PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LPLA vs. RSG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


LPLARSG
YTD Return37.70%29.40%
1Y Return38.10%36.93%
3Y Return (Ann)24.61%18.32%
5Y Return (Ann)30.09%21.54%
10Y Return (Ann)23.84%20.61%
Sharpe Ratio1.212.62
Sortino Ratio1.743.19
Omega Ratio1.261.50
Calmar Ratio1.224.80
Martin Ratio3.2116.88
Ulcer Index12.62%2.23%
Daily Std Dev33.33%14.33%
Max Drawdown-69.32%-65.98%
Current Drawdown0.00%0.00%

Fundamentals


LPLARSG
Market Cap$23.38B$66.26B
EPS$13.65$6.35
PE Ratio22.8833.32
PEG Ratio1.613.39
Total Revenue (TTM)$11.52B$15.82B
Gross Profit (TTM)$8.70B$5.65B
EBITDA (TTM)$2.28B$4.80B

Correlation

-0.50.00.51.00.3

The correlation between LPLA and RSG is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

LPLA vs. RSG - Performance Comparison

In the year-to-date period, LPLA achieves a 37.70% return, which is significantly higher than RSG's 29.40% return. Over the past 10 years, LPLA has outperformed RSG with an annualized return of 23.84%, while RSG has yielded a comparatively lower 20.61% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
16.54%
12.44%
LPLA
RSG

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

LPLA vs. RSG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for LPL Financial Holdings Inc. (LPLA) and Republic Services, Inc. (RSG). 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
Sharpe ratio
The chart of Sharpe ratio for LPLA, currently valued at 1.21, compared to the broader market-4.00-2.000.002.004.001.21
Sortino ratio
The chart of Sortino ratio for LPLA, currently valued at 1.74, compared to the broader market-4.00-2.000.002.004.006.001.74
Omega ratio
The chart of Omega ratio for LPLA, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for LPLA, currently valued at 1.22, compared to the broader market0.002.004.006.001.22
Martin ratio
The chart of Martin ratio for LPLA, currently valued at 3.21, compared to the broader market0.0010.0020.0030.003.21
RSG
Sharpe ratio
The chart of Sharpe ratio for RSG, currently valued at 2.62, compared to the broader market-4.00-2.000.002.004.002.62
Sortino ratio
The chart of Sortino ratio for RSG, currently valued at 3.19, compared to the broader market-4.00-2.000.002.004.006.003.19
Omega ratio
The chart of Omega ratio for RSG, currently valued at 1.50, compared to the broader market0.501.001.502.001.50
Calmar ratio
The chart of Calmar ratio for RSG, currently valued at 4.80, compared to the broader market0.002.004.006.004.80
Martin ratio
The chart of Martin ratio for RSG, currently valued at 16.88, compared to the broader market0.0010.0020.0030.0016.88

LPLA vs. RSG - Sharpe Ratio Comparison

The current LPLA Sharpe Ratio is 1.21, which is lower than the RSG Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of LPLA and RSG, 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 Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.21
2.62
LPLA
RSG

Dividends

LPLA vs. RSG - Dividend Comparison

LPLA's dividend yield for the trailing twelve months is around 0.29%, less than RSG's 1.03% yield.


TTM20232022202120202019201820172016201520142013
LPLA
LPL Financial Holdings Inc.
0.29%0.53%0.46%0.62%0.96%1.08%1.64%1.75%2.84%2.34%2.15%1.38%
RSG
Republic Services, Inc.
1.03%1.25%1.48%1.27%1.72%1.74%2.00%1.97%2.17%2.64%2.68%2.98%

Drawdowns

LPLA vs. RSG - Drawdown Comparison

The maximum LPLA drawdown since its inception was -69.32%, which is greater than RSG's maximum drawdown of -65.98%. Use the drawdown chart below to compare losses from any high point for LPLA and RSG. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
LPLA
RSG

Volatility

LPLA vs. RSG - Volatility Comparison

LPL Financial Holdings Inc. (LPLA) has a higher volatility of 13.51% compared to Republic Services, Inc. (RSG) at 5.10%. This indicates that LPLA's price experiences larger fluctuations and is considered to be riskier than RSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
13.51%
5.10%
LPLA
RSG

Financials

LPLA vs. RSG - Financials Comparison

This section allows you to compare key financial metrics between LPL Financial Holdings Inc. and Republic Services, Inc.. 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



Values in USD except per share items