LPPSY vs. SPY

In the year-to-date period, LPPSY achieves a 2.00% return, which is significantly higher than SPY's 0.58% return.

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This table presents a comparison of risk-adjusted performance metrics for LPP SA (LPPSY) 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 LPPSY Sharpe Ratio is 1.43, which is higher than the SPY Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of LPPSY 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.

LPPSY's dividend yield for the trailing twelve months is around 4.12%, more than SPY's 1.22% yield.

The maximum LPPSY drawdown since its inception was -46.76%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for LPPSY and SPY.

The current volatility for LPP SA (LPPSY) is 0.00%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.86%. This indicates that LPPSY experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.