PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LNC vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LNC and VOO is 0.66, 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.


-0.50.00.51.00.7

Performance

LNC vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lincoln National Corporation (LNC) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
78.68%
602.93%
LNC
VOO

Key characteristics

Sharpe Ratio

LNC:

0.62

VOO:

2.25

Sortino Ratio

LNC:

1.09

VOO:

2.98

Omega Ratio

LNC:

1.14

VOO:

1.42

Calmar Ratio

LNC:

0.35

VOO:

3.31

Martin Ratio

LNC:

3.08

VOO:

14.77

Ulcer Index

LNC:

7.07%

VOO:

1.90%

Daily Std Dev

LNC:

34.87%

VOO:

12.46%

Max Drawdown

LNC:

-92.87%

VOO:

-33.99%

Current Drawdown

LNC:

-52.52%

VOO:

-2.47%

Returns By Period

In the year-to-date period, LNC achieves a 21.99% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, LNC has underperformed VOO with an annualized return of -3.00%, while VOO has yielded a comparatively higher 13.08% annualized return.


LNC

YTD

21.99%

1M

-9.54%

6M

-0.19%

1Y

19.73%

5Y*

-8.18%

10Y*

-3.00%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LNC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lincoln National Corporation (LNC) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for LNC, currently valued at 0.62, compared to the broader market-4.00-2.000.002.000.622.25
The chart of Sortino ratio for LNC, currently valued at 1.09, compared to the broader market-4.00-2.000.002.004.001.092.98
The chart of Omega ratio for LNC, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.42
The chart of Calmar ratio for LNC, currently valued at 0.35, compared to the broader market0.002.004.006.000.353.31
The chart of Martin ratio for LNC, currently valued at 3.08, compared to the broader market-5.000.005.0010.0015.0020.0025.003.0814.77
LNC
VOO

The current LNC Sharpe Ratio is 0.62, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of LNC and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.62
2.25
LNC
VOO

Dividends

LNC vs. VOO - Dividend Comparison

LNC's dividend yield for the trailing twelve months is around 5.81%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
LNC
Lincoln National Corporation
5.81%6.67%5.86%2.46%3.18%2.51%2.57%1.51%1.51%1.59%1.11%0.93%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

LNC vs. VOO - Drawdown Comparison

The maximum LNC drawdown since its inception was -92.87%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LNC and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-52.52%
-2.47%
LNC
VOO

Volatility

LNC vs. VOO - Volatility Comparison

Lincoln National Corporation (LNC) has a higher volatility of 7.76% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that LNC's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
7.76%
3.75%
LNC
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab