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LKQ vs. YALL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LKQ and YALL is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

LKQ vs. YALL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LKQ Corporation (LKQ) and God Bless America ETF (YALL). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-13.49%
8.25%
LKQ
YALL

Key characteristics

Sharpe Ratio

LKQ:

-0.75

YALL:

2.01

Sortino Ratio

LKQ:

-0.82

YALL:

2.78

Omega Ratio

LKQ:

0.87

YALL:

1.35

Calmar Ratio

LKQ:

-0.59

YALL:

3.66

Martin Ratio

LKQ:

-1.07

YALL:

12.10

Ulcer Index

LKQ:

20.17%

YALL:

2.64%

Daily Std Dev

LKQ:

28.76%

YALL:

15.88%

Max Drawdown

LKQ:

-68.02%

YALL:

-12.03%

Current Drawdown

LKQ:

-35.92%

YALL:

-5.69%

Returns By Period

In the year-to-date period, LKQ achieves a -1.12% return, which is significantly lower than YALL's 0.86% return.


LKQ

YTD

-1.12%

1M

-6.07%

6M

-13.49%

1Y

-20.52%

5Y*

2.80%

10Y*

3.83%

YALL

YTD

0.86%

1M

-3.12%

6M

8.26%

1Y

32.46%

5Y*

N/A

10Y*

N/A

*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. YALL — 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 1515
Overall Rank
The Sharpe Ratio Rank of LKQ is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of LKQ is 1515
Sortino Ratio Rank
The Omega Ratio Rank of LKQ is 1212
Omega Ratio Rank
The Calmar Ratio Rank of LKQ is 1414
Calmar Ratio Rank
The Martin Ratio Rank of LKQ is 2323
Martin Ratio Rank

YALL
The Risk-Adjusted Performance Rank of YALL is 8282
Overall Rank
The Sharpe Ratio Rank of YALL is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of YALL is 8181
Sortino Ratio Rank
The Omega Ratio Rank of YALL is 7777
Omega Ratio Rank
The Calmar Ratio Rank of YALL is 8989
Calmar Ratio Rank
The Martin Ratio Rank of YALL is 8181
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. YALL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for LKQ Corporation (LKQ) and God Bless America ETF (YALL). 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 LKQ, currently valued at -0.75, compared to the broader market-4.00-2.000.002.00-0.752.01
The chart of Sortino ratio for LKQ, currently valued at -0.82, compared to the broader market-4.00-2.000.002.004.00-0.822.78
The chart of Omega ratio for LKQ, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.35
The chart of Calmar ratio for LKQ, currently valued at -0.59, compared to the broader market0.002.004.006.00-0.593.66
The chart of Martin ratio for LKQ, currently valued at -1.07, compared to the broader market-10.000.0010.0020.00-1.0712.10
LKQ
YALL

The current LKQ Sharpe Ratio is -0.75, which is lower than the YALL Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of LKQ and YALL, 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 Ratio-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.75
2.01
LKQ
YALL

Dividends

LKQ vs. YALL - Dividend Comparison

LKQ's dividend yield for the trailing twelve months is around 3.30%, more than YALL's 0.49% yield.


TTM2024202320222021
LKQ
LKQ Corporation
3.30%3.27%2.35%1.92%0.42%
YALL
God Bless America ETF
0.49%0.50%3.51%0.19%0.00%

Drawdowns

LKQ vs. YALL - Drawdown Comparison

The maximum LKQ drawdown since its inception was -68.02%, which is greater than YALL's maximum drawdown of -12.03%. Use the drawdown chart below to compare losses from any high point for LKQ and YALL. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-35.92%
-5.69%
LKQ
YALL

Volatility

LKQ vs. YALL - Volatility Comparison

The current volatility for LKQ Corporation (LKQ) is 6.16%, while God Bless America ETF (YALL) has a volatility of 6.53%. This indicates that LKQ experiences smaller price fluctuations and is considered to be less risky than YALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
6.16%
6.53%
LKQ
YALL
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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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