LFCBY vs. ^GSPC

Last updated Jul 11, 2026

LFCBY (Lifco AB (publ)) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past year, LFCBY returned -12.98% vs 21.02% for ^GSPC. At a 0.08 correlation, their price movements are largely independent.

Performance

LFCBY vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lifco AB (publ) (LFCBY) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LFCBY achieves a -8.65% return, which is significantly lower than ^GSPC's 10.66% return.

LFCBY

• 1D: 0.00%
• 1M: -1.37%
• 6M: -7.75%
• YTD: -8.65%
• 1Y: -12.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

^GSPC

• 1D: 0.42%
• 1M: 1.94%
• 6M: 8.74%
• YTD: 10.66%
• 1Y: 21.02%
• 3Y*: 19.50%
• 5Y*: 11.63%
• 10Y*: 13.41%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LFCBY vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
LFCBY Lifco AB (publ)	-8.65%	24.94%	21.17%	41.97%
^GSPC S&P 500 Index	10.66%	16.39%	23.31%	10.16%

Correlation

The correlation between LFCBY and ^GSPC is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.07
Correlation (All Time) Calculated using the full available price history since Sep 22, 2023	0.08

Return for Risk

LFCBY vs. ^GSPC — Risk / Return Rank

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

LFCBY

LFCBY Risk / Return Rank: 27
LFCBY Sharpe Ratio Rank: 29
LFCBY Sortino Ratio Rank: 28
LFCBY Omega Ratio Rank: 25
LFCBY Calmar Ratio Rank: 28
LFCBY Martin Ratio Rank: 27

^GSPC

^GSPC Risk / Return Rank: 77
^GSPC Sharpe Ratio Rank: 76
^GSPC Sortino Ratio Rank: 76
^GSPC Omega Ratio Rank: 80
^GSPC Calmar Ratio Rank: 70
^GSPC Martin Ratio Rank: 84

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LFCBY vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lifco AB (publ) (LFCBY) and S&P 500 Index (^GSPC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	LFCBY	^GSPC	Difference
Sharpe ratio: Return per unit of total volatility	-0.35	1.65	-2.01
Sortino ratio: Return per unit of downside risk	-0.26	2.28	-2.55
Omega ratio: Gain probability vs. loss probability	0.95	1.30	-0.35
Calmar ratio: Return relative to maximum drawdown	-0.48	2.28	-2.75
Martin ratio: Return relative to average drawdown	-0.89	9.88	-10.77

LFCBY vs. ^GSPC - Sharpe Ratio Comparison

The current LFCBY Sharpe Ratio is -0.35, which is lower than the ^GSPC Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of LFCBY and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LFCBY vs. ^GSPC - Drawdown Comparison

The maximum LFCBY drawdown since its inception was -39.38%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for LFCBY and ^GSPC.

Drawdown Indicators

	LFCBY	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-39.38%	-56.78%	+17.40%
Max Drawdown (1Y) Largest decline over 1 year	-27.24%	-9.10%	-18.14%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.90%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.43%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-29.40%	-0.45%	-28.95%
Average Drawdown Average peak-to-trough decline	-17.12%	-10.71%	-6.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.67%	2.09%	+12.58%

Volatility

LFCBY vs. ^GSPC - Volatility Comparison

Lifco AB (publ) (LFCBY) has a higher volatility of 10.29% compared to S&P 500 Index (^GSPC) at 4.25%. This indicates that LFCBY's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LFCBY	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.29%	4.25%	+6.04%
Volatility (6M) Calculated over the trailing 6-month period	25.21%	9.96%	+15.25%
Volatility (1Y) Calculated over the trailing 1-year period	37.03%	12.52%	+24.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	60.30%	17.00%	+43.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	60.30%	18.05%	+42.25%

Frequently Asked Questions

Can I hold both LFCBY and ^GSPC in my portfolio?

LFCBY and ^GSPC have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LFCBY or ^GSPC?

LFCBY has higher volatility (10.29%) compared to ^GSPC (4.25%). In terms of maximum drawdown, LFCBY dropped -39.38% vs ^GSPC's -56.78%.

Which has better risk-adjusted returns?

^GSPC currently has the higher Sharpe Ratio (1.65 vs -0.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.