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LRNZ vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between LRNZ and ^GSPC is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

LRNZ vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrueShares Technology, AI & Deep Learning ETF (LRNZ) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
3.52%
7.29%
LRNZ
^GSPC

Key characteristics

Sharpe Ratio

LRNZ:

0.20

^GSPC:

1.90

Sortino Ratio

LRNZ:

0.47

^GSPC:

2.54

Omega Ratio

LRNZ:

1.06

^GSPC:

1.35

Calmar Ratio

LRNZ:

0.14

^GSPC:

2.81

Martin Ratio

LRNZ:

0.73

^GSPC:

12.39

Ulcer Index

LRNZ:

7.58%

^GSPC:

1.93%

Daily Std Dev

LRNZ:

27.28%

^GSPC:

12.58%

Max Drawdown

LRNZ:

-61.38%

^GSPC:

-56.78%

Current Drawdown

LRNZ:

-27.92%

^GSPC:

-3.58%

Returns By Period

In the year-to-date period, LRNZ achieves a 3.98% return, which is significantly lower than ^GSPC's 23.11% return.


LRNZ

YTD

3.98%

1M

1.54%

6M

2.48%

1Y

3.93%

5Y*

N/A

10Y*

N/A

^GSPC

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LRNZ vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TrueShares Technology, AI & Deep Learning ETF (LRNZ) and S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for LRNZ, currently valued at 0.20, compared to the broader market0.002.004.000.201.90
The chart of Sortino ratio for LRNZ, currently valued at 0.47, compared to the broader market-2.000.002.004.006.008.0010.000.472.54
The chart of Omega ratio for LRNZ, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.35
The chart of Calmar ratio for LRNZ, currently valued at 0.14, compared to the broader market0.005.0010.0015.000.142.81
The chart of Martin ratio for LRNZ, currently valued at 0.73, compared to the broader market0.0020.0040.0060.0080.00100.000.7312.39
LRNZ
^GSPC

The current LRNZ Sharpe Ratio is 0.20, which is lower than the ^GSPC Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of LRNZ and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.20
1.90
LRNZ
^GSPC

Drawdowns

LRNZ vs. ^GSPC - Drawdown Comparison

The maximum LRNZ drawdown since its inception was -61.38%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for LRNZ and ^GSPC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-27.92%
-3.58%
LRNZ
^GSPC

Volatility

LRNZ vs. ^GSPC - Volatility Comparison

TrueShares Technology, AI & Deep Learning ETF (LRNZ) has a higher volatility of 10.31% compared to S&P 500 (^GSPC) at 3.64%. This indicates that LRNZ's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
10.31%
3.64%
LRNZ
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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