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LPX vs. IVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LPX and IVV is 0.54, 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.


-0.50.00.51.00.5

Performance

LPX vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Louisiana-Pacific Corporation (LPX) and iShares Core S&P 500 ETF (IVV). 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%
5.73%
LPX
IVV

Key characteristics

Sharpe Ratio

LPX:

1.54

IVV:

2.06

Sortino Ratio

LPX:

2.60

IVV:

2.75

Omega Ratio

LPX:

1.31

IVV:

1.38

Calmar Ratio

LPX:

3.33

IVV:

3.09

Martin Ratio

LPX:

8.86

IVV:

13.27

Ulcer Index

LPX:

6.12%

IVV:

1.96%

Daily Std Dev

LPX:

35.26%

IVV:

12.57%

Max Drawdown

LPX:

-96.41%

IVV:

-55.25%

Current Drawdown

LPX:

-11.41%

IVV:

-2.71%

Returns By Period

In the year-to-date period, LPX achieves a 2.90% return, which is significantly higher than IVV's 0.60% return. Over the past 10 years, LPX has outperformed IVV with an annualized return of 21.95%, while IVV has yielded a comparatively lower 13.22% annualized return.


LPX

YTD

2.90%

1M

-10.16%

6M

32.41%

1Y

54.73%

5Y*

30.01%

10Y*

21.95%

IVV

YTD

0.60%

1M

-2.21%

6M

5.73%

1Y

26.07%

5Y*

14.42%

10Y*

13.22%

*Annualized

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Risk-Adjusted Performance

LPX vs. IVV — 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

IVV
The Risk-Adjusted Performance Rank of IVV is 8282
Overall Rank
The Sharpe Ratio Rank of IVV is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of IVV is 8080
Sortino Ratio Rank
The Omega Ratio Rank of IVV is 8282
Omega Ratio Rank
The Calmar Ratio Rank of IVV is 8282
Calmar Ratio Rank
The Martin Ratio Rank of IVV is 8484
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. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Louisiana-Pacific Corporation (LPX) and iShares Core S&P 500 ETF (IVV). 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-4.00-2.000.002.001.542.06
The chart of Sortino ratio for LPX, currently valued at 2.60, compared to the broader market-4.00-2.000.002.004.002.602.75
The chart of Omega ratio for LPX, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.38
The chart of Calmar ratio for LPX, currently valued at 3.33, compared to the broader market0.002.004.006.003.333.09
The chart of Martin ratio for LPX, currently valued at 8.86, compared to the broader market-10.000.0010.0020.008.8613.27
LPX
IVV

The current LPX Sharpe Ratio is 1.54, which is comparable to the IVV Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of LPX and IVV, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.54
2.06
LPX
IVV

Dividends

LPX vs. IVV - Dividend Comparison

LPX's dividend yield for the trailing twelve months is around 0.98%, less than IVV's 1.29% yield.


TTM20242023202220212020201920182017201620152014
LPX
Louisiana-Pacific Corporation
0.98%1.00%1.36%1.49%0.87%1.56%1.82%2.34%0.00%0.00%0.00%0.00%
IVV
iShares Core S&P 500 ETF
1.29%1.30%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%

Drawdowns

LPX vs. IVV - Drawdown Comparison

The maximum LPX drawdown since its inception was -96.41%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for LPX and IVV. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.41%
-2.71%
LPX
IVV

Volatility

LPX vs. IVV - Volatility Comparison

Louisiana-Pacific Corporation (LPX) has a higher volatility of 9.97% compared to iShares Core S&P 500 ETF (IVV) at 4.45%. This indicates that LPX's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
9.97%
4.45%
LPX
IVV
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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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