LRGE vs. HUM
Compare and contrast key facts about ClearBridge Large Cap Growth ESG ETF (LRGE) and Humana Inc. (HUM).
LRGE is an actively managed fund by Franklin Templeton. It was launched on May 22, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LRGE or HUM.
Key characteristics
| LRGE | HUM | |
|---|---|---|
| YTD Return | 25.83% | -42.64% |
| 1Y Return | 46.74% | -49.51% |
| 3Y Return (Ann) | 9.26% | -16.80% |
| 5Y Return (Ann) | 17.27% | -1.41% |
| Sharpe Ratio | 3.03 | -1.32 |
| Sortino Ratio | 3.98 | -1.81 |
| Omega Ratio | 1.54 | 0.71 |
| Calmar Ratio | 2.51 | -0.87 |
| Martin Ratio | 19.80 | -1.62 |
| Ulcer Index | 2.26% | 30.59% |
| Daily Std Dev | 14.74% | 37.76% |
| Max Drawdown | -37.03% | -85.10% |
| Current Drawdown | 0.00% | -52.93% |
Correlation
The correlation between LRGE and HUM is 0.27, 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.
Performance
LRGE vs. HUM - Performance Comparison
In the year-to-date period, LRGE achieves a 25.83% return, which is significantly higher than HUM's -42.64% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
LRGE vs. HUM - Risk-Adjusted Performance 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.
Dividends
LRGE vs. HUM - Dividend Comparison
LRGE's dividend yield for the trailing twelve months is around 0.09%, less than HUM's 1.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LRGE ClearBridge Large Cap Growth ESG ETF | 0.09% | 0.11% | 2.01% | 1.20% | 0.37% | 0.37% | 2.14% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% |
HUM Humana Inc. | 1.36% | 0.77% | 0.62% | 0.60% | 0.61% | 0.60% | 0.70% | 0.76% | 0.43% | 0.64% | 0.77% | 1.04% |
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. For additional features, visit the drawdowns tool.
Volatility
LRGE vs. HUM - Volatility Comparison
The current volatility for ClearBridge Large Cap Growth ESG ETF (LRGE) is 3.32%, while Humana Inc. (HUM) has a volatility of 20.12%. 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.