LMAT vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about LeMaitre Vascular, Inc. (LMAT) and S&P 500 Index (^GSPC).

Performance

LMAT vs. ^GSPC - Performance Comparison

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

LMAT vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LMAT LeMaitre Vascular, Inc.	34.40%	-10.95%	63.63%	24.60%	-7.40%	25.10%	14.09%	53.77%	-25.13%	26.58%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, LMAT achieves a 34.40% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, LMAT has outperformed ^GSPC with an annualized return of 22.58%, while ^GSPC has yielded a comparatively lower 12.24% annualized return.

LMAT

• 1D: -0.38%
• 1M: 1.50%
• YTD: 34.40%
• 6M: 26.06%
• 1Y: 28.87%
• 3Y*: 29.58%
• 5Y*: 18.65%
• 10Y*: 22.58%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

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

Return for Risk

LMAT vs. ^GSPC — Risk / Return Rank

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

LMAT

LMAT Risk / Return Rank: 67
LMAT Sharpe Ratio Rank: 67
LMAT Sortino Ratio Rank: 66
LMAT Omega Ratio Rank: 66
LMAT Calmar Ratio Rank: 71
LMAT Martin Ratio Rank: 66

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

LMAT vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LeMaitre Vascular, Inc. (LMAT) 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.

	LMAT	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.74	0.92	-0.18
Sortino ratio Return per unit of downside risk	1.47	1.41	+0.06
Omega ratio Gain probability vs. loss probability	1.19	1.21	-0.02
Calmar ratio Return relative to maximum drawdown	1.55	1.41	+0.13
Martin ratio Return relative to average drawdown	2.80	6.61	-3.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LMAT vs. ^GSPC - Sharpe Ratio Comparison

The current LMAT Sharpe Ratio is 0.74, which is comparable to the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of LMAT and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LMAT	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.74	0.92	-0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.61	-0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	0.68	-0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	0.46	-0.10

Correlation

The correlation between LMAT and ^GSPC is 0.27, 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.

Drawdowns

LMAT vs. ^GSPC - Drawdown Comparison

The maximum LMAT drawdown since its inception was -75.69%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for LMAT and ^GSPC.

Drawdown Indicators

	LMAT	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-75.69%	-56.78%	-18.91%
Max Drawdown (1Y) Largest decline over 1 year	-19.91%	-12.14%	-7.77%
Max Drawdown (5Y) Largest decline over 5 years	-37.93%	-25.43%	-12.50%
Max Drawdown (10Y) Largest decline over 10 years	-47.65%	-33.92%	-13.73%
Current Drawdown Current decline from peak	-4.12%	-5.78%	+1.66%
Average Drawdown Average peak-to-trough decline	-19.04%	-10.75%	-8.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.01%	2.60%	+8.41%

Volatility

LMAT vs. ^GSPC - Volatility Comparison

LeMaitre Vascular, Inc. (LMAT) has a higher volatility of 7.72% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that LMAT'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.

Volatility by Period

	LMAT	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.72%	5.37%	+2.35%
Volatility (6M) Calculated over the trailing 6-month period	27.38%	9.55%	+17.83%
Volatility (1Y) Calculated over the trailing 1-year period	39.27%	18.33%	+20.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.27%	16.90%	+19.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.50%	18.05%	+23.45%