LNW vs. VGT

In the year-to-date period, LNW achieves a -5.66% return, which is significantly higher than VGT's -8.02% return. Both investments have delivered pretty close results over the past 10 years, with LNW having a 20.11% annualized return and VGT not far behind at 19.33%.

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This table presents a comparison of risk-adjusted performance metrics for Light & Wonder Inc (LNW) and Vanguard Information Technology ETF (VGT). 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 LNW Sharpe Ratio is -0.25, which is lower than the VGT Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of LNW and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

LNW has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.56%.

The maximum LNW drawdown since its inception was -96.51%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for LNW and VGT. For additional features, visit the drawdowns tool.

Light & Wonder Inc (LNW) has a higher volatility of 19.16% compared to Vanguard Information Technology ETF (VGT) at 9.35%. This indicates that LNW's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.