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LQD vs. LQDA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LQD vs. LQDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) and Liquidia Corporation (LQDA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LQD achieves a 0.67% return, which is significantly lower than LQDA's 81.33% return.


LQD

1D
0.21%
1M
0.56%
YTD
0.67%
6M
0.36%
1Y
5.54%
3Y*
5.10%
5Y*
-0.00%
10Y*
2.56%

LQDA

1D
12.30%
1M
55.84%
YTD
81.33%
6M
84.37%
1Y
255.34%
3Y*
92.41%
5Y*
85.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LQD vs. LQDA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
0.67%7.90%0.86%9.40%-17.92%-1.84%10.97%17.37%-0.41%
LQDA
Liquidia Corporation
81.33%193.28%-2.24%88.85%30.80%65.08%-30.99%-80.26%95.14%

Correlation

The correlation between LQD and LQDA is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

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

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Jul 27, 2018

0.08

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Return for Risk

LQD vs. LQDA — Risk / Return Rank

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

LQD
LQD Risk / Return Rank: 3030
Overall Rank
LQD Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
LQD Sortino Ratio Rank: 2929
Sortino Ratio Rank
LQD Omega Ratio Rank: 2727
Omega Ratio Rank
LQD Calmar Ratio Rank: 3434
Calmar Ratio Rank
LQD Martin Ratio Rank: 3333
Martin Ratio Rank

LQDA
LQDA Risk / Return Rank: 9494
Overall Rank
LQDA Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
LQDA Sortino Ratio Rank: 9393
Sortino Ratio Rank
LQDA Omega Ratio Rank: 9191
Omega Ratio Rank
LQDA Calmar Ratio Rank: 9595
Calmar Ratio Rank
LQDA Martin Ratio Rank: 9393
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.

LQD vs. LQDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) and Liquidia Corporation (LQDA). 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.


LQDLQDADifference
Sharpe ratioReturn per unit of total volatility

-2.74

Sortino ratioReturn per unit of downside risk

-2.24

Omega ratioGain probability vs. loss probability

1.18

1.47

-0.29

Calmar ratioReturn relative to maximum drawdown

1.66

7.21

-5.55

Martin ratioReturn relative to average drawdown

4.76

15.99

-11.23

LQD vs. LQDA - Sharpe Ratio Comparison

The current LQD Sharpe Ratio is 1.05, which is lower than the LQDA Sharpe Ratio of 3.79. The chart below compares the historical Sharpe Ratios of LQD and LQDA, 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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Sharpe Ratios by Period


LQDLQDADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

3.79

-2.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

1.16

-1.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.29

+0.25

Drawdowns

LQD vs. LQDA - Drawdown Comparison

The maximum LQD drawdown since its inception was -24.95%, smaller than the maximum LQDA drawdown of -93.87%. Use the drawdown chart below to compare losses from any high point for LQD and LQDA.


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Drawdown Indicators


LQDLQDADifference

Max Drawdown

Largest peak-to-trough decline

-24.95%

-93.87%

+68.92%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

-35.66%

+32.32%

Max Drawdown (3Y)

Largest decline over 3 years

-8.43%

-46.80%

+38.37%

Max Drawdown (5Y)

Largest decline over 5 years

-24.95%

-55.36%

+30.41%

Max Drawdown (10Y)

Largest decline over 10 years

-24.95%

Current Drawdown

Current decline from peak

-3.51%

0.00%

-3.51%

Average Drawdown

Average peak-to-trough decline

-3.99%

-69.72%

+65.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

16.05%

-14.88%

Volatility

LQD vs. LQDA - Volatility Comparison

The current volatility for iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) is 1.62%, while Liquidia Corporation (LQDA) has a volatility of 28.46%. This indicates that LQD experiences smaller price fluctuations and is considered to be less risky than LQDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LQDLQDADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

28.46%

-26.84%

Volatility (6M)

Calculated over the trailing 6-month period

3.90%

48.64%

-44.74%

Volatility (1Y)

Calculated over the trailing 1-year period

5.36%

68.13%

-62.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.64%

73.63%

-64.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.68%

85.78%

-77.10%

Dividends

LQD vs. LQDA - Dividend Comparison

LQD's dividend yield for the trailing twelve months is around 4.56%, while LQDA has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.56%4.48%4.45%3.99%3.30%2.30%2.66%3.29%3.67%3.10%3.34%3.47%
LQDA
Liquidia Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LQD and LQDA have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LQDA has higher volatility (28.46%) compared to LQD (1.62%). In terms of maximum drawdown, LQD dropped -24.95% vs LQDA's -93.87%.

LQDA currently has the higher Sharpe Ratio (3.79 vs 1.05), 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

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