PortfoliosLab logo
LKQ vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between LKQ and ^GSPC is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

LKQ vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LKQ Corporation (LKQ) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

LKQ:

12.84%

^GSPC:

19.37%

Max Drawdown

LKQ:

-0.18%

^GSPC:

-56.78%

Current Drawdown

LKQ:

0.00%

^GSPC:

-7.88%

Returns By Period


LKQ

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC

YTD

-3.77%

1M

5.53%

6M

-5.60%

1Y

8.37%

5Y*

14.61%

10Y*

10.35%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LKQ vs. ^GSPC — Risk-Adjusted Performance Rank

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

LKQ
The Risk-Adjusted Performance Rank of LKQ is 3737
Overall Rank
The Sharpe Ratio Rank of LKQ is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of LKQ is 3333
Sortino Ratio Rank
The Omega Ratio Rank of LKQ is 3333
Omega Ratio Rank
The Calmar Ratio Rank of LKQ is 3939
Calmar Ratio Rank
The Martin Ratio Rank of LKQ is 4040
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6868
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6565
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 7070
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6868
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7474
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.

LKQ vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for LKQ Corporation (LKQ) and S&P 500 (^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.



Loading data...

Drawdowns

LKQ vs. ^GSPC - Drawdown Comparison

The maximum LKQ drawdown since its inception was -0.18%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for LKQ and ^GSPC. For additional features, visit the drawdowns tool.


Loading data...

Volatility

LKQ vs. ^GSPC - Volatility Comparison


Loading data...