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LRGE vs. EZBC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LRGE vs. EZBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge Large Cap Growth ESG ETF (LRGE) and Franklin Bitcoin ETF (EZBC). The values are adjusted to include any dividend payments, if applicable.

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LRGE vs. EZBC - Yearly Performance Comparison


2026 (YTD)20252024
LRGE
ClearBridge Large Cap Growth ESG ETF
-8.67%9.54%24.42%
EZBC
Franklin Bitcoin ETF
-22.55%-6.56%100.18%

Returns By Period

In the year-to-date period, LRGE achieves a -8.67% return, which is significantly higher than EZBC's -22.55% return.


LRGE

1D
3.62%
1M
-4.85%
YTD
-8.67%
6M
-9.67%
1Y
7.90%
3Y*
16.56%
5Y*
8.80%
10Y*

EZBC

1D
1.90%
1M
3.29%
YTD
-22.55%
6M
-40.81%
1Y
-17.94%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LRGE vs. EZBC - Expense Ratio Comparison

LRGE has a 0.59% expense ratio, which is higher than EZBC's 0.19% expense ratio.


Return for Risk

LRGE vs. EZBC — Risk / Return Rank

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

LRGE
LRGE Risk / Return Rank: 2323
Overall Rank
LRGE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
LRGE Sortino Ratio Rank: 2424
Sortino Ratio Rank
LRGE Omega Ratio Rank: 2323
Omega Ratio Rank
LRGE Calmar Ratio Rank: 2323
Calmar Ratio Rank
LRGE Martin Ratio Rank: 2323
Martin Ratio Rank

EZBC
EZBC Risk / Return Rank: 66
Overall Rank
EZBC Sharpe Ratio Rank: 55
Sharpe Ratio Rank
EZBC Sortino Ratio Rank: 66
Sortino Ratio Rank
EZBC Omega Ratio Rank: 77
Omega Ratio Rank
EZBC Calmar Ratio Rank: 66
Calmar Ratio Rank
EZBC Martin Ratio Rank: 66
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.

LRGE vs. EZBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Large Cap Growth ESG ETF (LRGE) and Franklin Bitcoin ETF (EZBC). 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.


LRGEEZBCDifference

Sharpe ratio

Return per unit of total volatility

0.38

-0.40

+0.78

Sortino ratio

Return per unit of downside risk

0.68

-0.29

+0.97

Omega ratio

Gain probability vs. loss probability

1.09

0.97

+0.12

Calmar ratio

Return relative to maximum drawdown

0.50

-0.39

+0.89

Martin ratio

Return relative to average drawdown

1.55

-0.84

+2.39

LRGE vs. EZBC - Sharpe Ratio Comparison

The current LRGE Sharpe Ratio is 0.38, which is higher than the EZBC Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of LRGE and EZBC, 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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Sharpe Ratios by Period


LRGEEZBCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

-0.40

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.36

+0.32

Correlation

The correlation between LRGE and EZBC is 0.39, 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.


Dividends

LRGE vs. EZBC - Dividend Comparison

LRGE's dividend yield for the trailing twelve months is around 0.14%, while EZBC has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
LRGE
ClearBridge Large Cap Growth ESG ETF
0.14%0.13%0.18%0.11%2.02%1.20%0.37%0.37%2.10%0.37%
EZBC
Franklin Bitcoin ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LRGE vs. EZBC - Drawdown Comparison

The maximum LRGE drawdown since its inception was -37.03%, smaller than the maximum EZBC drawdown of -49.37%. Use the drawdown chart below to compare losses from any high point for LRGE and EZBC.


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Drawdown Indicators


LRGEEZBCDifference

Max Drawdown

Largest peak-to-trough decline

-37.03%

-49.37%

+12.34%

Max Drawdown (1Y)

Largest decline over 1 year

-16.32%

-49.37%

+33.05%

Max Drawdown (5Y)

Largest decline over 5 years

-37.03%

Current Drawdown

Current decline from peak

-13.29%

-46.09%

+32.80%

Average Drawdown

Average peak-to-trough decline

-7.25%

-14.12%

+6.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.25%

23.07%

-17.82%

Volatility

LRGE vs. EZBC - Volatility Comparison

The current volatility for ClearBridge Large Cap Growth ESG ETF (LRGE) is 7.15%, while Franklin Bitcoin ETF (EZBC) has a volatility of 13.08%. This indicates that LRGE experiences smaller price fluctuations and is considered to be less risky than EZBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LRGEEZBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.15%

13.08%

-5.93%

Volatility (6M)

Calculated over the trailing 6-month period

13.18%

36.80%

-23.62%

Volatility (1Y)

Calculated over the trailing 1-year period

20.94%

45.40%

-24.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.63%

51.13%

-30.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.68%

51.13%

-30.45%