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LPLA vs. SPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LPLA vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LPL Financial Holdings Inc. (LPLA) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LPLA achieves a -0.77% return, which is significantly lower than SPY's 10.13% return. Over the past 10 years, LPLA has outperformed SPY with an annualized return of 31.87%, while SPY has yielded a comparatively lower 15.07% annualized return.


LPLA

1D
4.28%
1M
19.83%
6M
-2.77%
YTD
-0.77%
1Y
-4.03%
3Y*
15.40%
5Y*
20.76%
10Y*
31.87%
ALL TIME*
18.24%

SPY

1D
0.72%
1M
0.30%
6M
8.53%
YTD
10.13%
1Y
21.49%
3Y*
19.32%
5Y*
12.76%
10Y*
15.07%
ALL TIME*
10.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$245.98M$229.65M$293.81M
$37.27B$35.99B$39.23B

LPLA vs. SPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LPLA
LPL Financial Holdings Inc.
-0.77%9.76%44.12%5.88%35.69%54.63%14.58%52.95%8.53%66.03%
SPY
State Street SPDR S&P 500 ETF
10.13%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Correlation

The correlation between LPLA and SPY is 0.32, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.32

Correlation (3Y)
Balances recent behavior with more history.

0.36

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.43

Correlation (10Y)
Provides a long-term view across more market conditions.

0.50

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2010

0.52

The correlation between LPLA and SPY shifts across timeframes, from 0.32 (1 year) to 0.52 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LPLA vs. SPY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LPLA
LPLA Risk / Return Rank: 3131
Overall Rank
LPLA Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
LPLA Sortino Ratio Rank: 3030
Sortino Ratio Rank
LPLA Omega Ratio Rank: 2929
Omega Ratio Rank
LPLA Calmar Ratio Rank: 3434
Calmar Ratio Rank
LPLA Martin Ratio Rank: 3232
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 6767
Overall Rank
SPY Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6464
Sortino Ratio Rank
SPY Omega Ratio Rank: 6565
Omega Ratio Rank
SPY Calmar Ratio Rank: 6464
Calmar Ratio Rank
SPY Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LPLA vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LPL Financial Holdings Inc. (LPLA) and State Street 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LPLASPYDifference
Sharpe ratioReturn per unit of total volatility

-1.80

Sortino ratioReturn per unit of downside risk

-2.26

Omega ratioGain probability vs. loss probability

0.98

1.27

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.32

2.20

-2.52

Martin ratioReturn relative to average drawdown

-0.63

9.40

-10.03

LPLA vs. SPY - Sharpe Ratio Comparison

The current LPLA Sharpe Ratio is -0.28, which is lower than the SPY Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of LPLA and SPY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LPLA vs. SPY - Drawdown Comparison

The maximum LPLA drawdown since its inception was -69.32%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for LPLA and SPY.


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Drawdown Indicators


LPLASPYDifference

Max Drawdown

Largest peak-to-trough decline

-69.32%

-55.19%

-14.13%

Max Drawdown (1Y)

Largest decline over 1 year

-32.26%

-8.88%

-23.38%

Max Drawdown (3Y)

Largest decline over 3 years

-33.18%

-18.76%

-14.42%

Max Drawdown (5Y)

Largest decline over 5 years

-33.18%

-24.50%

-8.68%

Max Drawdown (10Y)

Largest decline over 10 years

-60.34%

-33.72%

-26.62%

Current Drawdown

Current decline from peak

-11.03%

-1.40%

-9.63%

Average Drawdown

Average peak-to-trough decline

-13.98%

-9.01%

-4.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.47%

2.08%

+15.39%

Volatility

LPLA vs. SPY - Volatility Comparison

LPL Financial Holdings Inc. (LPLA) has a higher volatility of 8.03% compared to State Street SPDR S&P 500 ETF (SPY) at 3.58%. This indicates that LPLA'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.


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Volatility by Period


LPLASPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.03%

3.58%

+4.45%

Volatility (6M)

Calculated over the trailing 6-month period

28.77%

10.14%

+18.63%

Volatility (1Y)

Calculated over the trailing 1-year period

37.05%

12.89%

+24.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.02%

17.18%

+18.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.84%

17.95%

+19.89%

Dividends

LPLA vs. SPY - Dividend Comparison

LPLA's dividend yield for the trailing twelve months is around 0.34%, less than SPY's 1.01% yield.


PositionTTM20252024202320222021202020192018201720162015
LPLA
LPL Financial Holdings Inc.
0.34%0.34%0.37%0.53%0.46%0.62%0.96%1.08%1.64%1.75%2.84%2.34%
SPY
State Street SPDR S&P 500 ETF
1.01%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Frequently Asked Questions


LPLA and SPY have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LPLA has higher volatility (8.03%) compared to SPY (3.58%). In terms of maximum drawdown, LPLA dropped -69.32% vs SPY's -55.19%.

SPY currently has the higher Sharpe Ratio (1.52 vs -0.28), 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.

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