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

Correlation

The correlation between LGL and VOO is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

LGL vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

LGL:

0.54

VOO:

0.74

Sortino Ratio

LGL:

1.07

VOO:

1.04

Omega Ratio

LGL:

1.13

VOO:

1.15

Calmar Ratio

LGL:

0.36

VOO:

0.68

Martin Ratio

LGL:

4.11

VOO:

2.58

Ulcer Index

LGL:

6.56%

VOO:

4.93%

Daily Std Dev

LGL:

54.72%

VOO:

19.54%

Max Drawdown

LGL:

-97.34%

VOO:

-33.99%

Current Drawdown

LGL:

-68.88%

VOO:

-3.55%

Returns By Period

In the year-to-date period, LGL achieves a 9.55% return, which is significantly higher than VOO's 0.90% return. Both investments have delivered pretty close results over the past 10 years, with LGL having a 12.70% annualized return and VOO not far ahead at 12.81%.


LGL

YTD

9.55%

1M

-5.90%

6M

12.76%

1Y

29.25%

3Y*

10.56%

5Y*

11.87%

10Y*

12.70%

VOO

YTD

0.90%

1M

5.53%

6M

-1.46%

1Y

13.29%

3Y*

14.31%

5Y*

15.89%

10Y*

12.81%

*Annualized

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The LGL Group, Inc.

Vanguard S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

LGL vs. VOO — Risk-Adjusted Performance Rank

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

LGL
The Risk-Adjusted Performance Rank of LGL is 7070
Overall Rank
The Sharpe Ratio Rank of LGL is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of LGL is 6767
Sortino Ratio Rank
The Omega Ratio Rank of LGL is 6363
Omega Ratio Rank
The Calmar Ratio Rank of LGL is 6767
Calmar Ratio Rank
The Martin Ratio Rank of LGL is 8383
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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.

LGL vs. VOO - Risk-Adjusted Performance Comparison

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


The current LGL Sharpe Ratio is 0.54, which is comparable to the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of LGL 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

LGL vs. VOO - Dividend Comparison

LGL has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.29%.


TTM20242023202220212020201920182017201620152014
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%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

LGL vs. VOO - Drawdown Comparison

The maximum LGL drawdown since its inception was -97.34%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LGL and VOO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

LGL vs. VOO - Volatility Comparison

The LGL Group, Inc. (LGL) has a higher volatility of 18.84% compared to Vanguard S&P 500 ETF (VOO) at 4.84%. This indicates that LGL'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.


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