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LGL vs. LYTS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LGL vs. LYTS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The LGL Group, Inc. (LGL) and LSI Industries Inc. (LYTS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LGL achieves a 23.83% return, which is significantly lower than LYTS's 25.22% return. Over the past 10 years, LGL has underperformed LYTS with an annualized return of 7.67%, while LYTS has yielded a comparatively higher 10.35% annualized return.


LGL

1D
0.64%
1M
0.14%
YTD
23.83%
6M
20.88%
1Y
5.64%
3Y*
14.58%
5Y*
-8.68%
10Y*
7.67%

LYTS

1D
-5.19%
1M
-1.85%
YTD
25.22%
6M
24.00%
1Y
41.86%
3Y*
25.13%
5Y*
23.07%
10Y*
10.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LGL vs. LYTS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LGL
The LGL Group, Inc.
23.83%-3.69%-2.77%51.60%-64.47%-9.09%-16.40%145.90%8.54%11.95%
LYTS
LSI Industries Inc.
25.22%-4.68%39.69%16.79%82.88%-17.98%45.70%100.79%-52.25%-27.41%

Correlation

The correlation between LGL and LYTS is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Mar 18, 1992

0.05

Fundamentals

Market Cap

LGL:

$45.64M

LYTS:

$739.72M

EPS

LGL:

$0.01

LYTS:

$0.76

PE Ratio

LGL:

589.59

LYTS:

30.24

PEG Ratio

LGL:

1.71

LYTS:

0.59

PS Ratio

LGL:

16.10

LYTS:

1.18

Total Revenue (TTM)

LGL:

$2.64M

LYTS:

$609.84M

Gross Profit (TTM)

LGL:

$1.39M

LYTS:

$156.38M

EBITDA (TTM)

LGL:

-$2.26M

LYTS:

$39.60M

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The LGL Group, Inc.

LSI Industries Inc.

Return for Risk

LGL vs. LYTS — Risk / Return Rank

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

LGL
LGL Risk / Return Rank: 4545
Overall Rank
LGL Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
LGL Sortino Ratio Rank: 4343
Sortino Ratio Rank
LGL Omega Ratio Rank: 4141
Omega Ratio Rank
LGL Calmar Ratio Rank: 4646
Calmar Ratio Rank
LGL Martin Ratio Rank: 4646
Martin Ratio Rank

LYTS
LYTS Risk / Return Rank: 7070
Overall Rank
LYTS Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
LYTS Sortino Ratio Rank: 7171
Sortino Ratio Rank
LYTS Omega Ratio Rank: 7070
Omega Ratio Rank
LYTS Calmar Ratio Rank: 6969
Calmar Ratio Rank
LYTS Martin Ratio Rank: 6868
Martin Ratio Rank
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.

LGL vs. LYTS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The LGL Group, Inc. (LGL) and LSI Industries Inc. (LYTS). 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.


LGLLYTSDifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-1.31

Omega ratioGain probability vs. loss probability

1.06

1.23

-0.17

Calmar ratioReturn relative to maximum drawdown

0.21

1.53

-1.33

Martin ratioReturn relative to average drawdown

0.39

3.44

-3.05

LGL vs. LYTS - Sharpe Ratio Comparison

The current LGL Sharpe Ratio is 0.14, which is lower than the LYTS Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of LGL and LYTS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LGLLYTSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

1.05

-0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

0.53

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.22

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

0.15

-0.21

Drawdowns

LGL vs. LYTS - Drawdown Comparison

The maximum LGL drawdown since its inception was -98.85%, which is greater than LYTS's maximum drawdown of -85.55%. Use the drawdown chart below to compare losses from any high point for LGL and LYTS.


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Drawdown Indicators


LGLLYTSDifference

Max Drawdown

Largest peak-to-trough decline

-98.85%

-85.55%

-13.30%

Max Drawdown (1Y)

Largest decline over 1 year

-27.19%

-27.42%

+0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-27.19%

-40.60%

+13.41%

Max Drawdown (5Y)

Largest decline over 5 years

-73.75%

-40.60%

-33.15%

Max Drawdown (10Y)

Largest decline over 10 years

-74.97%

-76.19%

+1.22%

Current Drawdown

Current decline from peak

-93.64%

-7.68%

-85.96%

Average Drawdown

Average peak-to-trough decline

-74.20%

-38.24%

-35.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.54%

12.20%

+2.34%

Volatility

LGL vs. LYTS - Volatility Comparison

The current volatility for The LGL Group, Inc. (LGL) is 7.86%, while LSI Industries Inc. (LYTS) has a volatility of 10.36%. This indicates that LGL experiences smaller price fluctuations and is considered to be less risky than LYTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGLLYTSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.86%

10.36%

-2.50%

Volatility (6M)

Calculated over the trailing 6-month period

26.42%

27.96%

-1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

39.41%

40.09%

-0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.03%

43.73%

+6.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.49%

48.08%

-0.59%

Dividends

LGL vs. LYTS - Dividend Comparison

LGL has not paid dividends to shareholders, while LYTS's dividend yield for the trailing twelve months is around 0.88%.


PositionTTM20252024202320222021202020192018201720162015
LGL
The LGL Group, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LYTS
LSI Industries Inc.
0.88%1.09%1.03%1.42%1.63%2.92%2.34%3.31%6.31%2.91%2.05%0.98%

Financials

LGL vs. LYTS - Financials Comparison

This section allows you to compare key financial metrics between The LGL Group, Inc. and LSI Industries Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00M100.00M150.00M20222023202420252026
682.00K
150.53M
(LGL) Total Revenue
(LYTS) Total Revenue
Values in USD except per share items

Frequently Asked Questions


LGL and LYTS have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LYTS has higher volatility (10.36%) compared to LGL (7.86%). In terms of maximum drawdown, LGL dropped -98.85% vs LYTS's -85.55%.

LYTS currently has the higher Sharpe Ratio (1.05 vs 0.14), 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.

Portfolio Optimizer

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