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LSPD vs. IGV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LSPD and IGV is 0.54, 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 vs. IGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lightspeed Commerce Inc (LSPD) and iShares Expanded Tech-Software Sector ET (IGV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

LSPD:

-0.63

IGV:

0.90

Sortino Ratio

LSPD:

-0.12

IGV:

1.49

Omega Ratio

LSPD:

0.98

IGV:

1.20

Calmar Ratio

LSPD:

-0.15

IGV:

1.04

Martin Ratio

LSPD:

-0.56

IGV:

3.22

Ulcer Index

LSPD:

25.74%

IGV:

8.80%

Daily Std Dev

LSPD:

48.57%

IGV:

28.61%

Max Drawdown

LSPD:

-93.68%

IGV:

-62.18%

Current Drawdown

LSPD:

-91.29%

IGV:

-4.44%

Returns By Period

In the year-to-date period, LSPD achieves a -28.82% return, which is significantly lower than IGV's 5.03% return.


LSPD

YTD

-28.82%

1M

16.81%

6M

-37.23%

1Y

-29.70%

5Y*

-9.68%

10Y*

N/A

IGV

YTD

5.03%

1M

21.45%

6M

3.98%

1Y

24.79%

5Y*

15.68%

10Y*

18.11%

*Annualized

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Risk-Adjusted Performance

LSPD vs. IGV — Risk-Adjusted Performance Rank

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

LSPD
The Risk-Adjusted Performance Rank of LSPD is 3232
Overall Rank
The Sharpe Ratio Rank of LSPD is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of LSPD is 3232
Sortino Ratio Rank
The Omega Ratio Rank of LSPD is 3232
Omega Ratio Rank
The Calmar Ratio Rank of LSPD is 4040
Calmar Ratio Rank
The Martin Ratio Rank of LSPD is 3838
Martin Ratio Rank

IGV
The Risk-Adjusted Performance Rank of IGV is 7878
Overall Rank
The Sharpe Ratio Rank of IGV is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of IGV is 8181
Sortino Ratio Rank
The Omega Ratio Rank of IGV is 7878
Omega Ratio Rank
The Calmar Ratio Rank of IGV is 8181
Calmar Ratio Rank
The Martin Ratio Rank of IGV is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LSPD vs. IGV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lightspeed Commerce Inc (LSPD) and iShares Expanded Tech-Software Sector ET (IGV). 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.


The current LSPD Sharpe Ratio is -0.63, which is lower than the IGV Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of LSPD and IGV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

LSPD vs. IGV - Dividend Comparison

Neither LSPD nor IGV has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
LSPD
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%
IGV
iShares Expanded Tech-Software Sector ET
0.00%0.00%0.42%0.01%0.00%0.35%0.02%0.16%0.09%0.82%0.22%0.29%

Drawdowns

LSPD vs. IGV - Drawdown Comparison

The maximum LSPD drawdown since its inception was -93.68%, which is greater than IGV's maximum drawdown of -62.18%. Use the drawdown chart below to compare losses from any high point for LSPD and IGV. For additional features, visit the drawdowns tool.


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Volatility

LSPD vs. IGV - Volatility Comparison

Lightspeed Commerce Inc (LSPD) has a higher volatility of 9.23% compared to iShares Expanded Tech-Software Sector ET (IGV) at 8.16%. This indicates that LSPD's price experiences larger fluctuations and is considered to be riskier than IGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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