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LFUS vs. SPLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LFUS and SPLG is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

LFUS vs. SPLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Littelfuse, Inc. (LFUS) and SPDR Portfolio S&P 500 ETF (SPLG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

LFUS:

-0.28

SPLG:

0.72

Sortino Ratio

LFUS:

-0.15

SPLG:

1.20

Omega Ratio

LFUS:

0.98

SPLG:

1.18

Calmar Ratio

LFUS:

-0.22

SPLG:

0.81

Martin Ratio

LFUS:

-0.74

SPLG:

3.09

Ulcer Index

LFUS:

16.14%

SPLG:

4.88%

Daily Std Dev

LFUS:

40.49%

SPLG:

19.45%

Max Drawdown

LFUS:

-82.44%

SPLG:

-54.52%

Current Drawdown

LFUS:

-31.76%

SPLG:

-2.74%

Returns By Period

In the year-to-date period, LFUS achieves a -6.93% return, which is significantly lower than SPLG's 1.72% return. Over the past 10 years, LFUS has underperformed SPLG with an annualized return of 9.14%, while SPLG has yielded a comparatively higher 12.80% annualized return.


LFUS

YTD

-6.93%

1M

42.13%

6M

-8.76%

1Y

-14.89%

5Y*

8.27%

10Y*

9.14%

SPLG

YTD

1.72%

1M

12.89%

6M

2.14%

1Y

13.76%

5Y*

17.13%

10Y*

12.80%

*Annualized

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Risk-Adjusted Performance

LFUS vs. SPLG — Risk-Adjusted Performance Rank

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

LFUS
The Risk-Adjusted Performance Rank of LFUS is 3434
Overall Rank
The Sharpe Ratio Rank of LFUS is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of LFUS is 3131
Sortino Ratio Rank
The Omega Ratio Rank of LFUS is 3131
Omega Ratio Rank
The Calmar Ratio Rank of LFUS is 3636
Calmar Ratio Rank
The Martin Ratio Rank of LFUS is 3434
Martin Ratio Rank

SPLG
The Risk-Adjusted Performance Rank of SPLG is 7171
Overall Rank
The Sharpe Ratio Rank of SPLG is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of SPLG is 6969
Sortino Ratio Rank
The Omega Ratio Rank of SPLG is 7373
Omega Ratio Rank
The Calmar Ratio Rank of SPLG is 7272
Calmar Ratio Rank
The Martin Ratio Rank of SPLG is 7272
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.

LFUS vs. SPLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Littelfuse, Inc. (LFUS) and SPDR Portfolio S&P 500 ETF (SPLG). 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.


The current LFUS Sharpe Ratio is -0.28, which is lower than the SPLG Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of LFUS and SPLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

LFUS vs. SPLG - Dividend Comparison

LFUS's dividend yield for the trailing twelve months is around 1.26%, less than SPLG's 1.28% yield.


TTM20242023202220212020201920182017201620152014
LFUS
Littelfuse, Inc.
1.26%1.15%0.93%1.03%0.64%0.75%0.95%0.93%0.71%0.82%1.01%0.97%
SPLG
SPDR Portfolio S&P 500 ETF
1.28%1.28%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%1.79%

Drawdowns

LFUS vs. SPLG - Drawdown Comparison

The maximum LFUS drawdown since its inception was -82.44%, which is greater than SPLG's maximum drawdown of -54.52%. Use the drawdown chart below to compare losses from any high point for LFUS and SPLG. For additional features, visit the drawdowns tool.


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Volatility

LFUS vs. SPLG - Volatility Comparison

Littelfuse, Inc. (LFUS) has a higher volatility of 13.17% compared to SPDR Portfolio S&P 500 ETF (SPLG) at 5.43%. This indicates that LFUS's price experiences larger fluctuations and is considered to be riskier than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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