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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.


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.

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Key characteristics

Sharpe Ratio

LNT:

1.26

SPY:

0.69

Sortino Ratio

LNT:

1.81

SPY:

1.17

Omega Ratio

LNT:

1.25

SPY:

1.18

Calmar Ratio

LNT:

1.41

SPY:

0.80

Martin Ratio

LNT:

5.66

SPY:

3.08

Ulcer Index

LNT:

4.56%

SPY:

4.88%

Daily Std Dev

LNT:

19.48%

SPY:

20.26%

Max Drawdown

LNT:

-51.66%

SPY:

-55.19%

Current Drawdown

LNT:

-4.60%

SPY:

-2.76%

Returns By Period

In the year-to-date period, LNT achieves a 7.44% return, which is significantly higher than SPY's 1.69% return. Over the past 10 years, LNT has underperformed SPY with an annualized return of 10.88%, while SPY has yielded a comparatively higher 12.78% annualized return.


LNT

YTD

7.44%

1M

3.62%

6M

4.20%

1Y

24.33%

5Y*

9.01%

10Y*

10.88%

SPY

YTD

1.69%

1M

12.88%

6M

2.09%

1Y

13.66%

5Y*

16.78%

10Y*

12.78%

*Annualized

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Risk-Adjusted Performance

LNT vs. SPY — Risk-Adjusted Performance Rank

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

LNT
The Risk-Adjusted Performance Rank of LNT is 8686
Overall Rank
The Sharpe Ratio Rank of LNT is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of LNT is 8383
Sortino Ratio Rank
The Omega Ratio Rank of LNT is 8282
Omega Ratio Rank
The Calmar Ratio Rank of LNT is 8888
Calmar Ratio Rank
The Martin Ratio Rank of LNT is 8888
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 7070
Overall Rank
The Sharpe Ratio Rank of SPY is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 7272
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7272
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 7171
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.

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.


The current LNT Sharpe Ratio is 1.26, which is higher than the SPY Sharpe Ratio of 0.69. 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.


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Dividends

LNT vs. SPY - Dividend Comparison

LNT's dividend yield for the trailing twelve months is around 3.16%, more than SPY's 1.21% yield.


TTM20242023202220212020201920182017201620152014
LNT
Alliant Energy Corporation
3.16%3.25%3.53%3.10%2.62%2.95%2.60%3.17%2.96%3.10%3.52%3.07%
SPY
SPDR S&P 500 ETF
1.21%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

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.


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Volatility

LNT vs. SPY - Volatility Comparison

Alliant Energy Corporation (LNT) has a higher volatility of 6.79% compared to SPDR S&P 500 ETF (SPY) at 5.51%. This indicates that LNT's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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