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

Correlation

The correlation between LINC and VOO is 0.25, 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.


-0.50.00.51.00.2

Performance

LINC vs. VOO - Performance Comparison

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

0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
47.81%
8.66%
LINC
VOO

Key characteristics

Sharpe Ratio

LINC:

1.44

VOO:

2.21

Sortino Ratio

LINC:

2.19

VOO:

2.93

Omega Ratio

LINC:

1.27

VOO:

1.41

Calmar Ratio

LINC:

0.95

VOO:

3.25

Martin Ratio

LINC:

5.75

VOO:

14.47

Ulcer Index

LINC:

9.87%

VOO:

1.90%

Daily Std Dev

LINC:

39.46%

VOO:

12.43%

Max Drawdown

LINC:

-99.11%

VOO:

-33.99%

Current Drawdown

LINC:

-30.10%

VOO:

-2.87%

Returns By Period

In the year-to-date period, LINC achieves a 53.98% return, which is significantly higher than VOO's 25.49% return. Over the past 10 years, LINC has outperformed VOO with an annualized return of 18.64%, while VOO has yielded a comparatively lower 13.04% annualized return.


LINC

YTD

53.98%

1M

1.98%

6M

47.80%

1Y

59.05%

5Y*

46.90%

10Y*

18.64%

VOO

YTD

25.49%

1M

0.01%

6M

8.65%

1Y

27.45%

5Y*

14.70%

10Y*

13.04%

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Risk-Adjusted Performance

LINC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lincoln Educational Services Corporation (LINC) 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 LINC, currently valued at 1.50, compared to the broader market-4.00-2.000.002.001.502.21
The chart of Sortino ratio for LINC, currently valued at 2.25, compared to the broader market-4.00-2.000.002.004.002.252.93
The chart of Omega ratio for LINC, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.41
The chart of Calmar ratio for LINC, currently valued at 1.33, compared to the broader market0.002.004.006.001.333.25
The chart of Martin ratio for LINC, currently valued at 5.97, compared to the broader market0.0010.0020.005.9714.47
LINC
VOO

The current LINC Sharpe Ratio is 1.44, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of LINC 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.50
2.21
LINC
VOO

Dividends

LINC vs. VOO - Dividend Comparison

LINC has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
LINC
Lincoln Educational Services Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%6.43%5.62%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

LINC vs. VOO - Drawdown Comparison

The maximum LINC drawdown since its inception was -99.11%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LINC and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.52%
-2.87%
LINC
VOO

Volatility

LINC vs. VOO - Volatility Comparison

Lincoln Educational Services Corporation (LINC) has a higher volatility of 9.90% compared to Vanguard S&P 500 ETF (VOO) at 3.64%. This indicates that LINC'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.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
9.90%
3.64%
LINC
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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