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LRGC vs. SSSYX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LRGC and SSSYX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

LRGC vs. SSSYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB US Large Cap Strategic Equities ETF (LRGC) and State Street Equity 500 Index Fund Class K (SSSYX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

LRGC:

0.55

SSSYX:

0.73

Sortino Ratio

LRGC:

0.80

SSSYX:

1.04

Omega Ratio

LRGC:

1.11

SSSYX:

1.15

Calmar Ratio

LRGC:

0.47

SSSYX:

0.69

Martin Ratio

LRGC:

1.69

SSSYX:

2.61

Ulcer Index

LRGC:

5.40%

SSSYX:

4.93%

Daily Std Dev

LRGC:

19.65%

SSSYX:

19.75%

Max Drawdown

LRGC:

-19.38%

SSSYX:

-33.77%

Current Drawdown

LRGC:

-5.19%

SSSYX:

-3.44%

Returns By Period

In the year-to-date period, LRGC achieves a -0.09% return, which is significantly lower than SSSYX's 1.03% return.


LRGC

YTD

-0.09%

1M

5.54%

6M

-3.05%

1Y

9.89%

3Y*

N/A

5Y*

N/A

10Y*

N/A

SSSYX

YTD

1.03%

1M

5.62%

6M

-1.38%

1Y

13.46%

3Y*

14.36%

5Y*

15.86%

10Y*

12.77%

*Annualized

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LRGC vs. SSSYX - Expense Ratio Comparison

LRGC has a 0.48% expense ratio, which is higher than SSSYX's 0.02% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

LRGC vs. SSSYX — Risk-Adjusted Performance Rank

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

LRGC
The Risk-Adjusted Performance Rank of LRGC is 4646
Overall Rank
The Sharpe Ratio Rank of LRGC is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of LRGC is 4444
Sortino Ratio Rank
The Omega Ratio Rank of LRGC is 4545
Omega Ratio Rank
The Calmar Ratio Rank of LRGC is 4949
Calmar Ratio Rank
The Martin Ratio Rank of LRGC is 4747
Martin Ratio Rank

SSSYX
The Risk-Adjusted Performance Rank of SSSYX is 5757
Overall Rank
The Sharpe Ratio Rank of SSSYX is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of SSSYX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of SSSYX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of SSSYX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of SSSYX is 5757
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.

LRGC vs. SSSYX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AB US Large Cap Strategic Equities ETF (LRGC) and State Street Equity 500 Index Fund Class K (SSSYX). 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 LRGC Sharpe Ratio is 0.55, which is comparable to the SSSYX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of LRGC and SSSYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

LRGC vs. SSSYX - Dividend Comparison

LRGC's dividend yield for the trailing twelve months is around 0.46%, less than SSSYX's 1.61% yield.


TTM2024202320222021202020192018201720162015
LRGC
AB US Large Cap Strategic Equities ETF
0.46%0.46%0.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SSSYX
State Street Equity 500 Index Fund Class K
1.61%1.63%1.78%2.16%2.76%1.86%4.44%5.17%5.94%1.66%1.84%

Drawdowns

LRGC vs. SSSYX - Drawdown Comparison

The maximum LRGC drawdown since its inception was -19.38%, smaller than the maximum SSSYX drawdown of -33.77%. Use the drawdown chart below to compare losses from any high point for LRGC and SSSYX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

LRGC vs. SSSYX - Volatility Comparison

AB US Large Cap Strategic Equities ETF (LRGC) and State Street Equity 500 Index Fund Class K (SSSYX) have volatilities of 4.75% and 4.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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