LSPD.TO vs. ^TNX
Compare and contrast key facts about Lightspeed Commerce Inc. (LSPD.TO) and Treasury Yield 10 Years (^TNX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LSPD.TO or ^TNX.
Key characteristics
| LSPD.TO | ^TNX | |
|---|---|---|
| YTD Return | -24.34% | 10.81% |
| 1Y Return | 21.68% | -10.54% |
| 3Y Return (Ann) | -44.94% | 39.78% |
| 5Y Return (Ann) | -9.30% | 19.98% |
| Sharpe Ratio | 0.42 | -0.52 |
| Sortino Ratio | 0.93 | -0.62 |
| Omega Ratio | 1.14 | 0.93 |
| Calmar Ratio | 0.24 | -0.22 |
| Martin Ratio | 0.78 | -0.89 |
| Ulcer Index | 27.75% | 13.66% |
| Daily Std Dev | 51.13% | 23.53% |
| Max Drawdown | -89.72% | -93.78% |
| Current Drawdown | -86.76% | -46.60% |
Correlation
The correlation between LSPD.TO and ^TNX is 0.01, 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
LSPD.TO vs. ^TNX - Performance Comparison
In the year-to-date period, LSPD.TO achieves a -24.34% return, which is significantly lower than ^TNX's 10.81% 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. ^TNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lightspeed Commerce Inc. (LSPD.TO) and Treasury Yield 10 Years (^TNX). 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.
Drawdowns
LSPD.TO vs. ^TNX - Drawdown Comparison
The maximum LSPD.TO drawdown since its inception was -89.72%, roughly equal to the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for LSPD.TO and ^TNX. For additional features, visit the drawdowns tool.
Volatility
LSPD.TO vs. ^TNX - Volatility Comparison
The current volatility for Lightspeed Commerce Inc. (LSPD.TO) is 4.36%, while Treasury Yield 10 Years (^TNX) has a volatility of 5.39%. This indicates that LSPD.TO experiences smaller price fluctuations and is considered to be less risky than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.