LGL vs. LYTS

Last updated Jun 4, 2026

LGL (The LGL Group, Inc.) and LYTS (LSI Industries Inc.) are both stocks. Both operate in the Electronic Components industry within the Technology sector. Over the past 10 years, LGL returned 7.67%/yr vs 10.35%/yr for LYTS. At a 0.05 correlation, their price movements are largely independent.

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.

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)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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

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: 45
LGL Sharpe Ratio Rank: 46
LGL Sortino Ratio Rank: 43
LGL Omega Ratio Rank: 41
LGL Calmar Ratio Rank: 46
LGL Martin Ratio Rank: 46

LYTS

LYTS Risk / Return Rank: 70
LYTS Sharpe Ratio Rank: 72
LYTS Sortino Ratio Rank: 71
LYTS Omega Ratio Rank: 70
LYTS Calmar Ratio Rank: 69
LYTS Martin Ratio Rank: 68

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.

	LGL	LYTS	Difference
Sharpe ratio Return per unit of total volatility	0.14	1.05	-0.91
Sortino ratio Return per unit of downside risk	0.51	1.81	-1.31
Omega ratio Gain probability vs. loss probability	1.06	1.23	-0.17
Calmar ratio Return relative to maximum drawdown	0.21	1.53	-1.33
Martin ratio Return relative to average drawdown	0.39	3.44	-3.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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.

Sharpe Ratios by Period

	LGL	LYTS	Difference
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.

Drawdown Indicators

	LGL	LYTS	Difference
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.

Volatility by Period

	LGL	LYTS	Difference
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%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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

Frequently Asked Questions

Can I hold both LGL and LYTS in my portfolio?

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.

Which is riskier, LGL or LYTS?

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%.

Which has better risk-adjusted returns?

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.