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LLYVA vs. INDEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LLYVA and INDEX is 0.51, 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.


Performance

LLYVA vs. INDEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Liberty Media Corporation Series A Liberty Live Common Stock (LLYVA) and Index Funds S&P 500 Equal Weight (INDEX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

LLYVA:

2.94

INDEX:

0.67

Sortino Ratio

LLYVA:

3.67

INDEX:

1.13

Omega Ratio

LLYVA:

1.51

INDEX:

1.17

Calmar Ratio

LLYVA:

4.81

INDEX:

0.75

Martin Ratio

LLYVA:

12.38

INDEX:

2.88

Ulcer Index

LLYVA:

8.63%

INDEX:

4.90%

Daily Std Dev

LLYVA:

35.28%

INDEX:

19.60%

Max Drawdown

LLYVA:

-22.22%

INDEX:

-38.82%

Current Drawdown

LLYVA:

-1.48%

INDEX:

-2.77%

Returns By Period

In the year-to-date period, LLYVA achieves a 17.05% return, which is significantly higher than INDEX's 1.68% return.


LLYVA

YTD

17.05%

1M

18.55%

6M

23.15%

1Y

102.73%

5Y*

N/A

10Y*

N/A

INDEX

YTD

1.68%

1M

12.98%

6M

1.44%

1Y

13.03%

5Y*

16.94%

10Y*

9.72%

*Annualized

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Risk-Adjusted Performance

LLYVA vs. INDEX — Risk-Adjusted Performance Rank

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

LLYVA
The Risk-Adjusted Performance Rank of LLYVA is 9898
Overall Rank
The Sharpe Ratio Rank of LLYVA is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of LLYVA is 9797
Sortino Ratio Rank
The Omega Ratio Rank of LLYVA is 9797
Omega Ratio Rank
The Calmar Ratio Rank of LLYVA is 9999
Calmar Ratio Rank
The Martin Ratio Rank of LLYVA is 9797
Martin Ratio Rank

INDEX
The Risk-Adjusted Performance Rank of INDEX is 7070
Overall Rank
The Sharpe Ratio Rank of INDEX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of INDEX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of INDEX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of INDEX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of INDEX 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.

LLYVA vs. INDEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Liberty Media Corporation Series A Liberty Live Common Stock (LLYVA) and Index Funds S&P 500 Equal Weight (INDEX). 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 LLYVA Sharpe Ratio is 2.94, which is higher than the INDEX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of LLYVA and INDEX, 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

LLYVA vs. INDEX - Dividend Comparison

LLYVA has not paid dividends to shareholders, while INDEX's dividend yield for the trailing twelve months is around 1.31%.


TTM2024202320222021202020192018201720162015
LLYVA
Liberty Media Corporation Series A Liberty Live Common Stock
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
INDEX
Index Funds S&P 500 Equal Weight
1.31%1.34%1.56%1.21%1.09%1.53%1.61%1.82%1.15%1.15%1.19%

Drawdowns

LLYVA vs. INDEX - Drawdown Comparison

The maximum LLYVA drawdown since its inception was -22.22%, smaller than the maximum INDEX drawdown of -38.82%. Use the drawdown chart below to compare losses from any high point for LLYVA and INDEX. For additional features, visit the drawdowns tool.


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Volatility

LLYVA vs. INDEX - Volatility Comparison

Liberty Media Corporation Series A Liberty Live Common Stock (LLYVA) has a higher volatility of 9.55% compared to Index Funds S&P 500 Equal Weight (INDEX) at 5.45%. This indicates that LLYVA's price experiences larger fluctuations and is considered to be riskier than INDEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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