PortfoliosLab logoPortfoliosLab logo
LST vs. LOGO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LST vs. LOGO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leuthold Select Industries ETF (LST) and Alpha Brands Consumption Leaders ETF (LOGO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LST achieves a 17.68% return, which is significantly higher than LOGO's 0.33% return.


LST

1D
0.75%
1M
6.85%
YTD
17.68%
6M
18.76%
1Y
36.12%
3Y*
5Y*
10Y*

LOGO

1D
5.13%
1M
2.53%
YTD
0.33%
6M
-0.33%
1Y
4.09%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LST vs. LOGO - Yearly Performance Comparison


Correlation

The correlation between LST and LOGO is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.68

Correlation (All Time)
Calculated using the full available price history since May 29, 2025

0.68

The correlation between LST and LOGO has been stable across timeframes, ranging from 0.68 to 0.68 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

LST vs. LOGO — Risk / Return Rank

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

LST
LST Risk / Return Rank: 7676
Overall Rank
LST Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
LST Sortino Ratio Rank: 8080
Sortino Ratio Rank
LST Omega Ratio Rank: 7777
Omega Ratio Rank
LST Calmar Ratio Rank: 6969
Calmar Ratio Rank
LST Martin Ratio Rank: 7474
Martin Ratio Rank

LOGO
LOGO Risk / Return Rank: 1212
Overall Rank
LOGO Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
LOGO Sortino Ratio Rank: 1313
Sortino Ratio Rank
LOGO Omega Ratio Rank: 1313
Omega Ratio Rank
LOGO Calmar Ratio Rank: 1212
Calmar Ratio Rank
LOGO Martin Ratio Rank: 1212
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.

LST vs. LOGO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leuthold Select Industries ETF (LST) and Alpha Brands Consumption Leaders ETF (LOGO). 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.


LSTLOGODifference
Sharpe ratioReturn per unit of total volatility

+2.27

Sortino ratioReturn per unit of downside risk

+3.05

Omega ratioGain probability vs. loss probability

1.45

1.06

+0.39

Calmar ratioReturn relative to maximum drawdown

3.35

0.22

+3.12

Martin ratioReturn relative to average drawdown

13.88

0.56

+13.32

LST vs. LOGO - Sharpe Ratio Comparison

The current LST Sharpe Ratio is 2.53, which is higher than the LOGO Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of LST and LOGO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


LSTLOGODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.53

0.26

+2.27

Sharpe Ratio (All Time)

Calculated using the full available price history

1.42

0.36

+1.06

Drawdowns

LST vs. LOGO - Drawdown Comparison

The maximum LST drawdown since its inception was -19.47%, which is greater than LOGO's maximum drawdown of -18.34%. Use the drawdown chart below to compare losses from any high point for LST and LOGO.


Loading charts...

Drawdown Indicators


LSTLOGODifference

Max Drawdown

Largest peak-to-trough decline

-19.47%

-18.34%

-1.13%

Max Drawdown (1Y)

Largest decline over 1 year

-10.85%

-18.34%

+7.49%

Current Drawdown

Current decline from peak

0.00%

-6.48%

+6.48%

Average Drawdown

Average peak-to-trough decline

-2.91%

-5.76%

+2.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

7.37%

-4.76%

Volatility

LST vs. LOGO - Volatility Comparison

The current volatility for Leuthold Select Industries ETF (LST) is 4.02%, while Alpha Brands Consumption Leaders ETF (LOGO) has a volatility of 8.32%. This indicates that LST experiences smaller price fluctuations and is considered to be less risky than LOGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LSTLOGODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

8.32%

-4.30%

Volatility (6M)

Calculated over the trailing 6-month period

11.73%

12.93%

-1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

14.34%

15.77%

-1.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.92%

15.68%

+2.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.92%

15.68%

+2.24%

LST vs. LOGO - Expense Ratio Comparison

LST has a 0.65% expense ratio, which is lower than LOGO's 0.69% expense ratio.


Dividends

LST vs. LOGO - Dividend Comparison

LST's dividend yield for the trailing twelve months is around 1.14%, while LOGO has not paid dividends to shareholders.


Frequently Asked Questions


LST and LOGO have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LOGO has higher volatility (8.32%) compared to LST (4.02%). In terms of maximum drawdown, LST dropped -19.47% vs LOGO's -18.34%.

On 1-year performance, LST leads with 36.12% vs 4.09% for LOGO. On fees, LST is cheaper at 0.65% per year. On volatility, LST has been the lower-risk option at 4.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, LST has performed better with a 36.12% return vs 4.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LST is cheaper with a 0.65% expense ratio, compared with 0.69% for LOGO.

LST has the higher dividend yield at 1.14%, compared with 0.00% for LOGO.

They also come from different issuers: Leuthold Group and Alpha Brands. Their fees differ too: 0.65% for LST and 0.69% for LOGO.

LST currently has the higher Sharpe Ratio (2.53 vs 0.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for LST and LOGO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer