PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LFUS vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LFUS and SPY is 0.49, 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.


-0.50.00.51.00.5

Performance

LFUS vs. SPY - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-11.38%
8.60%
LFUS
SPY

Key characteristics

Sharpe Ratio

LFUS:

-0.02

SPY:

2.20

Sortino Ratio

LFUS:

0.17

SPY:

2.91

Omega Ratio

LFUS:

1.02

SPY:

1.41

Calmar Ratio

LFUS:

-0.01

SPY:

3.35

Martin Ratio

LFUS:

-0.06

SPY:

13.99

Ulcer Index

LFUS:

6.95%

SPY:

2.01%

Daily Std Dev

LFUS:

27.02%

SPY:

12.79%

Max Drawdown

LFUS:

-82.44%

SPY:

-55.19%

Current Drawdown

LFUS:

-27.45%

SPY:

-1.35%

Returns By Period

In the year-to-date period, LFUS achieves a -1.05% return, which is significantly lower than SPY's 1.96% return. Over the past 10 years, LFUS has underperformed SPY with an annualized return of 9.82%, while SPY has yielded a comparatively higher 13.29% annualized return.


LFUS

YTD

-1.05%

1M

-0.54%

6M

-12.07%

1Y

-2.38%

5Y*

4.99%

10Y*

9.82%

SPY

YTD

1.96%

1M

1.09%

6M

8.43%

1Y

25.46%

5Y*

14.30%

10Y*

13.29%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LFUS vs. SPY — 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 4141
Overall Rank
The Sharpe Ratio Rank of LFUS is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of LFUS is 3737
Sortino Ratio Rank
The Omega Ratio Rank of LFUS is 3535
Omega Ratio Rank
The Calmar Ratio Rank of LFUS is 4444
Calmar Ratio Rank
The Martin Ratio Rank of LFUS is 4444
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 8383
Overall Rank
The Sharpe Ratio Rank of SPY is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 8080
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 8383
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 8383
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8585
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. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Littelfuse, Inc. (LFUS) and 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.


Sharpe ratio
The chart of Sharpe ratio for LFUS, currently valued at -0.02, compared to the broader market-2.000.002.004.00-0.022.20
The chart of Sortino ratio for LFUS, currently valued at 0.17, compared to the broader market-4.00-2.000.002.004.006.000.172.91
The chart of Omega ratio for LFUS, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.41
The chart of Calmar ratio for LFUS, currently valued at -0.01, compared to the broader market0.002.004.006.00-0.013.35
The chart of Martin ratio for LFUS, currently valued at -0.06, compared to the broader market-10.000.0010.0020.0030.00-0.0613.99
LFUS
SPY

The current LFUS Sharpe Ratio is -0.02, which is lower than the SPY Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of LFUS and SPY, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.02
2.20
LFUS
SPY

Dividends

LFUS vs. SPY - Dividend Comparison

LFUS's dividend yield for the trailing twelve months is around 1.16%, less than SPY's 1.18% yield.


TTM20242023202220212020201920182017201620152014
LFUS
Littelfuse, Inc.
1.16%1.15%0.93%1.03%0.64%0.75%0.95%0.93%0.71%0.82%1.01%0.97%
SPY
SPDR S&P 500 ETF
1.18%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

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. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-27.45%
-1.35%
LFUS
SPY

Volatility

LFUS vs. SPY - Volatility Comparison

Littelfuse, Inc. (LFUS) has a higher volatility of 5.54% compared to SPDR S&P 500 ETF (SPY) at 5.10%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
5.54%
5.10%
LFUS
SPY
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab