LTC vs. OEF
LTC (LTC Properties, Inc.) is a stock, while OEF (iShares S&P 100 ETF) is Large Cap Blend Equities fund tracking the S&P 100 Index. Over the past 10 years, LTC returned 2.89%/yr vs 16.71%/yr for OEF. At a 0.40 correlation, their price movements are largely independent.
Performance
LTC vs. OEF - Performance Comparison
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Returns By Period
In the year-to-date period, LTC achieves a 4.55% return, which is significantly lower than OEF's 9.51% return. Over the past 10 years, LTC has underperformed OEF with an annualized return of 2.89%, while OEF has yielded a comparatively higher 16.71% annualized return.
LTC
- 1D
- -2.45%
- 1M
- -7.84%
- YTD
- 4.55%
- 6M
- 1.42%
- 1Y
- 6.43%
- 3Y*
- 8.96%
- 5Y*
- 4.44%
- 10Y*
- 2.89%
OEF
- 1D
- -0.87%
- 1M
- 5.44%
- YTD
- 9.51%
- 6M
- 9.34%
- 1Y
- 29.54%
- 3Y*
- 24.53%
- 5Y*
- 15.70%
- 10Y*
- 16.71%
LTC vs. OEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LTC LTC Properties, Inc. | 4.55% | 6.17% | 14.94% | -3.25% | 10.52% | -6.77% | -7.56% | 12.79% | 1.12% | -2.74% |
OEF iShares S&P 100 ETF | 9.51% | 19.80% | 30.74% | 32.71% | -21.03% | 29.18% | 21.21% | 31.87% | -4.16% | 21.82% |
Correlation
The correlation between LTC and OEF is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Oct 30, 2000 | 0.40 |
The correlation between LTC and OEF shifts across timeframes, from -0.04 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LTC vs. OEF — Risk / Return Rank
LTC
OEF
LTC vs. OEF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LTC Properties, Inc. (LTC) and iShares S&P 100 ETF (OEF). 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.
| LTC | OEF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.97 | ||
| Sortino ratioReturn per unit of downside risk | -2.56 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.42 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 2.68 | -2.14 |
| Martin ratioReturn relative to average drawdown | 1.75 | 11.29 | -9.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LTC | OEF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.37 | 2.33 | -1.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.89 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.91 | -0.80 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.45 | -0.09 |
Drawdowns
LTC vs. OEF - Drawdown Comparison
The maximum LTC drawdown since its inception was -80.13%, which is greater than OEF's maximum drawdown of -54.11%. Use the drawdown chart below to compare losses from any high point for LTC and OEF.
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Drawdown Indicators
| LTC | OEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.13% | -54.11% | -26.02% |
Max Drawdown (1Y)Largest decline over 1 year | -11.82% | -11.06% | -0.76% |
Max Drawdown (3Y)Largest decline over 3 years | -14.50% | -19.80% | +5.30% |
Max Drawdown (5Y)Largest decline over 5 years | -27.80% | -26.47% | -1.33% |
Max Drawdown (10Y)Largest decline over 10 years | -51.41% | -31.44% | -19.97% |
Current DrawdownCurrent decline from peak | -11.82% | -0.94% | -10.88% |
Average DrawdownAverage peak-to-trough decline | -15.97% | -11.76% | -4.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 2.62% | +1.06% |
Volatility
LTC vs. OEF - Volatility Comparison
LTC Properties, Inc. (LTC) has a higher volatility of 5.54% compared to iShares S&P 100 ETF (OEF) at 3.14%. This indicates that LTC's price experiences larger fluctuations and is considered to be riskier than OEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LTC | OEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.54% | 3.14% | +2.40% |
Volatility (6M)Calculated over the trailing 6-month period | 14.04% | 9.48% | +4.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.64% | 12.73% | +4.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.86% | 17.69% | +3.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.07% | 18.44% | +8.63% |
Dividends
LTC vs. OEF - Dividend Comparison
LTC's dividend yield for the trailing twelve months is around 6.50%, more than OEF's 0.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LTC LTC Properties, Inc. | 6.50% | 6.63% | 6.60% | 7.10% | 6.42% | 6.68% | 5.86% | 5.09% | 5.47% | 5.24% | 4.66% | 4.80% |
OEF iShares S&P 100 ETF | 0.83% | 0.81% | 1.03% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% |
Frequently Asked Questions
LTC and OEF have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LTC has higher volatility (5.54%) compared to OEF (3.14%). In terms of maximum drawdown, LTC dropped -80.13% vs OEF's -54.11%.
OEF currently has the higher Sharpe Ratio (2.33 vs 0.37), 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.
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