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

Correlation

The correlation between LINC and VOO is 0.26, 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

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.

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Key characteristics

Sharpe Ratio

LINC:

1.49

VOO:

0.52

Sortino Ratio

LINC:

2.39

VOO:

0.89

Omega Ratio

LINC:

1.30

VOO:

1.13

Calmar Ratio

LINC:

1.42

VOO:

0.57

Martin Ratio

LINC:

6.99

VOO:

2.18

Ulcer Index

LINC:

10.85%

VOO:

4.85%

Daily Std Dev

LINC:

44.25%

VOO:

19.11%

Max Drawdown

LINC:

-99.11%

VOO:

-33.99%

Current Drawdown

LINC:

-5.42%

VOO:

-7.67%

Returns By Period

In the year-to-date period, LINC achieves a 32.24% return, which is significantly higher than VOO's -3.41% return. Over the past 10 years, LINC has outperformed VOO with an annualized return of 25.42%, while VOO has yielded a comparatively lower 12.31% annualized return.


LINC

YTD

32.24%

1M

27.25%

6M

29.14%

1Y

72.32%

5Y*

52.59%

10Y*

25.42%

VOO

YTD

-3.41%

1M

5.73%

6M

-5.06%

1Y

9.79%

5Y*

16.35%

10Y*

12.31%

*Annualized

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Risk-Adjusted Performance

LINC vs. VOO — Risk-Adjusted Performance Rank

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

LINC
The Risk-Adjusted Performance Rank of LINC is 8989
Overall Rank
The Sharpe Ratio Rank of LINC is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of LINC is 9191
Sortino Ratio Rank
The Omega Ratio Rank of LINC is 8888
Omega Ratio Rank
The Calmar Ratio Rank of LINC is 8787
Calmar Ratio Rank
The Martin Ratio Rank of LINC is 9090
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6868
Overall Rank
The Sharpe Ratio Rank of VOO is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6969
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.

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.


The current LINC Sharpe Ratio is 1.49, which is higher than the VOO Sharpe Ratio of 0.52. 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.


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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 1.34%.


TTM20242023202220212020201920182017201620152014
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%0.00%6.43%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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.


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Volatility

LINC vs. VOO - Volatility Comparison

Lincoln Educational Services Corporation (LINC) has a higher volatility of 12.43% compared to Vanguard S&P 500 ETF (VOO) at 6.83%. 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.


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