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LFCBY vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LFCBY vs. VOO - Performance Comparison

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

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Returns By Period

In the year-to-date period, LFCBY achieves a -11.95% return, which is significantly lower than VOO's 9.75% return.


LFCBY

1D
-4.93%
1M
4.58%
YTD
-11.95%
6M
-9.50%
1Y
-18.47%
3Y*
5Y*
10Y*

VOO

1D
-0.29%
1M
0.08%
YTD
9.75%
6M
9.30%
1Y
26.77%
3Y*
21.36%
5Y*
13.58%
10Y*
15.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LFCBY vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023
LFCBY
Lifco AB (publ)
-11.95%24.94%21.17%41.97%
VOO
Vanguard S&P 500 ETF
9.75%17.82%24.98%10.64%

Correlation

The correlation between LFCBY and VOO is 0.08, 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

0.08

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2023

0.09

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Return for Risk

LFCBY vs. VOO — Risk / Return Rank

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

LFCBY
LFCBY Risk / Return Rank: 1818
Overall Rank
LFCBY Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
LFCBY Sortino Ratio Rank: 2020
Sortino Ratio Rank
LFCBY Omega Ratio Rank: 1616
Omega Ratio Rank
LFCBY Calmar Ratio Rank: 1818
Calmar Ratio Rank
LFCBY Martin Ratio Rank: 1515
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6868
Overall Rank
VOO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6767
Sortino Ratio Rank
VOO Omega Ratio Rank: 6969
Omega Ratio Rank
VOO Calmar Ratio Rank: 6363
Calmar Ratio Rank
VOO Martin Ratio Rank: 7474
Martin Ratio Rank
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lifco AB (publ) (LFCBY) 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.

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.


LFCBYVOODifference
Sharpe ratioReturn per unit of total volatility

-2.67

Sortino ratioReturn per unit of downside risk

-3.42

Omega ratioGain probability vs. loss probability

0.91

1.39

-0.49

Calmar ratioReturn relative to maximum drawdown

-0.65

3.02

-3.67

Martin ratioReturn relative to average drawdown

-1.20

13.58

-14.78

LFCBY vs. VOO - Sharpe Ratio Comparison

The current LFCBY Sharpe Ratio is -0.50, which is lower than the VOO Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of LFCBY and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LFCBY vs. VOO - Drawdown Comparison

The maximum LFCBY drawdown since its inception was -39.38%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LFCBY and VOO.


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Drawdown Indicators


LFCBYVOODifference

Max Drawdown

Largest peak-to-trough decline

-39.38%

-33.99%

-5.39%

Max Drawdown (1Y)

Largest decline over 1 year

-28.43%

-8.90%

-19.53%

Max Drawdown (3Y)

Largest decline over 3 years

-18.69%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-31.95%

-1.74%

-30.21%

Average Drawdown

Average peak-to-trough decline

-16.88%

-3.68%

-13.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.47%

1.98%

+13.49%

Volatility

LFCBY vs. VOO - Volatility Comparison

Lifco AB (publ) (LFCBY) has a higher volatility of 13.58% compared to Vanguard S&P 500 ETF (VOO) at 4.60%. This indicates that LFCBY'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.


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Volatility by Period


LFCBYVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.58%

4.60%

+8.98%

Volatility (6M)

Calculated over the trailing 6-month period

24.77%

9.73%

+15.04%

Volatility (1Y)

Calculated over the trailing 1-year period

37.43%

12.39%

+25.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.77%

16.90%

+43.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.77%

18.05%

+42.72%

Dividends

LFCBY vs. VOO - Dividend Comparison

LFCBY's dividend yield for the trailing twelve months is around 1.88%, more than VOO's 1.04% yield.


PositionTTM20252024202320222021202020192018201720162015
LFCBY
Lifco AB (publ)
1.88%0.59%0.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.04%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


LFCBY and VOO have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LFCBY has higher volatility (13.58%) compared to VOO (4.60%). In terms of maximum drawdown, LFCBY dropped -39.38% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (2.17 vs -0.50), 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.

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