LPX vs. IVV
LPX (Louisiana-Pacific Corporation) is a stock, while IVV (iShares Core S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, LPX returned 16.78%/yr vs 15.54%/yr for IVV. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
LPX vs. IVV - Performance Comparison
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Returns By Period
In the year-to-date period, LPX achieves a -7.91% return, which is significantly lower than IVV's 10.85% return. Over the past 10 years, LPX has outperformed IVV with an annualized return of 16.78%, while IVV has yielded a comparatively lower 15.54% annualized return.
LPX
- 1D
- -0.11%
- 1M
- 7.39%
- YTD
- -7.91%
- 6M
- -10.12%
- 1Y
- -17.88%
- 3Y*
- 8.06%
- 5Y*
- 3.90%
- 10Y*
- 16.78%
IVV
- 1D
- -0.76%
- 1M
- 4.97%
- YTD
- 10.85%
- 6M
- 10.87%
- 1Y
- 28.00%
- 3Y*
- 22.43%
- 5Y*
- 13.88%
- 10Y*
- 15.54%
LPX vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LPX Louisiana-Pacific Corporation | -7.91% | -21.05% | 47.93% | 21.55% | -23.38% | 113.30% | 27.96% | 36.40% | -13.75% | 38.72% |
IVV iShares Core S&P 500 ETF | 10.85% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Correlation
The correlation between LPX and IVV is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since May 22, 2000 | 0.53 |
The correlation between LPX and IVV shifts across timeframes, from 0.38 (1 year) to 0.54 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
LPX vs. IVV — Risk / Return Rank
LPX
IVV
LPX vs. IVV - Risk-Adjusted Trends 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.
| LPX | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.82 | ||
| Sortino ratioReturn per unit of downside risk | -3.66 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.43 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 3.17 | -3.70 |
| Martin ratioReturn relative to average drawdown | -0.99 | 14.71 | -15.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LPX | IVV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.44 | 2.39 | -2.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.83 | -0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.86 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.45 | -0.29 |
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.
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Drawdown Indicators
| LPX | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.41% | -55.25% | -41.16% |
Max Drawdown (1Y)Largest decline over 1 year | -33.83% | -8.89% | -24.94% |
Max Drawdown (3Y)Largest decline over 3 years | -43.14% | -18.75% | -24.39% |
Max Drawdown (5Y)Largest decline over 5 years | -43.14% | -24.53% | -18.61% |
Max Drawdown (10Y)Largest decline over 10 years | -59.45% | -33.90% | -25.55% |
Current DrawdownCurrent decline from peak | -37.40% | -0.76% | -36.64% |
Average DrawdownAverage peak-to-trough decline | -37.86% | -10.78% | -27.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.13% | 1.91% | +16.22% |
Volatility
LPX vs. IVV - Volatility Comparison
Louisiana-Pacific Corporation (LPX) has a higher volatility of 13.59% compared to iShares Core S&P 500 ETF (IVV) at 2.87%. 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.
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Volatility by Period
| LPX | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.59% | 2.87% | +10.72% |
Volatility (6M)Calculated over the trailing 6-month period | 31.31% | 8.90% | +22.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.23% | 11.80% | +29.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.96% | 16.88% | +23.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.83% | 18.05% | +22.78% |
Dividends
LPX vs. IVV - Dividend Comparison
LPX's dividend yield for the trailing twelve months is around 1.57%, more than IVV's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 1.06% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
LPX Louisiana-Pacific Corporation | 1.57% | 1.39% | 1.00% | 1.36% | 1.49% | 0.87% | 1.56% | 1.82% | 2.34% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LPX and IVV have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LPX has higher volatility (13.59%) compared to IVV (2.87%). In terms of maximum drawdown, LPX dropped -96.41% vs IVV's -55.25%.
IVV currently has the higher Sharpe Ratio (2.39 vs -0.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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