PortfoliosLab logoPortfoliosLab logo
LPLA vs. PG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LPLA vs. PG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LPL Financial Holdings Inc. (LPLA) and The Procter & Gamble Company (PG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LPLA achieves a -20.40% return, which is significantly lower than PG's 2.74% return. Over the past 10 years, LPLA has outperformed PG with an annualized return of 29.01%, while PG has yielded a comparatively lower 8.64% annualized return.


LPLA

1D
-1.65%
1M
-6.42%
YTD
-20.40%
6M
-22.85%
1Y
-26.79%
3Y*
12.01%
5Y*
15.99%
10Y*
29.01%

PG

1D
-0.98%
1M
-0.90%
YTD
2.74%
6M
6.43%
1Y
-8.99%
3Y*
2.29%
5Y*
4.10%
10Y*
8.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LPLA vs. PG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LPLA
LPL Financial Holdings Inc.
-20.40%9.76%44.12%5.88%35.69%54.63%14.58%52.95%8.53%66.03%
PG
The Procter & Gamble Company
2.74%-12.26%17.25%-0.86%-5.05%20.52%14.15%39.70%3.57%12.69%

Correlation

The correlation between LPLA and PG is -0.09, 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

-0.09

Correlation (3Y)
Calculated over the trailing 3-year period

-0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.01

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2010

0.13

The correlation between LPLA and PG shifts across timeframes, from -0.09 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

LPLA:

$22.82B

PG:

$350.63B

EPS

LPLA:

$11.30

PG:

$5.23

PE Ratio

LPLA:

25.11

PG:

27.76

PEG Ratio

LPLA:

1.06

PG:

6.79

PS Ratio

LPLA:

1.24

PG:

4.07

PB Ratio

LPLA:

4.01

PG:

6.50

Total Revenue (TTM)

LPLA:

$18.26B

PG:

$86.72B

Gross Profit (TTM)

LPLA:

$7.58B

PG:

$43.64B

EBITDA (TTM)

LPLA:

$2.23B

PG:

$22.63B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

LPLA vs. PG — Risk / Return Rank

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

LPLA
LPLA Risk / Return Rank: 1010
Overall Rank
LPLA Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
LPLA Sortino Ratio Rank: 1313
Sortino Ratio Rank
LPLA Omega Ratio Rank: 1313
Omega Ratio Rank
LPLA Calmar Ratio Rank: 1111
Calmar Ratio Rank
LPLA Martin Ratio Rank: 33
Martin Ratio Rank

PG
PG Risk / Return Rank: 2020
Overall Rank
PG Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
PG Sortino Ratio Rank: 1919
Sortino Ratio Rank
PG Omega Ratio Rank: 2020
Omega Ratio Rank
PG Calmar Ratio Rank: 2121
Calmar Ratio Rank
PG Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LPLA vs. PG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LPL Financial Holdings Inc. (LPLA) and The Procter & Gamble Company (PG). 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.


LPLAPGDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

0.89

0.94

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.81

-0.58

-0.23

Martin ratioReturn relative to average drawdown

-1.70

-1.04

-0.66

LPLA vs. PG - Sharpe Ratio Comparison

The current LPLA Sharpe Ratio is -0.75, which is lower than the PG Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of LPLA and PG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


LPLAPGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.75

-0.48

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.23

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.46

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.46

+0.01

Drawdowns

LPLA vs. PG - Drawdown Comparison

The maximum LPLA drawdown since its inception was -69.32%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for LPLA and PG.


Loading charts...

Drawdown Indicators


LPLAPGDifference

Max Drawdown

Largest peak-to-trough decline

-69.32%

-54.25%

-15.07%

Max Drawdown (1Y)

Largest decline over 1 year

-33.12%

-15.52%

-17.60%

Max Drawdown (3Y)

Largest decline over 3 years

-33.18%

-21.15%

-12.03%

Max Drawdown (5Y)

Largest decline over 5 years

-33.18%

-23.77%

-9.41%

Max Drawdown (10Y)

Largest decline over 10 years

-60.34%

-23.77%

-36.57%

Current Drawdown

Current decline from peak

-28.63%

-15.91%

-12.72%

Average Drawdown

Average peak-to-trough decline

-13.91%

-12.16%

-1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.84%

8.93%

+6.91%

Volatility

LPLA vs. PG - Volatility Comparison

LPL Financial Holdings Inc. (LPLA) has a higher volatility of 10.60% compared to The Procter & Gamble Company (PG) at 7.01%. This indicates that LPLA's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LPLAPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.60%

7.01%

+3.59%

Volatility (6M)

Calculated over the trailing 6-month period

27.76%

15.32%

+12.44%

Volatility (1Y)

Calculated over the trailing 1-year period

36.06%

18.65%

+17.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.03%

17.79%

+18.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.12%

19.05%

+19.07%

Dividends

LPLA vs. PG - Dividend Comparison

LPLA's dividend yield for the trailing twelve months is around 0.42%, less than PG's 2.94% yield.


PositionTTM20252024202320222021202020192018201720162015
LPLA
LPL Financial Holdings Inc.
0.42%0.34%0.37%0.53%0.46%0.62%0.96%1.08%1.64%1.75%2.84%2.34%
PG
The Procter & Gamble Company
2.94%2.91%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%

Financials

LPLA vs. PG - Financials Comparison

This section allows you to compare key financial metrics between LPL Financial Holdings Inc. and The Procter & Gamble Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B20.00B20222023202420252026
4.94B
21.24B
(LPLA) Total Revenue
(PG) Total Revenue
Values in USD except per share items

LPLA vs. PG - Profitability Comparison

The chart below illustrates the profitability comparison between LPL Financial Holdings Inc. and The Procter & Gamble Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
91.5%
49.5%
Portfolio components
LPLA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, LPL Financial Holdings Inc. reported a gross profit of 4.52B and revenue of 4.94B. Therefore, the gross margin over that period was 91.5%.

PG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a gross profit of 10.51B and revenue of 21.24B. Therefore, the gross margin over that period was 49.5%.

LPLA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, LPL Financial Holdings Inc. reported an operating income of 0.00 and revenue of 4.94B, resulting in an operating margin of 0.0%.

PG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported an operating income of 4.58B and revenue of 21.24B, resulting in an operating margin of 21.6%.

LPLA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, LPL Financial Holdings Inc. reported a net income of 356.40M and revenue of 4.94B, resulting in a net margin of 7.2%.

PG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a net income of 18.50M and revenue of 21.24B, resulting in a net margin of 0.1%.


Frequently Asked Questions


LPLA and PG have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LPLA has higher volatility (10.60%) compared to PG (7.01%). In terms of maximum drawdown, LPLA dropped -69.32% vs PG's -54.25%.

PG currently has the higher Sharpe Ratio (-0.48 vs -0.75), 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.

Portfolio Optimizer

Find the right allocation for LPLA and PG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer