LQDA vs. VWO

In the year-to-date period, LQDA achieves a 30.53% return, which is significantly higher than VWO's 8.65% return.

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This table presents a comparison of risk-adjusted performance metrics for Liquidia Corporation (LQDA) and Vanguard FTSE Emerging Markets ETF (VWO). 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.

The current LQDA Sharpe Ratio is 0.32, which is lower than the VWO Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of LQDA and VWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

LQDA has not paid dividends to shareholders, while VWO's dividend yield for the trailing twelve months is around 2.96%.

The maximum LQDA drawdown since its inception was -93.87%, which is greater than VWO's maximum drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for LQDA and VWO. For additional features, visit the drawdowns tool.

Liquidia Corporation (LQDA) has a higher volatility of 25.79% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 3.94%. This indicates that LQDA's price experiences larger fluctuations and is considered to be riskier than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.