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LNN vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LNN and VOO is 0.51, 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.


-0.50.00.51.00.5

Performance

LNN vs. VOO - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
263.75%
602.93%
LNN
VOO

Key characteristics

Sharpe Ratio

LNN:

-0.14

VOO:

2.25

Sortino Ratio

LNN:

0.03

VOO:

2.98

Omega Ratio

LNN:

1.00

VOO:

1.42

Calmar Ratio

LNN:

-0.12

VOO:

3.31

Martin Ratio

LNN:

-0.47

VOO:

14.77

Ulcer Index

LNN:

10.03%

VOO:

1.90%

Daily Std Dev

LNN:

33.65%

VOO:

12.46%

Max Drawdown

LNN:

-82.79%

VOO:

-33.99%

Current Drawdown

LNN:

-30.87%

VOO:

-2.47%

Returns By Period

In the year-to-date period, LNN achieves a -3.96% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, LNN has underperformed VOO with an annualized return of 4.92%, while VOO has yielded a comparatively higher 13.08% annualized return.


LNN

YTD

-3.96%

1M

-4.25%

6M

8.08%

1Y

-5.52%

5Y*

6.18%

10Y*

4.92%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

LNN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lindsay Corporation (LNN) 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 LNN, currently valued at -0.14, compared to the broader market-4.00-2.000.002.00-0.142.25
The chart of Sortino ratio for LNN, currently valued at 0.03, compared to the broader market-4.00-2.000.002.004.000.032.98
The chart of Omega ratio for LNN, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.42
The chart of Calmar ratio for LNN, currently valued at -0.12, compared to the broader market0.002.004.006.00-0.123.31
The chart of Martin ratio for LNN, currently valued at -0.47, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.4714.77
LNN
VOO

The current LNN Sharpe Ratio is -0.14, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of LNN 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
-0.14
2.25
LNN
VOO

Dividends

LNN vs. VOO - Dividend Comparison

LNN's dividend yield for the trailing twelve months is around 1.16%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
LNN
Lindsay Corporation
1.16%1.07%0.82%0.86%0.99%1.29%1.27%1.34%1.53%1.52%1.24%0.59%
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

LNN vs. VOO - Drawdown Comparison

The maximum LNN drawdown since its inception was -82.79%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LNN and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-30.87%
-2.47%
LNN
VOO

Volatility

LNN vs. VOO - Volatility Comparison

Lindsay Corporation (LNN) has a higher volatility of 6.27% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that LNN'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%20.00%JulyAugustSeptemberOctoberNovemberDecember
6.27%
3.75%
LNN
VOO
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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.

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