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LMAT vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.0
Correlation: 0.3

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 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%December2025FebruaryMarchAprilMay
1,404.46%
316.01%
LMAT
^GSPC

Key characteristics

Sharpe Ratio

LMAT:

0.62

^GSPC:

0.67

Sortino Ratio

LMAT:

1.03

^GSPC:

1.05

Omega Ratio

LMAT:

1.14

^GSPC:

1.16

Calmar Ratio

LMAT:

0.81

^GSPC:

0.68

Martin Ratio

LMAT:

2.10

^GSPC:

2.70

Ulcer Index

LMAT:

10.69%

^GSPC:

4.78%

Daily Std Dev

LMAT:

36.24%

^GSPC:

19.41%

Max Drawdown

LMAT:

-75.69%

^GSPC:

-56.78%

Current Drawdown

LMAT:

-26.93%

^GSPC:

-7.45%

Returns By Period

In the year-to-date period, LMAT achieves a -14.38% return, which is significantly lower than ^GSPC's -3.31% return. Over the past 10 years, LMAT has outperformed ^GSPC with an annualized return of 24.68%, while ^GSPC has yielded a comparatively lower 10.56% annualized return.


LMAT

YTD

-14.38%

1M

-9.14%

6M

-16.72%

1Y

18.82%

5Y*

25.74%

10Y*

24.68%

^GSPC

YTD

-3.31%

1M

0.28%

6M

-0.74%

1Y

12.29%

5Y*

15.01%

10Y*

10.56%

*Annualized

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Risk-Adjusted Performance

LMAT vs. ^GSPC — Risk-Adjusted Performance Rank

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

LMAT
The Risk-Adjusted Performance Rank of LMAT is 7272
Overall Rank
The Sharpe Ratio Rank of LMAT is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of LMAT is 6666
Sortino Ratio Rank
The Omega Ratio Rank of LMAT is 6767
Omega Ratio Rank
The Calmar Ratio Rank of LMAT is 8080
Calmar Ratio Rank
The Martin Ratio Rank of LMAT is 7474
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8282
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 7979
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8181
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8383
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8484
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.

LMAT vs. ^GSPC - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for LMAT, currently valued at 0.62, compared to the broader market-2.00-1.000.001.002.003.00
LMAT: 0.62
^GSPC: 0.67
The chart of Sortino ratio for LMAT, currently valued at 1.03, compared to the broader market-6.00-4.00-2.000.002.004.00
LMAT: 1.03
^GSPC: 1.05
The chart of Omega ratio for LMAT, currently valued at 1.14, compared to the broader market0.501.001.502.00
LMAT: 1.14
^GSPC: 1.16
The chart of Calmar ratio for LMAT, currently valued at 0.81, compared to the broader market0.001.002.003.004.005.00
LMAT: 0.81
^GSPC: 0.68
The chart of Martin ratio for LMAT, currently valued at 2.10, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
LMAT: 2.10
^GSPC: 2.70

The current LMAT Sharpe Ratio is 0.62, which is comparable to the ^GSPC Sharpe Ratio of 0.67. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
0.62
0.67
LMAT
^GSPC

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. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-26.93%
-7.45%
LMAT
^GSPC

Volatility

LMAT vs. ^GSPC - Volatility Comparison

LeMaitre Vascular, Inc. (LMAT) has a higher volatility of 18.67% compared to S&P 500 (^GSPC) at 14.17%. 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.


0.00%5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
18.67%
14.17%
LMAT
^GSPC