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

Correlation

The correlation between LNZA and SPY is 0.15, 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.


-0.50.00.51.00.2

Performance

LNZA vs. SPY - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%40.00%SeptemberOctoberNovemberDecember2025February
-42.20%
10.44%
LNZA
SPY

Key characteristics

Sharpe Ratio

LNZA:

-0.65

SPY:

1.88

Sortino Ratio

LNZA:

-1.09

SPY:

2.53

Omega Ratio

LNZA:

0.89

SPY:

1.35

Calmar Ratio

LNZA:

-0.81

SPY:

2.83

Martin Ratio

LNZA:

-1.54

SPY:

11.74

Ulcer Index

LNZA:

49.38%

SPY:

2.02%

Daily Std Dev

LNZA:

116.48%

SPY:

12.64%

Max Drawdown

LNZA:

-93.44%

SPY:

-55.19%

Current Drawdown

LNZA:

-91.53%

SPY:

-0.42%

Returns By Period

In the year-to-date period, LNZA achieves a -35.48% return, which is significantly lower than SPY's 4.15% return.


LNZA

YTD

-35.48%

1M

-41.07%

6M

-42.23%

1Y

-74.75%

5Y*

N/A

10Y*

N/A

SPY

YTD

4.15%

1M

1.22%

6M

10.44%

1Y

24.34%

5Y*

14.62%

10Y*

13.18%

*Annualized

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Risk-Adjusted Performance

LNZA vs. SPY — Risk-Adjusted Performance Rank

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

LNZA
The Risk-Adjusted Performance Rank of LNZA is 99
Overall Rank
The Sharpe Ratio Rank of LNZA is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of LNZA is 99
Sortino Ratio Rank
The Omega Ratio Rank of LNZA is 1414
Omega Ratio Rank
The Calmar Ratio Rank of LNZA is 55
Calmar Ratio Rank
The Martin Ratio Rank of LNZA is 44
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 7878
Overall Rank
The Sharpe Ratio Rank of SPY is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7575
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 7878
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7979
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8282
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.

LNZA vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for LanzaTech Global Inc. (LNZA) 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 LNZA, currently valued at -0.65, compared to the broader market-2.000.002.00-0.651.88
The chart of Sortino ratio for LNZA, currently valued at -1.09, compared to the broader market-4.00-2.000.002.004.006.00-1.092.53
The chart of Omega ratio for LNZA, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.35
The chart of Calmar ratio for LNZA, currently valued at -0.81, compared to the broader market0.002.004.006.00-0.812.83
The chart of Martin ratio for LNZA, currently valued at -1.54, compared to the broader market-10.000.0010.0020.0030.00-1.5411.74
LNZA
SPY

The current LNZA Sharpe Ratio is -0.65, which is lower than the SPY Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of LNZA 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 Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.65
1.88
LNZA
SPY

Dividends

LNZA vs. SPY - Dividend Comparison

LNZA has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.16%.


TTM20242023202220212020201920182017201620152014
LNZA
LanzaTech Global Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.16%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

LNZA vs. SPY - Drawdown Comparison

The maximum LNZA drawdown since its inception was -93.44%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for LNZA and SPY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-91.53%
-0.42%
LNZA
SPY

Volatility

LNZA vs. SPY - Volatility Comparison

LanzaTech Global Inc. (LNZA) has a higher volatility of 43.65% compared to SPDR S&P 500 ETF (SPY) at 2.93%. This indicates that LNZA'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.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2025February
43.65%
2.93%
LNZA
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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