LKQ vs. ^GSPC
LKQ (LKQ Corporation) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, LKQ returned -0.98%/yr vs 13.27%/yr for ^GSPC. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
LKQ vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, LKQ achieves a -12.01% return, which is significantly lower than ^GSPC's 10.05% return. Over the past 10 years, LKQ has underperformed ^GSPC with an annualized return of -0.98%, while ^GSPC has yielded a comparatively higher 13.27% annualized return.
LKQ
- 1D
- 4.37%
- 1M
- -0.86%
- 6M
- -21.68%
- YTD
- -12.01%
- 1Y
- -27.44%
- 3Y*
- -21.27%
- 5Y*
- -9.76%
- 10Y*
- -0.98%
^GSPC
- 1D
- -0.51%
- 1M
- 0.30%
- 6M
- 8.49%
- YTD
- 10.05%
- 1Y
- 20.28%
- 3Y*
- 18.54%
- 5Y*
- 11.73%
- 10Y*
- 13.27%
LKQ vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LKQ LKQ Corporation | -12.01% | -14.99% | -20.92% | -8.56% | -9.24% | 71.09% | -1.29% | 50.44% | -41.65% | 32.69% |
^GSPC S&P 500 Index | 10.05% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 19.42% |
Correlation
The correlation between LKQ and ^GSPC is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2003 | 0.54 |
Over the past year, the correlation between LKQ and ^GSPC has dropped to 0.30 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.
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Return for Risk
LKQ vs. ^GSPC — Risk / Return Rank
LKQ
^GSPC
LKQ vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LKQ Corporation (LKQ) and S&P 500 Index (^GSPC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LKQ | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.38 | ||
| Sortino ratioReturn per unit of downside risk | -3.12 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.29 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 2.24 | -3.04 |
| Martin ratioReturn relative to average drawdown | -1.29 | 9.71 | -11.00 |
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Drawdowns
LKQ vs. ^GSPC - Drawdown Comparison
The maximum LKQ drawdown since its inception was -68.02%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for LKQ and ^GSPC.
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Drawdown Indicators
| LKQ | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.02% | -56.78% | -11.24% |
Max Drawdown (1Y)Largest decline over 1 year | -34.54% | -9.10% | -25.44% |
Max Drawdown (3Y)Largest decline over 3 years | -54.24% | -18.90% | -35.34% |
Max Drawdown (5Y)Largest decline over 5 years | -54.80% | -25.43% | -29.37% |
Max Drawdown (10Y)Largest decline over 10 years | -68.02% | -33.92% | -34.10% |
Current DrawdownCurrent decline from peak | -51.53% | -1.00% | -50.53% |
Average DrawdownAverage peak-to-trough decline | -16.16% | -10.70% | -5.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.24% | 2.09% | +19.15% |
Volatility
LKQ vs. ^GSPC - Volatility Comparison
LKQ Corporation (LKQ) has a higher volatility of 10.57% compared to S&P 500 Index (^GSPC) at 3.25%. This indicates that LKQ's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LKQ | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.57% | 3.25% | +7.32% |
Volatility (6M)Calculated over the trailing 6-month period | 24.20% | 10.00% | +14.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.37% | 12.56% | +23.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.11% | 17.00% | +13.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.75% | 18.05% | +15.70% |
Frequently Asked Questions
LKQ and ^GSPC have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LKQ has higher volatility (10.57%) compared to ^GSPC (3.25%). In terms of maximum drawdown, LKQ dropped -68.02% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.62 vs -0.76), 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.
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