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

Correlation

The correlation between LFUS and VOO is 0.66, 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.


-0.50.00.51.00.7

Performance

LFUS vs. VOO - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-9.72%
7.93%
LFUS
VOO

Key characteristics

Sharpe Ratio

LFUS:

-0.31

VOO:

2.04

Sortino Ratio

LFUS:

-0.27

VOO:

2.72

Omega Ratio

LFUS:

0.97

VOO:

1.38

Calmar Ratio

LFUS:

-0.29

VOO:

3.02

Martin Ratio

LFUS:

-0.94

VOO:

13.60

Ulcer Index

LFUS:

9.14%

VOO:

1.88%

Daily Std Dev

LFUS:

27.68%

VOO:

12.52%

Max Drawdown

LFUS:

-82.44%

VOO:

-33.99%

Current Drawdown

LFUS:

-26.70%

VOO:

-3.52%

Returns By Period

In the year-to-date period, LFUS achieves a -11.00% return, which is significantly lower than VOO's 24.65% return. Over the past 10 years, LFUS has underperformed VOO with an annualized return of 10.37%, while VOO has yielded a comparatively higher 13.02% annualized return.


LFUS

YTD

-11.00%

1M

-1.28%

6M

-9.96%

1Y

-10.65%

5Y*

5.34%

10Y*

10.37%

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

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Risk-Adjusted Performance

LFUS vs. VOO - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for LFUS, currently valued at -0.31, compared to the broader market-4.00-2.000.002.00-0.312.04
The chart of Sortino ratio for LFUS, currently valued at -0.27, compared to the broader market-4.00-2.000.002.004.00-0.272.72
The chart of Omega ratio for LFUS, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.38
The chart of Calmar ratio for LFUS, currently valued at -0.29, compared to the broader market0.002.004.006.00-0.293.02
The chart of Martin ratio for LFUS, currently valued at -0.94, compared to the broader market0.0010.0020.00-0.9413.60
LFUS
VOO

The current LFUS Sharpe Ratio is -0.31, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of LFUS and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.31
2.04
LFUS
VOO

Dividends

LFUS vs. VOO - Dividend Comparison

LFUS's dividend yield for the trailing twelve months is around 1.15%, less than VOO's 1.26% yield.


TTM20232022202120202019201820172016201520142013
LFUS
Littelfuse, Inc.
1.15%0.93%1.03%0.64%0.75%0.95%0.93%0.71%0.82%1.01%0.97%0.90%
VOO
Vanguard S&P 500 ETF
0.92%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

LFUS vs. VOO - Drawdown Comparison

The maximum LFUS drawdown since its inception was -82.44%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LFUS and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-26.70%
-3.52%
LFUS
VOO

Volatility

LFUS vs. VOO - Volatility Comparison

Littelfuse, Inc. (LFUS) has a higher volatility of 7.51% compared to Vanguard S&P 500 ETF (VOO) at 3.58%. This indicates that LFUS'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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.51%
3.58%
LFUS
VOO
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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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