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LSXMK vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LSXMK and VOO is 0.52, 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.


-0.50.00.51.00.5

Performance

LSXMK vs. VOO - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-4.95%
3.78%
LSXMK
VOO

Key characteristics

Returns By Period


LSXMK

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VOO

YTD

-0.66%

1M

-3.35%

6M

3.78%

1Y

23.82%

5Y*

13.79%

10Y*

13.26%

*Annualized

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Risk-Adjusted Performance

LSXMK vs. VOO — Risk-Adjusted Performance Rank

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

LSXMK
The Risk-Adjusted Performance Rank of LSXMK is 3232
Overall Rank
The Sharpe Ratio Rank of LSXMK is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of LSXMK is 2727
Sortino Ratio Rank
The Omega Ratio Rank of LSXMK is 2727
Omega Ratio Rank
The Calmar Ratio Rank of LSXMK is 3636
Calmar Ratio Rank
The Martin Ratio Rank of LSXMK is 3636
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8282
Overall Rank
The Sharpe Ratio Rank of VOO is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8484
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.

LSXMK vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Liberty SiriusXM Group (LSXMK) 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.


Sharpe ratio
The chart of Sharpe ratio for LSXMK, currently valued at -1.13, compared to the broader market-2.000.002.00-1.131.88
The chart of Sortino ratio for LSXMK, currently valued at -1.53, compared to the broader market-4.00-2.000.002.004.00-1.532.52
The chart of Omega ratio for LSXMK, currently valued at 0.78, compared to the broader market0.501.001.502.000.781.35
The chart of Calmar ratio for LSXMK, currently valued at -0.49, compared to the broader market0.002.004.006.00-0.492.83
The chart of Martin ratio for LSXMK, currently valued at -1.05, compared to the broader market0.0010.0020.00-1.0511.96
LSXMK
VOO


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-1.13
1.88
LSXMK
VOO

Dividends

LSXMK vs. VOO - Dividend Comparison

LSXMK has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.25%.


TTM20242023202220212020201920182017201620152014
LSXMK
The Liberty SiriusXM Group
0.00%0.00%0.00%0.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.25%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

LSXMK vs. VOO - Drawdown Comparison


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-47.90%
-3.91%
LSXMK
VOO

Volatility

LSXMK vs. VOO - Volatility Comparison

The current volatility for The Liberty SiriusXM Group (LSXMK) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.56%. This indicates that LSXMK experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember20250
4.56%
LSXMK
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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