LPLA vs. SPY

In the year-to-date period, LPLA achieves a 10.49% return, which is significantly higher than SPY's -3.42% return. Over the past 10 years, LPLA has outperformed SPY with an annualized return of 26.13%, while SPY has yielded a comparatively lower 12.35% annualized return.

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

The current LPLA Sharpe Ratio is 0.94, which is higher than the SPY Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of LPLA and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

LPLA's dividend yield for the trailing twelve months is around 0.33%, less than SPY's 1.27% yield.

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. For additional features, visit the drawdowns tool.