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

Correlation

The correlation between LSPD and ^GSPC 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. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lightspeed Commerce Inc (LSPD) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

LSPD:

-0.63

^GSPC:

0.64

Sortino Ratio

LSPD:

-0.12

^GSPC:

1.09

Omega Ratio

LSPD:

0.98

^GSPC:

1.16

Calmar Ratio

LSPD:

-0.15

^GSPC:

0.72

Martin Ratio

LSPD:

-0.56

^GSPC:

2.74

Ulcer Index

LSPD:

25.74%

^GSPC:

4.95%

Daily Std Dev

LSPD:

48.57%

^GSPC:

19.62%

Max Drawdown

LSPD:

-93.68%

^GSPC:

-56.78%

Current Drawdown

LSPD:

-91.29%

^GSPC:

-3.02%

Returns By Period

In the year-to-date period, LSPD achieves a -28.82% return, which is significantly lower than ^GSPC's 1.30% return.


LSPD

YTD

-28.82%

1M

16.81%

6M

-37.23%

1Y

-29.70%

5Y*

-8.08%

10Y*

N/A

^GSPC

YTD

1.30%

1M

12.79%

6M

1.49%

1Y

12.35%

5Y*

15.12%

10Y*

10.89%

*Annualized

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Risk-Adjusted Performance

LSPD vs. ^GSPC — 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 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of LSPD is 3131
Sortino Ratio Rank
The Omega Ratio Rank of LSPD is 3131
Omega Ratio Rank
The Calmar Ratio Rank of LSPD is 4141
Calmar Ratio Rank
The Martin Ratio Rank of LSPD is 3939
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 7373
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6868
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 7676
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7878
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. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lightspeed Commerce Inc (LSPD) 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.


The current LSPD Sharpe Ratio is -0.63, which is lower than the ^GSPC Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of LSPD 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.


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Drawdowns

LSPD vs. ^GSPC - Drawdown Comparison

The maximum LSPD drawdown since its inception was -93.68%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for LSPD and ^GSPC. For additional features, visit the drawdowns tool.


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Volatility

LSPD vs. ^GSPC - Volatility Comparison

Lightspeed Commerce Inc (LSPD) has a higher volatility of 9.23% compared to S&P 500 (^GSPC) at 5.42%. This indicates that LSPD'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.


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