PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LPX vs. FLEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LPX and FLEX is 0.31, 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.


-0.50.00.51.00.3

Performance

LPX vs. FLEX - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
32.41%
37.10%
LPX
FLEX

Key characteristics

Sharpe Ratio

LPX:

1.54

FLEX:

2.00

Sortino Ratio

LPX:

2.60

FLEX:

2.70

Omega Ratio

LPX:

1.31

FLEX:

1.33

Calmar Ratio

LPX:

3.33

FLEX:

4.34

Martin Ratio

LPX:

8.86

FLEX:

10.57

Ulcer Index

LPX:

6.12%

FLEX:

6.90%

Daily Std Dev

LPX:

35.26%

FLEX:

36.49%

Max Drawdown

LPX:

-96.41%

FLEX:

-96.37%

Current Drawdown

LPX:

-11.41%

FLEX:

-0.58%

Fundamentals

Market Cap

LPX:

$7.27B

FLEX:

$15.92B

EPS

LPX:

$5.81

FLEX:

$2.08

PE Ratio

LPX:

17.82

FLEX:

19.74

PEG Ratio

LPX:

0.77

FLEX:

0.97

Total Revenue (TTM)

LPX:

$2.26B

FLEX:

$17.38B

Gross Profit (TTM)

LPX:

$668.00M

FLEX:

$1.39B

EBITDA (TTM)

LPX:

$550.00M

FLEX:

$645.00M

Returns By Period

In the year-to-date period, LPX achieves a 2.90% return, which is significantly lower than FLEX's 6.95% return. Over the past 10 years, LPX has underperformed FLEX with an annualized return of 21.95%, while FLEX has yielded a comparatively higher 23.38% annualized return.


LPX

YTD

2.90%

1M

-10.16%

6M

32.41%

1Y

54.73%

5Y*

30.01%

10Y*

21.95%

FLEX

YTD

6.95%

1M

7.60%

6M

37.10%

1Y

72.81%

5Y*

48.35%

10Y*

23.38%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LPX vs. FLEX — 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 9090
Overall Rank
The Sharpe Ratio Rank of LPX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of LPX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of LPX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of LPX is 9696
Calmar Ratio Rank
The Martin Ratio Rank of LPX is 9090
Martin Ratio Rank

FLEX
The Risk-Adjusted Performance Rank of FLEX is 9292
Overall Rank
The Sharpe Ratio Rank of FLEX is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of FLEX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of FLEX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of FLEX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of FLEX is 9292
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. FLEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Louisiana-Pacific Corporation (LPX) and Flex Ltd. (FLEX). 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 1.54, compared to the broader market-4.00-2.000.002.001.542.00
The chart of Sortino ratio for LPX, currently valued at 2.60, compared to the broader market-4.00-2.000.002.004.002.602.70
The chart of Omega ratio for LPX, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.33
The chart of Calmar ratio for LPX, currently valued at 3.33, compared to the broader market0.002.004.006.003.334.34
The chart of Martin ratio for LPX, currently valued at 8.86, compared to the broader market-10.000.0010.0020.008.8610.57
LPX
FLEX

The current LPX Sharpe Ratio is 1.54, which is comparable to the FLEX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of LPX and FLEX, 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.54
2.00
LPX
FLEX

Dividends

LPX vs. FLEX - Dividend Comparison

LPX's dividend yield for the trailing twelve months is around 0.98%, while FLEX has not paid dividends to shareholders.


TTM2024202320222021202020192018
LPX
Louisiana-Pacific Corporation
0.98%1.00%1.36%1.49%0.87%1.56%1.82%2.34%
FLEX
Flex Ltd.
0.00%21.52%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LPX vs. FLEX - Drawdown Comparison

The maximum LPX drawdown since its inception was -96.41%, roughly equal to the maximum FLEX drawdown of -96.37%. Use the drawdown chart below to compare losses from any high point for LPX and FLEX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.41%
-0.58%
LPX
FLEX

Volatility

LPX vs. FLEX - Volatility Comparison

Louisiana-Pacific Corporation (LPX) has a higher volatility of 9.97% compared to Flex Ltd. (FLEX) at 6.27%. This indicates that LPX's price experiences larger fluctuations and is considered to be riskier than FLEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
9.97%
6.27%
LPX
FLEX

Financials

LPX vs. FLEX - Financials Comparison

This section allows you to compare key financial metrics between Louisiana-Pacific Corporation and Flex Ltd.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab