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LNC vs. ETV
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LNC vs. ETV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lincoln National Corporation (LNC) and Eaton Vance Tax-Managed Buy-Write Opportunities Fund (ETV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LNC achieves a -14.56% return, which is significantly lower than ETV's 8.19% return. Over the past 10 years, LNC has underperformed ETV with an annualized return of 2.50%, while ETV has yielded a comparatively higher 9.42% annualized return.


LNC

1D
-0.59%
1M
4.76%
YTD
-14.56%
6M
-17.67%
1Y
17.55%
3Y*
21.93%
5Y*
-4.22%
10Y*
2.50%

ETV

1D
1.29%
1M
2.81%
YTD
8.19%
6M
8.26%
1Y
21.04%
3Y*
15.54%
5Y*
7.27%
10Y*
9.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LNC vs. ETV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LNC
Lincoln National Corporation
-14.56%48.02%24.78%-5.55%-53.53%39.49%-11.08%17.95%-31.98%17.98%
ETV
Eaton Vance Tax-Managed Buy-Write Opportunities Fund
8.19%8.63%27.67%9.94%-19.73%18.41%13.03%21.25%-4.29%12.98%

Correlation

The correlation between LNC and ETV is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (10Y)
Calculated over the trailing 10-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2005

0.47

The correlation between LNC and ETV shifts across timeframes, from 0.31 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

LNC:

$12.09

ETV:

$4.95

PE Ratio

LNC:

3.08

ETV:

3.01

PEG Ratio

LNC:

0.02

ETV:

0.10

PS Ratio

LNC:

0.28

ETV:

5.73

Total Revenue (TTM)

LNC:

$18.88B

ETV:

$303.84M

Gross Profit (TTM)

LNC:

$3.21B

ETV:

$149.51M

EBITDA (TTM)

LNC:

$2.45B

ETV:

$578.17M

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Return for Risk

LNC vs. ETV — Risk / Return Rank

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

LNC
LNC Risk / Return Rank: 5656
Overall Rank
LNC Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
LNC Sortino Ratio Rank: 5353
Sortino Ratio Rank
LNC Omega Ratio Rank: 5454
Omega Ratio Rank
LNC Calmar Ratio Rank: 5656
Calmar Ratio Rank
LNC Martin Ratio Rank: 5656
Martin Ratio Rank

ETV
ETV Risk / Return Rank: 8383
Overall Rank
ETV Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ETV Sortino Ratio Rank: 8282
Sortino Ratio Rank
ETV Omega Ratio Rank: 8181
Omega Ratio Rank
ETV Calmar Ratio Rank: 7676
Calmar Ratio Rank
ETV Martin Ratio Rank: 8989
Martin Ratio Rank
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.

LNC vs. ETV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lincoln National Corporation (LNC) and Eaton Vance Tax-Managed Buy-Write Opportunities Fund (ETV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LNCETVDifference
Sharpe ratioReturn per unit of total volatility

-1.17

Sortino ratioReturn per unit of downside risk

-1.49

Omega ratioGain probability vs. loss probability

1.12

1.30

-0.18

Calmar ratioReturn relative to maximum drawdown

0.61

2.04

-1.44

Martin ratioReturn relative to average drawdown

1.27

10.40

-9.13

LNC vs. ETV - Sharpe Ratio Comparison

The current LNC Sharpe Ratio is 0.53, which is lower than the ETV Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of LNC and ETV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LNC vs. ETV - Drawdown Comparison

The maximum LNC drawdown since its inception was -92.87%, which is greater than ETV's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for LNC and ETV.


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Drawdown Indicators


LNCETVDifference

Max Drawdown

Largest peak-to-trough decline

-92.87%

-52.11%

-40.76%

Max Drawdown (1Y)

Largest decline over 1 year

-29.13%

-10.34%

-18.79%

Max Drawdown (3Y)

Largest decline over 3 years

-29.13%

-20.27%

-8.86%

Max Drawdown (5Y)

Largest decline over 5 years

-73.14%

-22.71%

-50.43%

Max Drawdown (10Y)

Largest decline over 10 years

-79.19%

-42.39%

-36.80%

Current Drawdown

Current decline from peak

-38.58%

0.00%

-38.58%

Average Drawdown

Average peak-to-trough decline

-25.05%

-5.57%

-19.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.84%

2.03%

+11.81%

Volatility

LNC vs. ETV - Volatility Comparison

Lincoln National Corporation (LNC) has a higher volatility of 7.69% compared to Eaton Vance Tax-Managed Buy-Write Opportunities Fund (ETV) at 3.62%. This indicates that LNC's price experiences larger fluctuations and is considered to be riskier than ETV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LNCETVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.69%

3.62%

+4.07%

Volatility (6M)

Calculated over the trailing 6-month period

24.95%

10.25%

+14.70%

Volatility (1Y)

Calculated over the trailing 1-year period

33.33%

12.46%

+20.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.85%

16.90%

+25.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.75%

19.29%

+27.46%

Dividends

LNC vs. ETV - Dividend Comparison

LNC's dividend yield for the trailing twelve months is around 4.84%, less than ETV's 7.99% yield.


PositionTTM20252024202320222021202020192018201720162015
ETV
Eaton Vance Tax-Managed Buy-Write Opportunities Fund
7.99%8.30%8.18%9.24%10.57%7.94%8.66%8.89%9.86%8.65%8.96%8.69%
LNC
Lincoln National Corporation
4.84%4.04%5.68%6.67%5.86%2.46%3.18%2.51%2.57%1.51%1.51%1.59%

Financials

LNC vs. ETV - Financials Comparison

This section allows you to compare key financial metrics between Lincoln National Corporation and Eaton Vance Tax-Managed Buy-Write Opportunities Fund. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
5.31B
72.11M
(LNC) Total Revenue
(ETV) Total Revenue
Values in USD except per share items

Frequently Asked Questions


LNC and ETV have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LNC has higher volatility (7.69%) compared to ETV (3.62%). In terms of maximum drawdown, LNC dropped -92.87% vs ETV's -52.11%.

ETV currently has the higher Sharpe Ratio (1.70 vs 0.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for LNC and ETV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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