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LNSTY vs. LSEG.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LNSTY and LSEG.L 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.


Performance

LNSTY vs. LSEG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in London Stock Exchange Ltd ADR (LNSTY) and London Stock Exchange Group plc (LSEG.L). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

LNSTY:

1.46

LSEG.L:

1.22

Sortino Ratio

LNSTY:

1.92

LSEG.L:

1.74

Omega Ratio

LNSTY:

1.29

LSEG.L:

1.25

Calmar Ratio

LNSTY:

2.12

LSEG.L:

1.68

Martin Ratio

LNSTY:

10.73

LSEG.L:

6.56

Ulcer Index

LNSTY:

3.03%

LSEG.L:

3.74%

Daily Std Dev

LNSTY:

23.34%

LSEG.L:

20.70%

Max Drawdown

LNSTY:

-40.26%

LSEG.L:

-80.59%

Current Drawdown

LNSTY:

-2.94%

LSEG.L:

-6.05%

Fundamentals

Market Cap

LNSTY:

$81.00B

LSEG.L:

£60.90B

EPS

LNSTY:

$0.43

LSEG.L:

£1.29

PE Ratio

LNSTY:

89.16

LSEG.L:

87.40

PEG Ratio

LNSTY:

1.97

LSEG.L:

1.96

PS Ratio

LNSTY:

9.14

LSEG.L:

6.87

PB Ratio

LNSTY:

2.62

LSEG.L:

2.61

Total Revenue (TTM)

LNSTY:

$5.02B

LSEG.L:

£8.86B

Gross Profit (TTM)

LNSTY:

$4.55B

LSEG.L:

£6.58B

EBITDA (TTM)

LNSTY:

$1.82B

LSEG.L:

£2.98B

Returns By Period

In the year-to-date period, LNSTY achieves a 9.34% return, which is significantly higher than LSEG.L's 0.70% return.


LNSTY

YTD

9.34%

1M

1.53%

6M

7.88%

1Y

33.03%

3Y*

19.52%

5Y*

10.40%

10Y*

N/A

LSEG.L

YTD

0.70%

1M

-0.75%

6M

0.83%

1Y

24.54%

3Y*

16.54%

5Y*

8.31%

10Y*

17.89%

*Annualized

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London Stock Exchange Ltd ADR

London Stock Exchange Group plc

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

LNSTY vs. LSEG.L — Risk-Adjusted Performance Rank

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

LNSTY
The Risk-Adjusted Performance Rank of LNSTY is 8989
Overall Rank
The Sharpe Ratio Rank of LNSTY is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of LNSTY is 8484
Sortino Ratio Rank
The Omega Ratio Rank of LNSTY is 8686
Omega Ratio Rank
The Calmar Ratio Rank of LNSTY is 9393
Calmar Ratio Rank
The Martin Ratio Rank of LNSTY is 9595
Martin Ratio Rank

LSEG.L
The Risk-Adjusted Performance Rank of LSEG.L is 8686
Overall Rank
The Sharpe Ratio Rank of LSEG.L is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of LSEG.L is 8181
Sortino Ratio Rank
The Omega Ratio Rank of LSEG.L is 8383
Omega Ratio Rank
The Calmar Ratio Rank of LSEG.L is 9090
Calmar Ratio Rank
The Martin Ratio Rank of LSEG.L is 9090
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.

LNSTY vs. LSEG.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for London Stock Exchange Ltd ADR (LNSTY) and London Stock Exchange Group plc (LSEG.L). 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 current LNSTY Sharpe Ratio is 1.46, which is comparable to the LSEG.L Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of LNSTY and LSEG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

LNSTY vs. LSEG.L - Dividend Comparison

LNSTY's dividend yield for the trailing twelve months is around 1.10%, less than LSEG.L's 1.15% yield.


TTM20242023202220212020201920182017201620152014
LNSTY
London Stock Exchange Ltd ADR
1.10%1.09%1.17%1.51%1.13%0.75%0.79%1.43%1.14%1.48%0.00%0.00%
LSEG.L
London Stock Exchange Group plc
1.15%1.07%1.20%1.43%1.11%0.81%0.82%1.34%1.20%1.28%0.86%1.30%

Drawdowns

LNSTY vs. LSEG.L - Drawdown Comparison

The maximum LNSTY drawdown since its inception was -40.26%, smaller than the maximum LSEG.L drawdown of -80.59%. Use the drawdown chart below to compare losses from any high point for LNSTY and LSEG.L.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

LNSTY vs. LSEG.L - Volatility Comparison

London Stock Exchange Ltd ADR (LNSTY) has a higher volatility of 5.82% compared to London Stock Exchange Group plc (LSEG.L) at 4.80%. This indicates that LNSTY's price experiences larger fluctuations and is considered to be riskier than LSEG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

LNSTY vs. LSEG.L - Financials Comparison

This section allows you to compare key financial metrics between London Stock Exchange Ltd ADR and London Stock Exchange Group plc. 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


1.00B2.00B3.00B4.00B20212022202320242025
629.05M
4.47B
(LNSTY) Total Revenue
(LSEG.L) Total Revenue
Please note, different currencies. LNSTY values in USD, LSEG.L values in GBp