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LITB vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LITB vs. VOO - Performance Comparison

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

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LITB vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LITB
LightInTheBox Holding Co., Ltd.
2.68%33.33%-73.83%-13.01%21.78%-60.24%141.90%-13.93%-46.96%-22.56%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, LITB achieves a 2.68% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, LITB has underperformed VOO with an annualized return of -16.79%, while VOO has yielded a comparatively higher 14.05% annualized return.


LITB

1D
2.68%
1M
-12.88%
YTD
2.68%
6M
9.52%
1Y
15.00%
3Y*
-38.02%
5Y*
-32.96%
10Y*
-16.79%

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LightInTheBox Holding Co., Ltd.

Vanguard S&P 500 ETF

Return for Risk

LITB vs. VOO — Risk / Return Rank

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

LITB
LITB Risk / Return Rank: 5656
Overall Rank
LITB Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
LITB Sortino Ratio Rank: 5555
Sortino Ratio Rank
LITB Omega Ratio Rank: 5151
Omega Ratio Rank
LITB Calmar Ratio Rank: 6666
Calmar Ratio Rank
LITB Martin Ratio Rank: 5959
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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.

LITB vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LightInTheBox Holding Co., Ltd. (LITB) 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.


LITBVOODifference

Sharpe ratio

Return per unit of total volatility

0.16

0.98

-0.82

Sortino ratio

Return per unit of downside risk

1.00

1.50

-0.50

Omega ratio

Gain probability vs. loss probability

1.11

1.23

-0.11

Calmar ratio

Return relative to maximum drawdown

1.16

1.53

-0.37

Martin ratio

Return relative to average drawdown

1.77

7.29

-5.52

LITB vs. VOO - Sharpe Ratio Comparison

The current LITB Sharpe Ratio is 0.16, which is lower than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of LITB 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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Sharpe Ratios by Period


LITBVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

0.98

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

0.70

-1.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.19

0.78

-0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.28

0.83

-1.11

Correlation

The correlation between LITB and VOO is 0.12, 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.


Dividends

LITB vs. VOO - Dividend Comparison

LITB has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20252024202320222021202020192018201720162015
LITB
LightInTheBox Holding Co., Ltd.
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
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

LITB vs. VOO - Drawdown Comparison

The maximum LITB drawdown since its inception was -99.26%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LITB and VOO.


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Drawdown Indicators


LITBVOODifference

Max Drawdown

Largest peak-to-trough decline

-99.26%

-33.99%

-65.27%

Max Drawdown (1Y)

Largest decline over 1 year

-55.64%

-11.98%

-43.66%

Max Drawdown (5Y)

Largest decline over 5 years

-94.88%

-24.52%

-70.36%

Max Drawdown (10Y)

Largest decline over 10 years

-96.96%

-33.99%

-62.97%

Current Drawdown

Current decline from peak

-98.27%

-6.29%

-91.98%

Average Drawdown

Average peak-to-trough decline

-88.01%

-3.72%

-84.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.58%

2.52%

+34.06%

Volatility

LITB vs. VOO - Volatility Comparison

LightInTheBox Holding Co., Ltd. (LITB) has a higher volatility of 16.74% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that LITB'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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Volatility by Period


LITBVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

16.74%

5.29%

+11.45%

Volatility (6M)

Calculated over the trailing 6-month period

62.78%

9.44%

+53.34%

Volatility (1Y)

Calculated over the trailing 1-year period

103.60%

18.10%

+85.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

91.81%

16.82%

+74.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

86.41%

17.99%

+68.42%