LOTBY vs. VOO
LOTBY (Lotus Bakeries NV) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 3 years, LOTBY returned 17.62%/yr vs 20.78%/yr for VOO. At a correlation of -0.04, they often move in opposite directions.
Performance
LOTBY vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, LOTBY achieves a 17.22% return, which is significantly higher than VOO's 8.19% return.
LOTBY
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 17.22%
- 6M
- 17.22%
- 1Y
- 36.09%
- 3Y*
- 17.62%
- 5Y*
- —
- 10Y*
- —
VOO
- 1D
- -1.42%
- 1M
- -1.34%
- YTD
- 8.19%
- 6M
- 7.24%
- 1Y
- 23.69%
- 3Y*
- 20.78%
- 5Y*
- 13.13%
- 10Y*
- 15.61%
LOTBY vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
LOTBY Lotus Bakeries NV | 17.22% | -18.87% | 70.33% | 12.91% | -6.53% | -6.72% |
VOO Vanguard S&P 500 ETF | 8.19% | 17.82% | 24.98% | 26.32% | -18.17% | 3.57% |
Correlation
The correlation between LOTBY and VOO is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2021 | -0.04 |
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Return for Risk
LOTBY vs. VOO — Risk / Return Rank
LOTBY
VOO
LOTBY vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lotus Bakeries NV (LOTBY) and Vanguard S&P 500 ETF (VOO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LOTBY | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.86 | 1.35 | +0.51 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 2.67 | -0.67 |
| Martin ratioReturn relative to average drawdown | 4.05 | 11.96 | -7.91 |
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Drawdowns
LOTBY vs. VOO - Drawdown Comparison
The maximum LOTBY drawdown since its inception was -47.12%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LOTBY and VOO.
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Drawdown Indicators
| LOTBY | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.12% | -33.99% | -13.13% |
Max Drawdown (1Y)Largest decline over 1 year | -18.21% | -8.90% | -9.31% |
Max Drawdown (3Y)Largest decline over 3 years | -47.12% | -18.69% | -28.43% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.52% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -27.22% | -3.14% | -24.08% |
Average DrawdownAverage peak-to-trough decline | -14.60% | -3.68% | -10.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.97% | 1.99% | +6.98% |
Volatility
LOTBY vs. VOO - Volatility Comparison
The current volatility for Lotus Bakeries NV (LOTBY) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.83%. This indicates that LOTBY experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LOTBY | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 4.83% | -4.83% |
Volatility (6M)Calculated over the trailing 6-month period | 25.78% | 9.82% | +15.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.76% | 12.46% | +23.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.41% | 16.91% | +20.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.41% | 18.02% | +19.39% |
Dividends
LOTBY vs. VOO - Dividend Comparison
LOTBY's dividend yield for the trailing twelve months is around 1.05%, which matches VOO's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOTBY Lotus Bakeries NV | 1.05% | 0.97% | 0.57% | 0.75% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.05% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
LOTBY and VOO have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VOO has higher volatility (4.83%) compared to LOTBY (0.00%). In terms of maximum drawdown, LOTBY dropped -47.12% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.91 vs 1.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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