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LNT vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LNT and SPY is 0.39, 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.


-0.50.00.51.00.4

Performance

LNT vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alliant Energy Corporation (LNT) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%2,200.00%2,400.00%JulyAugustSeptemberOctoberNovemberDecember
1,496.57%
2,301.81%
LNT
SPY

Key characteristics

Sharpe Ratio

LNT:

1.22

SPY:

2.21

Sortino Ratio

LNT:

1.76

SPY:

2.93

Omega Ratio

LNT:

1.23

SPY:

1.41

Calmar Ratio

LNT:

0.97

SPY:

3.26

Martin Ratio

LNT:

5.37

SPY:

14.43

Ulcer Index

LNT:

4.03%

SPY:

1.90%

Daily Std Dev

LNT:

17.71%

SPY:

12.41%

Max Drawdown

LNT:

-51.66%

SPY:

-55.19%

Current Drawdown

LNT:

-7.36%

SPY:

-2.74%

Returns By Period

In the year-to-date period, LNT achieves a 19.15% return, which is significantly lower than SPY's 25.54% return. Over the past 10 years, LNT has underperformed SPY with an annualized return of 9.38%, while SPY has yielded a comparatively higher 12.97% annualized return.


LNT

YTD

19.15%

1M

-5.27%

6M

17.65%

1Y

20.87%

5Y*

4.68%

10Y*

9.38%

SPY

YTD

25.54%

1M

-0.42%

6M

8.90%

1Y

25.98%

5Y*

14.66%

10Y*

12.97%

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

LNT vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alliant Energy Corporation (LNT) and SPDR S&P 500 ETF (SPY). 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 LNT, currently valued at 1.22, compared to the broader market-4.00-2.000.002.001.222.21
The chart of Sortino ratio for LNT, currently valued at 1.76, compared to the broader market-4.00-2.000.002.004.001.762.93
The chart of Omega ratio for LNT, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.41
The chart of Calmar ratio for LNT, currently valued at 0.97, compared to the broader market0.002.004.006.000.973.26
The chart of Martin ratio for LNT, currently valued at 5.37, compared to the broader market-5.000.005.0010.0015.0020.0025.005.3714.43
LNT
SPY

The current LNT Sharpe Ratio is 1.22, which is lower than the SPY Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of LNT and SPY, 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
1.22
2.21
LNT
SPY

Dividends

LNT vs. SPY - Dividend Comparison

LNT's dividend yield for the trailing twelve months is around 3.26%, more than SPY's 0.86% yield.


TTM20232022202120202019201820172016201520142013
LNT
Alliant Energy Corporation
3.26%3.53%3.10%2.62%2.95%2.60%3.17%2.96%3.10%3.52%3.07%3.64%
SPY
SPDR S&P 500 ETF
0.86%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

LNT vs. SPY - Drawdown Comparison

The maximum LNT drawdown since its inception was -51.66%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for LNT and SPY. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.36%
-2.74%
LNT
SPY

Volatility

LNT vs. SPY - Volatility Comparison

Alliant Energy Corporation (LNT) and SPDR S&P 500 ETF (SPY) have volatilities of 3.87% and 3.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.87%
3.72%
LNT
SPY
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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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