued at 0.34, compared to the broader market0.002.004.006.008.0010.0012.0014.000.341.72
The chart of Martin ratio for LEXCX, currently valued at 0.94, compared to the broader market0.0020.0040.0060.000.944.28
LEXCX
EIX

The current LEXCX Sharpe Ratio is 0.30, which is lower than the EIX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of LEXCX and EIX, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.30
1.15
LEXCX
EIX

Dividends

LEXCX vs. EIX - Dividend Comparison

LEXCX's dividend yield for the trailing twelve months is around 1.59%, less than EIX's 3.92% 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%
EIX
Edison International
3.92%4.19%4.46%3.94%4.10%3.28%4.28%4.39%2.75%2.93%2.26%2.96%

Drawdowns

LEXCX vs. EIX - Drawdown Comparison

The maximum LEXCX drawdown since its inception was -50.42%, smaller than the maximum EIX drawdown of -72.18%. Use the drawdown chart below to compare losses from any high point for LEXCX and EIX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.35%
-10.00%
LEXCX
EIX

Volatility

LEXCX vs. EIX - Volatility Comparison

The current volatility for Voya Corporate Leaders Trust Fund (LEXCX) is 3.87%, while Edison International (EIX) has a volatility of 5.36%. This indicates that LEXCX experiences smaller price fluctuations and is considered to be less risky than EIX 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%JulyAugustSeptemberOctoberNovemberDecember
3.87%
5.36%
LEXCX
EIX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab