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

Key characteristics


LPXVOO
YTD Return60.74%26.88%
1Y Return96.47%37.59%
3Y Return (Ann)20.35%10.23%
5Y Return (Ann)33.17%15.93%
10Y Return (Ann)24.13%13.41%
Sharpe Ratio2.663.06
Sortino Ratio4.154.08
Omega Ratio1.491.58
Calmar Ratio3.714.43
Martin Ratio17.1120.25
Ulcer Index5.56%1.85%
Daily Std Dev35.80%12.23%
Max Drawdown-96.41%-33.99%
Current Drawdown0.00%-0.30%

Correlation

-0.50.00.51.00.6

The correlation between LPX and VOO is 0.55, 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.

Performance

LPX vs. VOO - Performance Comparison

In the year-to-date period, LPX achieves a 60.74% return, which is significantly higher than VOO's 26.88% return. Over the past 10 years, LPX has outperformed VOO with an annualized return of 24.13%, while VOO has yielded a comparatively lower 13.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
26.51%
14.84%
LPX
VOO

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Risk-Adjusted Performance

LPX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Louisiana-Pacific Corporation (LPX) 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.


LPX
Sharpe ratio
The chart of Sharpe ratio for LPX, currently valued at 2.66, compared to the broader market-4.00-2.000.002.004.002.66
Sortino ratio
The chart of Sortino ratio for LPX, currently valued at 4.15, compared to the broader market-4.00-2.000.002.004.006.004.15
Omega ratio
The chart of Omega ratio for LPX, currently valued at 1.49, compared to the broader market0.501.001.502.001.49
Calmar ratio
The chart of Calmar ratio for LPX, currently valued at 3.71, compared to the broader market0.002.004.006.003.71
Martin ratio
The chart of Martin ratio for LPX, currently valued at 17.11, compared to the broader market0.0010.0020.0030.0017.11
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.06, compared to the broader market-4.00-2.000.002.004.003.06
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.08, compared to the broader market-4.00-2.000.002.004.006.004.08
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.58, compared to the broader market0.501.001.502.001.58
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.43, compared to the broader market0.002.004.006.004.43
Martin ratio
The chart of Martin ratio for VOO, currently valued at 20.25, compared to the broader market0.0010.0020.0030.0020.25

LPX vs. VOO - Sharpe Ratio Comparison

The current LPX Sharpe Ratio is 2.66, which is comparable to the VOO Sharpe Ratio of 3.06. The chart below compares the historical Sharpe Ratios of LPX 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.66
3.06
LPX
VOO

Dividends

LPX vs. VOO - Dividend Comparison

LPX's dividend yield for the trailing twelve months is around 0.69%, less than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
LPX
Louisiana-Pacific Corporation
0.69%1.36%1.49%0.87%1.56%1.82%2.34%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

LPX vs. VOO - Drawdown Comparison

The maximum LPX drawdown since its inception was -96.41%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LPX and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.30%
LPX
VOO

Volatility

LPX vs. VOO - Volatility Comparison

Louisiana-Pacific Corporation (LPX) has a higher volatility of 11.08% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. This indicates that LPX'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%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
11.08%
3.89%
LPX
VOO