LNVGY vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Lenovo Group Limited (LNVGY) and S&P 500 Index (^GSPC).

Performance

LNVGY vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lenovo Group Limited (LNVGY) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

LNVGY vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LNVGY Lenovo Group Limited	3.33%	-4.37%	-4.30%	80.46%	-25.77%	28.05%	47.80%	4.62%	26.37%	3.11%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, LNVGY achieves a 3.33% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, LNVGY has underperformed ^GSPC with an annualized return of 11.04%, while ^GSPC has yielded a comparatively higher 12.24% annualized return.

LNVGY

• 1D: 2.30%
• 1M: 0.58%
• YTD: 3.33%
• 6M: -17.45%
• 1Y: -7.20%
• 3Y*: 8.79%
• 5Y*: 1.86%
• 10Y*: 11.04%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

LNVGY vs. ^GSPC — Risk / Return Rank

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

LNVGY

LNVGY Risk / Return Rank: 32
LNVGY Sharpe Ratio Rank: 31
LNVGY Sortino Ratio Rank: 28
LNVGY Omega Ratio Rank: 29
LNVGY Calmar Ratio Rank: 35
LNVGY Martin Ratio Rank: 35

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LNVGY vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lenovo Group Limited (LNVGY) and S&P 500 Index (^GSPC). 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.

	LNVGY	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-0.19	0.92	-1.11
Sortino ratio Return per unit of downside risk	-0.01	1.41	-1.42
Omega ratio Gain probability vs. loss probability	1.00	1.21	-0.22
Calmar ratio Return relative to maximum drawdown	-0.19	1.41	-1.60
Martin ratio Return relative to average drawdown	-0.33	6.61	-6.95
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LNVGY vs. ^GSPC - Sharpe Ratio Comparison

The current LNVGY Sharpe Ratio is -0.19, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of LNVGY and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LNVGY	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.19	0.92	-1.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.04	0.61	-0.57
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.28	0.68	-0.40
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	0.46	-0.28

Correlation

The correlation between LNVGY and ^GSPC is 0.33, 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.

Drawdowns

LNVGY vs. ^GSPC - Drawdown Comparison

The maximum LNVGY drawdown since its inception was -84.37%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for LNVGY and ^GSPC.

Drawdown Indicators

	LNVGY	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-84.37%	-56.78%	-27.59%
Max Drawdown (1Y) Largest decline over 1 year	-29.88%	-12.14%	-17.74%
Max Drawdown (5Y) Largest decline over 5 years	-55.02%	-25.43%	-29.59%
Max Drawdown (10Y) Largest decline over 10 years	-55.02%	-33.92%	-21.10%
Current Drawdown Current decline from peak	-26.58%	-5.78%	-20.80%
Average Drawdown Average peak-to-trough decline	-35.65%	-10.75%	-24.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.10%	2.60%	+14.50%

Volatility

LNVGY vs. ^GSPC - Volatility Comparison

Lenovo Group Limited (LNVGY) has a higher volatility of 8.41% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that LNVGY's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LNVGY	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.41%	5.37%	+3.04%
Volatility (6M) Calculated over the trailing 6-month period	21.08%	9.55%	+11.53%
Volatility (1Y) Calculated over the trailing 1-year period	37.96%	18.33%	+19.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.60%	16.90%	+26.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.03%	18.05%	+20.98%