LPLA vs. ITOT
Compare and contrast key facts about LPL Financial Holdings Inc. (LPLA) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004.
Performance
LPLA vs. ITOT - Performance Comparison
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LPLA vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LPLA LPL Financial Holdings Inc. | -18.93% | 9.76% | 44.12% | 5.88% | 35.69% | 54.63% | 14.58% | 52.95% | 8.53% | 66.03% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | -3.31% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
Returns By Period
In the year-to-date period, LPLA achieves a -18.93% return, which is significantly lower than ITOT's -3.31% return. Over the past 10 years, LPLA has outperformed ITOT with an annualized return of 29.25%, while ITOT has yielded a comparatively lower 13.65% annualized return.
LPLA
- 1D
- -3.84%
- 1M
- -5.38%
- YTD
- -18.93%
- 6M
- -8.59%
- 1Y
- -13.31%
- 3Y*
- 13.14%
- 5Y*
- 15.62%
- 10Y*
- 29.25%
ITOT
- 1D
- 0.72%
- 1M
- -4.34%
- YTD
- -3.31%
- 6M
- -1.32%
- 1Y
- 18.51%
- 3Y*
- 18.11%
- 5Y*
- 10.62%
- 10Y*
- 13.65%
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Return for Risk
LPLA vs. ITOT — Risk / Return Rank
LPLA
ITOT
LPLA vs. ITOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LPL Financial Holdings Inc. (LPLA) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.
| LPLA | ITOT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.34 | 1.00 | -1.34 |
Sortino ratioReturn per unit of downside risk | -0.23 | 1.52 | -1.75 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.23 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | -0.39 | 1.53 | -1.93 |
Martin ratioReturn relative to average drawdown | -0.91 | 7.25 | -8.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LPLA | ITOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.34 | 1.00 | -1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.61 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.75 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.54 | -0.06 |
Correlation
The correlation between LPLA and ITOT is 0.54, 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.
Dividends
LPLA vs. ITOT - Dividend Comparison
LPLA's dividend yield for the trailing twelve months is around 0.41%, less than ITOT's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LPLA LPL Financial Holdings Inc. | 0.41% | 0.34% | 0.37% | 0.53% | 0.46% | 0.62% | 0.96% | 1.08% | 1.64% | 1.75% | 2.84% | 2.34% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.12% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
Drawdowns
LPLA vs. ITOT - Drawdown Comparison
The maximum LPLA drawdown since its inception was -69.32%, which is greater than ITOT's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for LPLA and ITOT.
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Drawdown Indicators
| LPLA | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.32% | -55.20% | -14.12% |
Max Drawdown (1Y)Largest decline over 1 year | -28.62% | -12.34% | -16.28% |
Max Drawdown (5Y)Largest decline over 5 years | -33.18% | -25.36% | -7.82% |
Max Drawdown (10Y)Largest decline over 10 years | -60.34% | -35.00% | -25.34% |
Current DrawdownCurrent decline from peak | -27.31% | -5.51% | -21.80% |
Average DrawdownAverage peak-to-trough decline | -13.79% | -7.02% | -6.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.37% | 2.61% | +9.76% |
Volatility
LPLA vs. ITOT - Volatility Comparison
LPL Financial Holdings Inc. (LPLA) has a higher volatility of 9.50% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 5.49%. This indicates that LPLA's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LPLA | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.50% | 5.49% | +4.01% |
Volatility (6M)Calculated over the trailing 6-month period | 27.17% | 9.78% | +17.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.98% | 18.68% | +20.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.60% | 17.36% | +18.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.29% | 18.25% | +20.04% |