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LTH vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LTH and SPY is 0.51, 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

LTH vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Life Time Group Holdings, Inc. (LTH) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
31.05%
9.29%
LTH
SPY

Key characteristics

Sharpe Ratio

LTH:

4.09

SPY:

1.88

Sortino Ratio

LTH:

4.50

SPY:

2.53

Omega Ratio

LTH:

1.58

SPY:

1.35

Calmar Ratio

LTH:

3.29

SPY:

2.83

Martin Ratio

LTH:

25.54

SPY:

11.74

Ulcer Index

LTH:

5.93%

SPY:

2.02%

Daily Std Dev

LTH:

37.01%

SPY:

12.64%

Max Drawdown

LTH:

-58.36%

SPY:

-55.19%

Current Drawdown

LTH:

-1.93%

SPY:

-0.42%

Returns By Period

In the year-to-date period, LTH achieves a 47.33% return, which is significantly higher than SPY's 4.15% return.


LTH

YTD

47.33%

1M

15.16%

6M

38.09%

1Y

161.35%

5Y*

N/A

10Y*

N/A

SPY

YTD

4.15%

1M

1.22%

6M

10.44%

1Y

24.34%

5Y*

14.62%

10Y*

13.18%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

LTH vs. SPY — Risk-Adjusted Performance Rank

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

LTH
The Risk-Adjusted Performance Rank of LTH is 9797
Overall Rank
The Sharpe Ratio Rank of LTH is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of LTH is 9797
Sortino Ratio Rank
The Omega Ratio Rank of LTH is 9696
Omega Ratio Rank
The Calmar Ratio Rank of LTH is 9595
Calmar Ratio Rank
The Martin Ratio Rank of LTH is 9898
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 7878
Overall Rank
The Sharpe Ratio Rank of SPY is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7575
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 7878
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7979
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8282
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.

LTH vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Life Time Group Holdings, Inc. (LTH) and SPDR S&P 500 ETF (SPY). 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 LTH, currently valued at 4.09, compared to the broader market-2.000.002.004.091.88
The chart of Sortino ratio for LTH, currently valued at 4.50, compared to the broader market-4.00-2.000.002.004.006.004.502.53
The chart of Omega ratio for LTH, currently valued at 1.58, compared to the broader market0.501.001.502.001.581.35
The chart of Calmar ratio for LTH, currently valued at 3.29, compared to the broader market0.002.004.006.003.292.83
The chart of Martin ratio for LTH, currently valued at 25.54, compared to the broader market-10.000.0010.0020.0030.0025.5411.74
LTH
SPY

The current LTH Sharpe Ratio is 4.09, which is higher than the SPY Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of LTH and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.00SeptemberOctoberNovemberDecember2025February
4.09
1.88
LTH
SPY

Dividends

LTH vs. SPY - Dividend Comparison

LTH has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.16%.


TTM20242023202220212020201920182017201620152014
LTH
Life Time Group Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.16%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

LTH vs. SPY - Drawdown Comparison

The maximum LTH drawdown since its inception was -58.36%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for LTH and SPY. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.93%
-0.42%
LTH
SPY

Volatility

LTH vs. SPY - Volatility Comparison

Life Time Group Holdings, Inc. (LTH) has a higher volatility of 6.57% compared to SPDR S&P 500 ETF (SPY) at 2.93%. This indicates that LTH's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
6.57%
2.93%
LTH
SPY
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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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