LGIH vs. SPY

In the year-to-date period, LGIH achieves a -43.96% return, which is significantly lower than SPY's 0.87% return. Over the past 10 years, LGIH has underperformed SPY with an annualized return of 10.42%, while SPY has yielded a comparatively higher 12.73% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for LGI Homes, Inc. (LGIH) 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.

The current LGIH Sharpe Ratio is -1.00, which is lower than the SPY Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of LGIH 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.

LGIH has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.22%.

The maximum LGIH drawdown since its inception was -72.68%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for LGIH and SPY.

LGI Homes, Inc. (LGIH) has a higher volatility of 15.56% compared to SPDR S&P 500 ETF (SPY) at 4.86%. This indicates that LGIH'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.