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LOTBY vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LOTBY and VOO is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

LOTBY vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lotus Bakeries NV (LOTBY) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
120.52%
34.39%
LOTBY
VOO

Key characteristics

Sharpe Ratio

LOTBY:

1.98

VOO:

2.25

Sortino Ratio

LOTBY:

279.19

VOO:

2.98

Omega Ratio

LOTBY:

211.11

VOO:

1.42

Calmar Ratio

LOTBY:

19.02

VOO:

3.31

Martin Ratio

LOTBY:

795.85

VOO:

14.77

Ulcer Index

LOTBY:

0.15%

VOO:

1.90%

Daily Std Dev

LOTBY:

61.84%

VOO:

12.46%

Max Drawdown

LOTBY:

-12.85%

VOO:

-33.99%

Current Drawdown

LOTBY:

0.00%

VOO:

-2.47%

Returns By Period

In the year-to-date period, LOTBY achieves a 122.56% return, which is significantly higher than VOO's 26.02% return.


LOTBY

YTD

122.56%

1M

0.00%

6M

35.59%

1Y

122.56%

5Y*

N/A

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

LOTBY vs. VOO - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for LOTBY, currently valued at 1.98, compared to the broader market-4.00-2.000.002.001.982.25
The chart of Sortino ratio for LOTBY, currently valued at 279.19, compared to the broader market-4.00-2.000.002.004.00279.192.98
The chart of Omega ratio for LOTBY, currently valued at 211.11, compared to the broader market0.501.001.502.00211.111.42
The chart of Calmar ratio for LOTBY, currently valued at 19.02, compared to the broader market0.002.004.006.0019.023.31
The chart of Martin ratio for LOTBY, currently valued at 795.85, compared to the broader market-5.000.005.0010.0015.0020.0025.00795.8514.77
LOTBY
VOO

The current LOTBY Sharpe Ratio is 1.98, which is comparable to the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of LOTBY and VOO, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.98
2.25
LOTBY
VOO

Dividends

LOTBY vs. VOO - Dividend Comparison

LOTBY's dividend yield for the trailing twelve months is around 0.44%, less than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
LOTBY
Lotus Bakeries NV
0.44%1.49%0.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

LOTBY vs. VOO - Drawdown Comparison

The maximum LOTBY drawdown since its inception was -12.85%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LOTBY and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-2.47%
LOTBY
VOO

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 3.75%. 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember0
3.75%
LOTBY
VOO
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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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