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LPX vs. DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LPX and DE is 0.35, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

LPX vs. DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Louisiana-Pacific Corporation (LPX) and Deere & Company (DE). The values are adjusted to include any dividend payments, if applicable.

5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%NovemberDecember2025FebruaryMarchApril
2,523.13%
22,548.80%
LPX
DE

Key characteristics

Sharpe Ratio

LPX:

0.42

DE:

0.59

Sortino Ratio

LPX:

0.98

DE:

1.10

Omega Ratio

LPX:

1.12

DE:

1.13

Calmar Ratio

LPX:

0.51

DE:

0.78

Martin Ratio

LPX:

1.52

DE:

2.26

Ulcer Index

LPX:

10.93%

DE:

7.40%

Daily Std Dev

LPX:

39.16%

DE:

28.49%

Max Drawdown

LPX:

-96.41%

DE:

-73.27%

Current Drawdown

LPX:

-29.79%

DE:

-10.92%

Fundamentals

Market Cap

LPX:

$5.86B

DE:

$122.79B

EPS

LPX:

$5.92

DE:

$22.56

PE Ratio

LPX:

14.22

DE:

20.04

PEG Ratio

LPX:

2.57

DE:

1.71

PS Ratio

LPX:

1.99

DE:

2.57

PB Ratio

LPX:

3.51

DE:

5.46

Total Revenue (TTM)

LPX:

$2.22B

DE:

$46.93B

Gross Profit (TTM)

LPX:

$617.00M

DE:

$18.07B

EBITDA (TTM)

LPX:

$491.00M

DE:

$13.41B

Returns By Period

In the year-to-date period, LPX achieves a -18.46% return, which is significantly lower than DE's 7.07% return. Both investments have delivered pretty close results over the past 10 years, with LPX having a 19.83% annualized return and DE not far ahead at 19.96%.


LPX

YTD

-18.46%

1M

-10.51%

6M

-19.52%

1Y

18.18%

5Y*

39.11%

10Y*

19.83%

DE

YTD

7.07%

1M

-5.37%

6M

11.42%

1Y

14.52%

5Y*

28.47%

10Y*

19.96%

*Annualized

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Risk-Adjusted Performance

LPX vs. DE — Risk-Adjusted Performance Rank

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

LPX
The Risk-Adjusted Performance Rank of LPX is 7070
Overall Rank
The Sharpe Ratio Rank of LPX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of LPX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of LPX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of LPX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of LPX is 7070
Martin Ratio Rank

DE
The Risk-Adjusted Performance Rank of DE is 7474
Overall Rank
The Sharpe Ratio Rank of DE is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of DE is 7171
Sortino Ratio Rank
The Omega Ratio Rank of DE is 6666
Omega Ratio Rank
The Calmar Ratio Rank of DE is 8181
Calmar Ratio Rank
The Martin Ratio Rank of DE is 7676
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.

LPX vs. DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Louisiana-Pacific Corporation (LPX) and Deere & Company (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 LPX, currently valued at 0.42, compared to the broader market-2.00-1.000.001.002.003.00
LPX: 0.42
DE: 0.59
The chart of Sortino ratio for LPX, currently valued at 0.98, compared to the broader market-6.00-4.00-2.000.002.004.00
LPX: 0.98
DE: 1.10
The chart of Omega ratio for LPX, currently valued at 1.12, compared to the broader market0.501.001.502.00
LPX: 1.12
DE: 1.13
The chart of Calmar ratio for LPX, currently valued at 0.51, compared to the broader market0.001.002.003.004.00
LPX: 0.51
DE: 0.78
The chart of Martin ratio for LPX, currently valued at 1.52, compared to the broader market-5.000.005.0010.0015.0020.00
LPX: 1.52
DE: 2.26

The current LPX Sharpe Ratio is 0.42, which is comparable to the DE Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of LPX and 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 Ratio0.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.42
0.59
LPX
DE

Dividends

LPX vs. DE - Dividend Comparison

LPX's dividend yield for the trailing twelve months is around 1.26%, less than DE's 1.37% yield.


TTM20242023202220212020201920182017201620152014
LPX
Louisiana-Pacific Corporation
1.26%1.00%1.36%1.49%0.87%1.56%1.82%2.34%0.00%0.00%0.00%0.00%
DE
Deere & Company
1.37%1.42%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%

Drawdowns

LPX vs. DE - Drawdown Comparison

The maximum LPX drawdown since its inception was -96.41%, which is greater than DE's maximum drawdown of -73.27%. Use the drawdown chart below to compare losses from any high point for LPX and DE. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-29.79%
-10.92%
LPX
DE

Volatility

LPX vs. DE - Volatility Comparison

Louisiana-Pacific Corporation (LPX) has a higher volatility of 15.06% compared to Deere & Company (DE) at 13.70%. This indicates that LPX's price experiences larger fluctuations and is considered to be riskier than DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.06%
13.70%
LPX
DE

Financials

LPX vs. DE - Financials Comparison

This section allows you to compare key financial metrics between Louisiana-Pacific Corporation and Deere & Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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