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LSRCY vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSRCY vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lasertec Corporation ADR (LSRCY) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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LSRCY vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LSRCY
Lasertec Corporation ADR
15.20%101.43%-63.70%61.60%-47.12%155.72%55.77%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%12.90%

Returns By Period

In the year-to-date period, LSRCY achieves a 15.20% return, which is significantly higher than VOO's -4.42% return.


LSRCY

1D
2.44%
1M
1.25%
YTD
15.20%
6M
59.29%
1Y
155.19%
3Y*
7.88%
5Y*
9.70%
10Y*

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

LSRCY vs. VOO — Risk / Return Rank

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

LSRCY
LSRCY Risk / Return Rank: 9292
Overall Rank
LSRCY Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
LSRCY Sortino Ratio Rank: 9393
Sortino Ratio Rank
LSRCY Omega Ratio Rank: 8989
Omega Ratio Rank
LSRCY Calmar Ratio Rank: 9393
Calmar Ratio Rank
LSRCY Martin Ratio Rank: 9191
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LSRCY vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lasertec Corporation ADR (LSRCY) and Vanguard S&P 500 ETF (VOO). 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.


LSRCYVOODifference

Sharpe ratio

Return per unit of total volatility

2.56

0.98

+1.58

Sortino ratio

Return per unit of downside risk

3.17

1.50

+1.67

Omega ratio

Gain probability vs. loss probability

1.38

1.23

+0.15

Calmar ratio

Return relative to maximum drawdown

5.03

1.53

+3.50

Martin ratio

Return relative to average drawdown

11.55

7.29

+4.26

LSRCY vs. VOO - Sharpe Ratio Comparison

The current LSRCY Sharpe Ratio is 2.56, which is higher than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of LSRCY and VOO, 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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Sharpe Ratios by Period


LSRCYVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.56

0.98

+1.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.70

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.83

-0.44

Correlation

The correlation between LSRCY and VOO is 0.39, 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.


Dividends

LSRCY vs. VOO - Dividend Comparison

LSRCY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20252024202320222021202020192018201720162015
LSRCY
Lasertec Corporation ADR
0.00%0.00%0.83%0.00%0.00%0.22%0.15%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

LSRCY vs. VOO - Drawdown Comparison

The maximum LSRCY drawdown since its inception was -76.00%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LSRCY and VOO.


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Drawdown Indicators


LSRCYVOODifference

Max Drawdown

Largest peak-to-trough decline

-76.00%

-33.99%

-42.01%

Max Drawdown (1Y)

Largest decline over 1 year

-29.99%

-11.98%

-18.01%

Max Drawdown (5Y)

Largest decline over 5 years

-76.00%

-24.52%

-51.48%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-28.83%

-6.29%

-22.54%

Average Drawdown

Average peak-to-trough decline

-37.04%

-3.72%

-33.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.06%

2.52%

+10.54%

Volatility

LSRCY vs. VOO - Volatility Comparison

Lasertec Corporation ADR (LSRCY) has a higher volatility of 17.46% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that LSRCY's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSRCYVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

17.46%

5.29%

+12.17%

Volatility (6M)

Calculated over the trailing 6-month period

44.68%

9.44%

+35.24%

Volatility (1Y)

Calculated over the trailing 1-year period

60.92%

18.10%

+42.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.30%

16.82%

+37.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.99%

17.99%

+36.00%