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LPSN vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

LPSN vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LivePerson, Inc. (LPSN) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%JuneJulyAugustSeptemberOctoberNovember
12.80%
13.62%
LPSN
VOO

Returns By Period

In the year-to-date period, LPSN achieves a -78.41% return, which is significantly lower than VOO's 26.16% return. Over the past 10 years, LPSN has underperformed VOO with an annualized return of -24.17%, while VOO has yielded a comparatively higher 13.18% annualized return.


LPSN

YTD

-78.41%

1M

-33.46%

6M

12.82%

1Y

-71.88%

5Y (annualized)

-53.43%

10Y (annualized)

-24.17%

VOO

YTD

26.16%

1M

1.77%

6M

13.62%

1Y

32.33%

5Y (annualized)

15.68%

10Y (annualized)

13.18%

Key characteristics


LPSNVOO
Sharpe Ratio-0.622.70
Sortino Ratio-0.663.60
Omega Ratio0.921.50
Calmar Ratio-0.723.90
Martin Ratio-1.0917.65
Ulcer Index65.49%1.86%
Daily Std Dev115.21%12.19%
Max Drawdown-99.35%-33.99%
Current Drawdown-98.86%-0.86%

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Correlation

-0.50.00.51.00.4

The correlation between LPSN and VOO is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

LPSN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for LivePerson, Inc. (LPSN) and Vanguard S&P 500 ETF (VOO). 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 LPSN, currently valued at -0.62, compared to the broader market-4.00-2.000.002.004.00-0.622.70
The chart of Sortino ratio for LPSN, currently valued at -0.66, compared to the broader market-4.00-2.000.002.004.00-0.663.60
The chart of Omega ratio for LPSN, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.50
The chart of Calmar ratio for LPSN, currently valued at -0.72, compared to the broader market0.002.004.006.00-0.723.90
The chart of Martin ratio for LPSN, currently valued at -1.09, compared to the broader market0.0010.0020.0030.00-1.0917.65
LPSN
VOO

The current LPSN Sharpe Ratio is -0.62, which is lower than the VOO Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of LPSN and VOO, 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.62
2.70
LPSN
VOO

Dividends

LPSN vs. VOO - Dividend Comparison

LPSN has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.24%.


TTM20232022202120202019201820172016201520142013
LPSN
LivePerson, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

LPSN vs. VOO - Drawdown Comparison

The maximum LPSN drawdown since its inception was -99.35%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LPSN and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-98.86%
-0.86%
LPSN
VOO

Volatility

LPSN vs. VOO - Volatility Comparison

LivePerson, Inc. (LPSN) has a higher volatility of 36.05% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that LPSN's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
36.05%
3.99%
LPSN
VOO