LSPD.TO vs. SPYG
Compare and contrast key facts about Lightspeed Commerce Inc. (LSPD.TO) and SPDR Portfolio S&P 500 Growth ETF (SPYG).
SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LSPD.TO or SPYG.
Key characteristics
| LSPD.TO | SPYG | |
|---|---|---|
| YTD Return | -24.34% | 27.19% |
| 1Y Return | 21.68% | 41.78% |
| 3Y Return (Ann) | -44.94% | 6.70% |
| 5Y Return (Ann) | -9.30% | 16.85% |
| Sharpe Ratio | 0.42 | 2.58 |
| Sortino Ratio | 0.93 | 3.29 |
| Omega Ratio | 1.14 | 1.47 |
| Calmar Ratio | 0.24 | 2.32 |
| Martin Ratio | 0.78 | 13.64 |
| Ulcer Index | 27.75% | 3.19% |
| Daily Std Dev | 51.13% | 16.88% |
| Max Drawdown | -89.72% | -67.79% |
| Current Drawdown | -86.76% | -3.36% |
Correlation
The correlation between LSPD.TO and SPYG is 0.53, 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.
Performance
LSPD.TO vs. SPYG - Performance Comparison
In the year-to-date period, LSPD.TO achieves a -24.34% return, which is significantly lower than SPYG's 27.19% 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
LSPD.TO vs. SPYG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lightspeed Commerce Inc. (LSPD.TO) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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
LSPD.TO vs. SPYG - Dividend Comparison
LSPD.TO has not paid dividends to shareholders, while SPYG's dividend yield for the trailing twelve months is around 0.69%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSPD.TO Lightspeed Commerce Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.69% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
Drawdowns
LSPD.TO vs. SPYG - Drawdown Comparison
The maximum LSPD.TO drawdown since its inception was -89.72%, which is greater than SPYG's maximum drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for LSPD.TO and SPYG. For additional features, visit the drawdowns tool.
Volatility
LSPD.TO vs. SPYG - Volatility Comparison
The current volatility for Lightspeed Commerce Inc. (LSPD.TO) is 4.36%, while SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 4.64%. This indicates that LSPD.TO experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.