LRGE vs. HUM

Last updated Jun 4, 2026

LRGE (ClearBridge Large Cap Growth ESG ETF) is Large Cap Growth Equities fund actively managed by Franklin Templeton, while HUM (Humana Inc.) is a stock. Over the past 5 years, LRGE returned 10.94%/yr vs -4.20%/yr for HUM. At a 0.24 correlation, their price movements are largely independent.

Performance

LRGE vs. HUM - Performance Comparison

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

Returns By Period

In the year-to-date period, LRGE achieves a 5.35% return, which is significantly lower than HUM's 28.53% return.

LRGE

• 1D: -1.60%
• 1M: 5.34%
• YTD: 5.35%
• 6M: 5.15%
• 1Y: 13.78%
• 3Y*: 18.98%
• 5Y*: 10.94%
• 10Y*: —

HUM

• 1D: 2.08%
• 1M: 37.64%
• YTD: 28.53%
• 6M: 28.57%
• 1Y: 42.54%
• 3Y*: -13.29%
• 5Y*: -4.20%
• 10Y*: 6.70%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LRGE vs. HUM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LRGE ClearBridge Large Cap Growth ESG ETF	5.35%	9.54%	26.32%	46.36%	-31.45%	22.93%	31.89%	33.38%	-0.38%	16.00%
HUM Humana Inc.	28.53%	2.36%	-43.96%	-9.94%	11.15%	13.80%	12.71%	28.94%	16.27%	7.35%

Correlation

The correlation between LRGE and HUM is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.20
Correlation (All Time) Calculated using the full available price history since May 26, 2017	0.24

The correlation between LRGE and HUM shifts across timeframes, from 0.10 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LRGE vs. HUM — Risk / Return Rank

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

LRGE

LRGE Risk / Return Rank: 22
LRGE Sharpe Ratio Rank: 24
LRGE Sortino Ratio Rank: 23
LRGE Omega Ratio Rank: 23
LRGE Calmar Ratio Rank: 20
LRGE Martin Ratio Rank: 21

HUM

HUM Risk / Return Rank: 63
HUM Sharpe Ratio Rank: 68
HUM Sortino Ratio Rank: 62
HUM Omega Ratio Rank: 66
HUM Calmar Ratio Rank: 59
HUM Martin Ratio Rank: 59

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. HUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Large Cap Growth ESG ETF (LRGE) and Humana Inc. (HUM). 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.

	LRGE	HUM	Difference
Sharpe ratio Return per unit of total volatility	0.84	0.87	-0.03
Sortino ratio Return per unit of downside risk	1.21	1.37	-0.16
Omega ratio Gain probability vs. loss probability	1.15	1.20	-0.05
Calmar ratio Return relative to maximum drawdown	0.85	0.91	-0.06
Martin ratio Return relative to average drawdown	2.50	1.87	+0.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LRGE vs. HUM - Sharpe Ratio Comparison

The current LRGE Sharpe Ratio is 0.84, which is comparable to the HUM Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of LRGE and HUM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LRGE	HUM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.84	0.87	-0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	-0.11	+0.64
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.19	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	0.22	+0.54

Drawdowns

LRGE vs. HUM - Drawdown Comparison

The maximum LRGE drawdown since its inception was -37.03%, smaller than the maximum HUM drawdown of -85.10%. Use the drawdown chart below to compare losses from any high point for LRGE and HUM.

Drawdown Indicators

	LRGE	HUM	Difference
Max Drawdown Largest peak-to-trough decline	-37.03%	-85.10%	+48.07%
Max Drawdown (1Y) Largest decline over 1 year	-16.32%	-47.18%	+30.86%
Max Drawdown (3Y) Largest decline over 3 years	-20.26%	-67.92%	+47.66%
Max Drawdown (5Y) Largest decline over 5 years	-37.03%	-69.92%	+32.89%
Max Drawdown (10Y) Largest decline over 10 years	—	-69.92%	—
Current Drawdown Current decline from peak	-2.07%	-39.49%	+37.42%
Average Drawdown Average peak-to-trough decline	-7.20%	-27.15%	+19.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.52%	22.79%	-17.27%

Volatility

LRGE vs. HUM - Volatility Comparison

The current volatility for ClearBridge Large Cap Growth ESG ETF (LRGE) is 4.31%, while Humana Inc. (HUM) has a volatility of 15.20%. This indicates that LRGE experiences smaller price fluctuations and is considered to be less risky than HUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LRGE	HUM	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.31%	15.20%	-10.89%
Volatility (6M) Calculated over the trailing 6-month period	12.50%	38.83%	-26.33%
Volatility (1Y) Calculated over the trailing 1-year period	16.44%	48.96%	-32.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.68%	37.37%	-16.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.61%	34.59%	-13.98%

Dividends

LRGE vs. HUM - Dividend Comparison

LRGE's dividend yield for the trailing twelve months is around 0.12%, less than HUM's 1.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HUM Humana Inc.	1.08%	1.38%	1.40%	0.77%	0.62%	0.60%	0.61%	0.60%	0.70%	0.76%	0.43%	0.64%
LRGE ClearBridge Large Cap Growth ESG ETF	0.12%	0.13%	0.18%	0.11%	2.02%	1.20%	0.37%	0.37%	2.10%	0.37%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LRGE and HUM in my portfolio?

LRGE and HUM have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LRGE or HUM?

HUM has higher volatility (15.20%) compared to LRGE (4.31%). In terms of maximum drawdown, LRGE dropped -37.03% vs HUM's -85.10%.

Which has better risk-adjusted returns?

HUM currently has the higher Sharpe Ratio (0.87 vs 0.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.