LFUS vs. SPY

Last updated Jun 4, 2026

LFUS (Littelfuse, Inc.) is a stock, while SPY (State Street SPDR S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, LFUS returned 16.50%/yr vs 15.49%/yr for SPY. At a 0.49 correlation, their price movements are largely independent.

Performance

LFUS vs. SPY - Performance Comparison

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

Returns By Period

In the year-to-date period, LFUS achieves a 92.36% return, which is significantly higher than SPY's 10.91% return. Over the past 10 years, LFUS has outperformed SPY with an annualized return of 16.50%, while SPY has yielded a comparatively lower 15.49% annualized return.

LFUS

• 1D: -0.67%
• 1M: 14.43%
• YTD: 92.36%
• 6M: 89.23%
• 1Y: 130.46%
• 3Y*: 23.73%
• 5Y*: 14.26%
• 10Y*: 16.50%

SPY

• 1D: -0.70%
• 1M: 5.05%
• YTD: 10.91%
• 6M: 10.91%
• 1Y: 27.98%
• 3Y*: 22.35%
• 5Y*: 13.83%
• 10Y*: 15.49%

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

LFUS vs. SPY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LFUS Littelfuse, Inc.	92.36%	8.65%	-10.98%	22.71%	-29.38%	24.46%	34.51%	12.74%	-12.63%	31.39%
SPY State Street SPDR S&P 500 ETF	10.91%	17.72%	24.89%	26.18%	-18.18%	28.73%	18.33%	31.22%	-4.57%	21.71%

Correlation

The correlation between LFUS and SPY is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.54
Correlation (3Y) Calculated over the trailing 3-year period	0.59
Correlation (5Y) Calculated over the trailing 5-year period	0.66
Correlation (10Y) Calculated over the trailing 10-year period	0.65
Correlation (All Time) Calculated using the full available price history since Feb 1, 1993	0.49

The correlation between LFUS and SPY shifts across timeframes, from 0.49 (all time) to 0.66 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

LFUS vs. SPY — Risk / Return Rank

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

LFUS

LFUS Risk / Return Rank: 95
LFUS Sharpe Ratio Rank: 96
LFUS Sortino Ratio Rank: 95
LFUS Omega Ratio Rank: 93
LFUS Calmar Ratio Rank: 94
LFUS Martin Ratio Rank: 96

SPY

SPY Risk / Return Rank: 70
SPY Sharpe Ratio Rank: 71
SPY Sortino Ratio Rank: 69
SPY Omega Ratio Rank: 70
SPY Calmar Ratio Rank: 62
SPY Martin Ratio Rank: 75

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.

LFUS vs. SPY - Risk-Adjusted Trends Comparison

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

	LFUS	SPY	Difference
Sharpe ratio: Return per unit of total volatility	3.57	2.38	+1.19
Sortino ratio: Return per unit of downside risk	4.19	3.24	+0.95
Omega ratio: Gain probability vs. loss probability	1.52	1.43	+0.09
Calmar ratio: Return relative to maximum drawdown	6.64	3.16	+3.48
Martin ratio: Return relative to average drawdown	22.90	14.72	+8.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LFUS vs. SPY - Sharpe Ratio Comparison

The current LFUS Sharpe Ratio is 3.57, which is higher than the SPY Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of LFUS and SPY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LFUS	SPY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.57	2.38	+1.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.42	0.82	-0.40
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	0.87	-0.39
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	0.59	-0.23

Drawdowns

LFUS vs. SPY - Drawdown Comparison

The maximum LFUS drawdown since its inception was -82.44%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for LFUS and SPY.

Drawdown Indicators

	LFUS	SPY	Difference
Max Drawdown Largest peak-to-trough decline	-82.44%	-55.19%	-27.25%
Max Drawdown (1Y) Largest decline over 1 year	-19.75%	-8.88%	-10.87%
Max Drawdown (3Y) Largest decline over 3 years	-50.68%	-18.76%	-31.92%
Max Drawdown (5Y) Largest decline over 5 years	-53.29%	-24.50%	-28.79%
Max Drawdown (10Y) Largest decline over 10 years	-54.18%	-33.72%	-20.46%
Current Drawdown Current decline from peak	-0.67%	-0.70%	+0.03%
Average Drawdown Average peak-to-trough decline	-22.88%	-9.05%	-13.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.72%	1.91%	+3.81%

Volatility

LFUS vs. SPY - Volatility Comparison

Littelfuse, Inc. (LFUS) has a higher volatility of 12.84% compared to State Street SPDR S&P 500 ETF (SPY) at 2.84%. This indicates that LFUS's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LFUS	SPY	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.84%	2.84%	+10.00%
Volatility (6M) Calculated over the trailing 6-month period	29.20%	8.90%	+20.30%
Volatility (1Y) Calculated over the trailing 1-year period	37.04%	11.83%	+25.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.34%	17.05%	+17.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.04%	17.94%	+17.10%

Dividends

LFUS vs. SPY - Dividend Comparison

LFUS's dividend yield for the trailing twelve months is around 0.62%, less than SPY's 0.98% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LFUS Littelfuse, Inc.	0.62%	1.15%	1.15%	0.93%	1.03%	0.64%	0.75%	0.95%	0.93%	0.71%	0.82%	1.01%
SPY State Street SPDR S&P 500 ETF	0.98%	1.07%	1.21%	1.40%	1.65%	1.20%	1.52%	1.75%	2.04%	1.80%	2.03%	2.06%

Frequently Asked Questions

Can I hold both LFUS and SPY in my portfolio?

LFUS and SPY have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LFUS or SPY?

LFUS has higher volatility (12.84%) compared to SPY (2.84%). In terms of maximum drawdown, LFUS dropped -82.44% vs SPY's -55.19%.

Which has better risk-adjusted returns?

LFUS currently has the higher Sharpe Ratio (3.57 vs 2.38), 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.