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LQDA vs. ISAC.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LQDA and ISAC.L is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

LQDA vs. ISAC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Liquidia Corporation (LQDA) and iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
65.50%
6.29%
LQDA
ISAC.L

Key characteristics

Sharpe Ratio

LQDA:

0.23

ISAC.L:

1.55

Sortino Ratio

LQDA:

0.69

ISAC.L:

2.14

Omega Ratio

LQDA:

1.11

ISAC.L:

1.28

Calmar Ratio

LQDA:

0.17

ISAC.L:

2.35

Martin Ratio

LQDA:

0.47

ISAC.L:

9.07

Ulcer Index

LQDA:

28.10%

ISAC.L:

1.97%

Daily Std Dev

LQDA:

56.48%

ISAC.L:

11.60%

Max Drawdown

LQDA:

-93.87%

ISAC.L:

-33.82%

Current Drawdown

LQDA:

-55.62%

ISAC.L:

-0.65%

Returns By Period

In the year-to-date period, LQDA achieves a 40.31% return, which is significantly higher than ISAC.L's 4.25% return.


LQDA

YTD

40.31%

1M

21.15%

6M

71.34%

1Y

15.75%

5Y*

26.56%

10Y*

N/A

ISAC.L

YTD

4.25%

1M

2.22%

6M

7.22%

1Y

19.69%

5Y*

10.74%

10Y*

9.23%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LQDA vs. ISAC.L — Risk-Adjusted Performance Rank

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

LQDA
The Risk-Adjusted Performance Rank of LQDA is 5353
Overall Rank
The Sharpe Ratio Rank of LQDA is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of LQDA is 5050
Sortino Ratio Rank
The Omega Ratio Rank of LQDA is 5353
Omega Ratio Rank
The Calmar Ratio Rank of LQDA is 5454
Calmar Ratio Rank
The Martin Ratio Rank of LQDA is 5252
Martin Ratio Rank

ISAC.L
The Risk-Adjusted Performance Rank of ISAC.L is 6666
Overall Rank
The Sharpe Ratio Rank of ISAC.L is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ISAC.L is 6262
Sortino Ratio Rank
The Omega Ratio Rank of ISAC.L is 6464
Omega Ratio Rank
The Calmar Ratio Rank of ISAC.L is 7070
Calmar Ratio Rank
The Martin Ratio Rank of ISAC.L is 7171
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.

LQDA vs. ISAC.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Liquidia Corporation (LQDA) and iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L). 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 LQDA, currently valued at 0.26, compared to the broader market-2.000.002.000.261.55
The chart of Sortino ratio for LQDA, currently valued at 0.72, compared to the broader market-4.00-2.000.002.004.006.000.722.14
The chart of Omega ratio for LQDA, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.28
The chart of Calmar ratio for LQDA, currently valued at 0.19, compared to the broader market0.002.004.006.000.192.35
The chart of Martin ratio for LQDA, currently valued at 0.52, compared to the broader market-10.000.0010.0020.0030.000.529.04
LQDA
ISAC.L

The current LQDA Sharpe Ratio is 0.23, which is lower than the ISAC.L Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of LQDA and ISAC.L, 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 Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.26
1.55
LQDA
ISAC.L

Dividends

LQDA vs. ISAC.L - Dividend Comparison

Neither LQDA nor ISAC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LQDA vs. ISAC.L - Drawdown Comparison

The maximum LQDA drawdown since its inception was -93.87%, which is greater than ISAC.L's maximum drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for LQDA and ISAC.L. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-55.62%
-0.65%
LQDA
ISAC.L

Volatility

LQDA vs. ISAC.L - Volatility Comparison

Liquidia Corporation (LQDA) has a higher volatility of 8.52% compared to iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) at 3.40%. This indicates that LQDA's price experiences larger fluctuations and is considered to be riskier than ISAC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
8.52%
3.40%
LQDA
ISAC.L
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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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