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LPX vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, LPX achieves a -5.47% return, which is significantly lower than VOO's 9.75% return. Over the past 10 years, LPX has outperformed VOO with an annualized return of 17.84%, while VOO has yielded a comparatively lower 15.77% annualized return.


LPX

1D
-2.35%
1M
7.42%
YTD
-5.47%
6M
-7.40%
1Y
-11.27%
3Y*
5.12%
5Y*
6.85%
10Y*
17.84%

VOO

1D
-0.29%
1M
0.08%
YTD
9.75%
6M
9.30%
1Y
26.77%
3Y*
21.36%
5Y*
13.58%
10Y*
15.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LPX vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LPX
Louisiana-Pacific Corporation
-5.47%-21.05%47.93%21.55%-23.38%113.30%27.96%36.40%-13.75%38.72%
VOO
Vanguard S&P 500 ETF
9.75%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Correlation

The correlation between LPX and VOO is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

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 Sep 9, 2010

0.54

The correlation between LPX and VOO shifts across timeframes, from 0.39 (1 year) to 0.54 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

LPX vs. VOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LPX
LPX Risk / Return Rank: 3030
Overall Rank
LPX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
LPX Sortino Ratio Rank: 2828
Sortino Ratio Rank
LPX Omega Ratio Rank: 2929
Omega Ratio Rank
LPX Calmar Ratio Rank: 3131
Calmar Ratio Rank
LPX Martin Ratio Rank: 3232
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6868
Overall Rank
VOO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6767
Sortino Ratio Rank
VOO Omega Ratio Rank: 6969
Omega Ratio Rank
VOO Calmar Ratio Rank: 6363
Calmar Ratio Rank
VOO Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LPX vs. VOO - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LPXVOODifference
Sharpe ratioReturn per unit of total volatility

-2.44

Sortino ratioReturn per unit of downside risk

-3.05

Omega ratioGain probability vs. loss probability

0.99

1.39

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.33

3.02

-3.36

Martin ratioReturn relative to average drawdown

-0.59

13.58

-14.18

LPX vs. VOO - Sharpe Ratio Comparison

The current LPX Sharpe Ratio is -0.27, which is lower than the VOO Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of LPX and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.


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Drawdown Indicators


LPXVOODifference

Max Drawdown

Largest peak-to-trough decline

-96.41%

-33.99%

-62.42%

Max Drawdown (1Y)

Largest decline over 1 year

-33.83%

-8.90%

-24.93%

Max Drawdown (3Y)

Largest decline over 3 years

-43.14%

-18.69%

-24.45%

Max Drawdown (5Y)

Largest decline over 5 years

-43.14%

-24.52%

-18.62%

Max Drawdown (10Y)

Largest decline over 10 years

-59.45%

-33.99%

-25.46%

Current Drawdown

Current decline from peak

-35.74%

-1.74%

-34.00%

Average Drawdown

Average peak-to-trough decline

-37.86%

-3.68%

-34.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.03%

1.98%

+17.05%

Volatility

LPX vs. VOO - Volatility Comparison

Louisiana-Pacific Corporation (LPX) has a higher volatility of 10.32% compared to Vanguard S&P 500 ETF (VOO) at 4.60%. 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.


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Volatility by Period


LPXVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.32%

4.60%

+5.72%

Volatility (6M)

Calculated over the trailing 6-month period

32.01%

9.73%

+22.28%

Volatility (1Y)

Calculated over the trailing 1-year period

41.82%

12.39%

+29.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.95%

16.90%

+23.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.89%

18.05%

+22.84%

Dividends

LPX vs. VOO - Dividend Comparison

LPX's dividend yield for the trailing twelve months is around 1.53%, more than VOO's 1.04% yield.


PositionTTM20252024202320222021202020192018201720162015
LPX
Louisiana-Pacific Corporation
1.53%1.39%1.00%1.36%1.49%0.87%1.56%1.82%2.34%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.04%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


LPX and VOO have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LPX has higher volatility (10.32%) compared to VOO (4.60%). In terms of maximum drawdown, LPX dropped -96.41% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (2.17 vs -0.27), 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.

Portfolio Optimizer

Find the right allocation for LPX and VOO

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