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LFCBY vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between LFCBY and ^GSPC is 0.18, 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

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 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
17.19%
9.31%
LFCBY
^GSPC

Key characteristics

Sharpe Ratio

LFCBY:

0.69

^GSPC:

1.74

Sortino Ratio

LFCBY:

1.42

^GSPC:

2.35

Omega Ratio

LFCBY:

1.22

^GSPC:

1.32

Calmar Ratio

LFCBY:

1.93

^GSPC:

2.61

Martin Ratio

LFCBY:

3.85

^GSPC:

10.66

Ulcer Index

LFCBY:

12.78%

^GSPC:

2.08%

Daily Std Dev

LFCBY:

72.63%

^GSPC:

12.77%

Max Drawdown

LFCBY:

-25.44%

^GSPC:

-56.78%

Current Drawdown

LFCBY:

-9.67%

^GSPC:

0.00%

Returns By Period

In the year-to-date period, LFCBY achieves a 20.89% return, which is significantly higher than ^GSPC's 4.46% return.


LFCBY

YTD

20.89%

1M

20.40%

6M

17.19%

1Y

35.65%

5Y*

N/A

10Y*

N/A

^GSPC

YTD

4.46%

1M

2.46%

6M

9.31%

1Y

23.49%

5Y*

13.03%

10Y*

11.31%

*Annualized

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Risk-Adjusted Performance

LFCBY vs. ^GSPC — Risk-Adjusted Performance Rank

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

LFCBY
The Risk-Adjusted Performance Rank of LFCBY is 7575
Overall Rank
The Sharpe Ratio Rank of LFCBY is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of LFCBY is 6969
Sortino Ratio Rank
The Omega Ratio Rank of LFCBY is 7272
Omega Ratio Rank
The Calmar Ratio Rank of LFCBY is 8989
Calmar Ratio Rank
The Martin Ratio Rank of LFCBY is 7676
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8383
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8888
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.

LFCBY vs. ^GSPC - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for LFCBY, currently valued at 0.59, compared to the broader market-2.000.002.000.591.74
The chart of Sortino ratio for LFCBY, currently valued at 1.32, compared to the broader market-4.00-2.000.002.004.006.001.322.35
The chart of Omega ratio for LFCBY, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.32
The chart of Calmar ratio for LFCBY, currently valued at 1.66, compared to the broader market0.002.004.006.001.662.61
The chart of Martin ratio for LFCBY, currently valued at 3.28, compared to the broader market0.0010.0020.0030.003.2810.66
LFCBY
^GSPC

The current LFCBY Sharpe Ratio is 0.69, which is lower than the ^GSPC Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of LFCBY and ^GSPC, 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 Ratio0.000.501.001.502.002.503.003.50OctoberNovemberDecember2025February
0.59
1.74
LFCBY
^GSPC

Drawdowns

LFCBY vs. ^GSPC - Drawdown Comparison

The maximum LFCBY drawdown since its inception was -25.44%, 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. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-9.67%
0
LFCBY
^GSPC

Volatility

LFCBY vs. ^GSPC - Volatility Comparison

Lifco AB (publ) (LFCBY) has a higher volatility of 30.64% compared to S&P 500 (^GSPC) at 3.07%. 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.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
30.64%
3.07%
LFCBY
^GSPC
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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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