LLYVK vs. INDEX

Last updated Apr 1, 2026

Compare and contrast key facts about Liberty Media Corporation Series C Liberty Live Common Stock (LLYVK) and Index Funds S&P 500 Equal Weight (INDEX).

INDEX is managed by Fidelity. It was launched on Mar 9, 2017.

Performance

LLYVK vs. INDEX - Performance Comparison

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

LLYVK vs. INDEX - Yearly Performance Comparison

	2026 (YTD)	2025
LLYVK Liberty Media Corporation Series C Liberty Live Common Stock	13.17%	-1.91%
INDEX Index Funds S&P 500 Equal Weight	-7.15%	0.72%

Returns By Period

In the year-to-date period, LLYVK achieves a 13.17% return, which is significantly higher than INDEX's -7.15% return.

LLYVK

• 1D: 4.52%
• 1M: -5.56%
• YTD: 13.17%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

INDEX

• 1D: -0.40%
• 1M: -7.68%
• YTD: -7.15%
• 6M: -4.57%
• 1Y: 14.28%
• 3Y*: 13.53%
• 5Y*: 9.06%
• 10Y*: 11.36%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

LLYVK vs. INDEX — Risk / Return Rank

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

INDEX

INDEX Risk / Return Rank: 46
INDEX Sharpe Ratio Rank: 41
INDEX Sortino Ratio Rank: 44
INDEX Omega Ratio Rank: 49
INDEX Calmar Ratio Rank: 40
INDEX Martin Ratio Rank: 53

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.

LLYVK vs. INDEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Liberty Media Corporation Series C Liberty Live Common Stock (LLYVK) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	LLYVK	INDEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.83	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.55	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.61	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.33	0.54	+0.80

Correlation

The correlation between LLYVK and INDEX is 0.37, 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

LLYVK vs. INDEX - Dividend Comparison

LLYVK has not paid dividends to shareholders, while INDEX's dividend yield for the trailing twelve months is around 1.12%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
LLYVK Liberty Media Corporation Series C Liberty Live Common Stock	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	1.12%	1.04%	1.97%	1.56%	3.25%	1.81%	1.53%	1.61%	3.09%	1.15%

Drawdowns

LLYVK vs. INDEX - Drawdown Comparison

The maximum LLYVK drawdown since its inception was -11.77%, smaller than the maximum INDEX drawdown of -38.82%. Use the drawdown chart below to compare losses from any high point for LLYVK and INDEX.

Drawdown Indicators

	LLYVK	INDEX	Difference
Max Drawdown Largest peak-to-trough decline	-11.77%	-38.82%	+27.05%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.10%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-21.52%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-38.82%	—
Current Drawdown Current decline from peak	-6.38%	-8.93%	+2.55%
Average Drawdown Average peak-to-trough decline	-2.76%	-4.69%	+1.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.49%	—

Volatility

Volatility by Period

	LLYVK	INDEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.25%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.02%	—
Volatility (1Y) Calculated over the trailing 1-year period	33.94%	18.09%	+15.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.94%	16.71%	+17.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.94%	18.62%	+15.32%