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LPPSY vs. LYPS.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LPPSY and LYPS.DE is 0.05, 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.


-0.50.00.51.00.0

Performance

LPPSY vs. LYPS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LPP SA (LPPSY) and Amundi S&P 500 II UCITS ETF EUR Dist (LYPS.DE). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
2.13%
8.59%
LPPSY
LYPS.DE

Key characteristics

Sharpe Ratio

LPPSY:

1.42

LYPS.DE:

2.13

Ulcer Index

LPPSY:

0.00%

LYPS.DE:

1.89%

Daily Std Dev

LPPSY:

2.76%

LYPS.DE:

12.73%

Max Drawdown

LPPSY:

-46.76%

LYPS.DE:

-33.81%

Current Drawdown

LPPSY:

0.00%

LYPS.DE:

0.00%

Returns By Period


LPPSY

YTD

0.00%

1M

0.00%

6M

2.13%

1Y

3.93%

5Y*

N/A

10Y*

N/A

LYPS.DE

YTD

3.89%

1M

0.82%

6M

17.22%

1Y

27.49%

5Y*

14.90%

10Y*

14.18%

*Annualized

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Risk-Adjusted Performance

LPPSY vs. LYPS.DE — Risk-Adjusted Performance Rank

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

LPPSY

LYPS.DE
The Risk-Adjusted Performance Rank of LYPS.DE is 8585
Overall Rank
The Sharpe Ratio Rank of LYPS.DE is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of LYPS.DE is 8484
Sortino Ratio Rank
The Omega Ratio Rank of LYPS.DE is 8787
Omega Ratio Rank
The Calmar Ratio Rank of LYPS.DE is 8484
Calmar Ratio Rank
The Martin Ratio Rank of LYPS.DE is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LPPSY vs. LYPS.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for LPP SA (LPPSY) and Amundi S&P 500 II UCITS ETF EUR Dist (LYPS.DE). 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.


Sharpe ratio
The chart of Sharpe ratio for LPPSY, currently valued at 1.42, compared to the broader market-2.000.002.004.001.421.76
No data
LPPSY
LYPS.DE

The current LPPSY Sharpe Ratio is 1.42, which is lower than the LYPS.DE Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of LPPSY and LYPS.DE, 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 Ratio1.001.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
1.42
1.76
LPPSY
LYPS.DE

Dividends

LPPSY vs. LYPS.DE - Dividend Comparison

LPPSY's dividend yield for the trailing twelve months is around 3.81%, more than LYPS.DE's 1.16% yield.


TTM20242023202220212020201920182017201620152014
LPPSY
LPP SA
3.81%3.81%2.57%3.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LYPS.DE
Amundi S&P 500 II UCITS ETF EUR Dist
1.16%1.21%1.04%2.11%1.09%1.54%1.63%1.93%1.75%1.88%2.02%1.14%

Drawdowns

LPPSY vs. LYPS.DE - Drawdown Comparison

The maximum LPPSY drawdown since its inception was -46.76%, which is greater than LYPS.DE's maximum drawdown of -33.81%. Use the drawdown chart below to compare losses from any high point for LPPSY and LYPS.DE. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February0
-0.76%
LPPSY
LYPS.DE

Volatility

LPPSY vs. LYPS.DE - Volatility Comparison

The current volatility for LPP SA (LPPSY) is 0.00%, while Amundi S&P 500 II UCITS ETF EUR Dist (LYPS.DE) has a volatility of 3.36%. This indicates that LPPSY experiences smaller price fluctuations and is considered to be less risky than LYPS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February0
3.36%
LPPSY
LYPS.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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