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

Correlation

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.


-0.50.00.51.00.6

Performance

LPX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Louisiana-Pacific Corporation (LPX) and Vanguard S&P 500 ETF (VOO). 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%
5.77%
LPX
VOO

Key characteristics

Sharpe Ratio

LPX:

1.54

VOO:

2.06

Sortino Ratio

LPX:

2.60

VOO:

2.75

Omega Ratio

LPX:

1.31

VOO:

1.38

Calmar Ratio

LPX:

3.33

VOO:

3.07

Martin Ratio

LPX:

8.86

VOO:

13.32

Ulcer Index

LPX:

6.12%

VOO:

1.95%

Daily Std Dev

LPX:

35.26%

VOO:

12.59%

Max Drawdown

LPX:

-96.41%

VOO:

-33.99%

Current Drawdown

LPX:

-11.41%

VOO:

-2.67%

Returns By Period

In the year-to-date period, LPX achieves a 2.90% return, which is significantly higher than VOO's 0.62% return. Over the past 10 years, LPX has outperformed VOO with an annualized return of 21.95%, while VOO has yielded a comparatively lower 13.25% annualized return.


LPX

YTD

2.90%

1M

-10.16%

6M

32.41%

1Y

54.73%

5Y*

30.01%

10Y*

21.95%

VOO

YTD

0.62%

1M

-2.16%

6M

5.77%

1Y

26.25%

5Y*

14.43%

10Y*

13.25%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

LPX vs. VOO — 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

VOO
The Risk-Adjusted Performance Rank of VOO is 8282
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO 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. 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.


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 market0.002.004.006.003.333.07
The chart of Martin ratio for LPX, currently valued at 8.86, compared to the broader market-10.000.0010.0020.008.8613.32
LPX
VOO

The current LPX Sharpe Ratio is 1.54, which is comparable to the VOO Sharpe Ratio of 2.06. 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.54
2.06
LPX
VOO

Dividends

LPX vs. VOO - Dividend Comparison

LPX's dividend yield for the trailing twelve months is around 0.98%, less than VOO's 1.24% 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%
VOO
Vanguard S&P 500 ETF
1.24%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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%AugustSeptemberOctoberNovemberDecember2025
-11.41%
-2.67%
LPX
VOO

Volatility

LPX vs. VOO - Volatility Comparison

Louisiana-Pacific Corporation (LPX) has a higher volatility of 9.97% compared to Vanguard S&P 500 ETF (VOO) at 4.43%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
9.97%
4.43%
LPX
VOO
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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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