LOVE vs. SPY
Compare and contrast key facts about The Lovesac Company (LOVE) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LOVE or SPY.
Performance
LOVE vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, LOVE achieves a 29.28% return, which is significantly higher than SPY's 25.36% return.
LOVE
29.28%
10.36%
21.26%
68.95%
18.95%
N/A
SPY
25.36%
0.98%
11.79%
31.70%
15.55%
13.07%
Key characteristics
| LOVE | SPY | |
|---|---|---|
| Sharpe Ratio | 1.38 | 2.69 |
| Sortino Ratio | 2.16 | 3.59 |
| Omega Ratio | 1.26 | 1.50 |
| Calmar Ratio | 0.99 | 3.89 |
| Martin Ratio | 4.52 | 17.53 |
| Ulcer Index | 17.50% | 1.87% |
| Daily Std Dev | 57.35% | 12.15% |
| Max Drawdown | -90.79% | -55.19% |
| Current Drawdown | -63.86% | -1.41% |
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Correlation
The correlation between LOVE and SPY is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
LOVE vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Lovesac Company (LOVE) 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.
Dividends
LOVE vs. SPY - Dividend Comparison
LOVE has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.19%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOVE The Lovesac Company | 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 | 1.19% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
LOVE vs. SPY - Drawdown Comparison
The maximum LOVE drawdown since its inception was -90.79%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for LOVE and SPY. For additional features, visit the drawdowns tool.
Volatility
LOVE vs. SPY - Volatility Comparison
The Lovesac Company (LOVE) has a higher volatility of 12.68% compared to SPDR S&P 500 ETF (SPY) at 4.09%. This indicates that LOVE'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.