LQDT vs. IMOEX

In the year-to-date period, LQDT achieves a -27.62% return, which is significantly lower than IMOEX's -1.88% return. Over the past 10 years, LQDT has outperformed IMOEX with an annualized return of 9.11%, while IMOEX has yielded a comparatively lower 5.58% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Liquidity Services, Inc. (LQDT) and MOEX Russia Index (IMOEX). 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 LQDT Sharpe Ratio is 0.41, which is higher than the IMOEX Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of LQDT and IMOEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum LQDT drawdown since its inception was -95.31%, which is greater than IMOEX's maximum drawdown of -83.89%. Use the drawdown chart below to compare losses from any high point for LQDT and IMOEX.

Liquidity Services, Inc. (LQDT) has a higher volatility of 16.83% compared to MOEX Russia Index (IMOEX) at 8.40%. This indicates that LQDT's price experiences larger fluctuations and is considered to be riskier than IMOEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.