PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LTHM vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


LTHMVOO

Correlation

-0.50.00.51.00.5

The correlation between LTHM and VOO is 0.49, 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.

Performance

LTHM vs. VOO - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
9.27%
24.74%
LTHM
VOO

Compare stocks, funds, or ETFs

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


Livent Corporation

Vanguard S&P 500 ETF

Risk-Adjusted Performance

LTHM vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Livent Corporation (LTHM) 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.


LTHM
Sharpe ratio
The chart of Sharpe ratio for LTHM, currently valued at -0.53, compared to the broader market-2.00-1.000.001.002.003.004.00-0.53
Sortino ratio
The chart of Sortino ratio for LTHM, currently valued at -0.55, compared to the broader market-4.00-2.000.002.004.006.00-0.55
Omega ratio
The chart of Omega ratio for LTHM, currently valued at 0.93, compared to the broader market0.501.001.500.93
Calmar ratio
The chart of Calmar ratio for LTHM, currently valued at -0.36, compared to the broader market0.002.004.006.00-0.36
Martin ratio
The chart of Martin ratio for LTHM, currently valued at -0.64, compared to the broader market0.0010.0020.0030.00-0.64
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.36, compared to the broader market-2.00-1.000.001.002.003.004.002.36
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.40, compared to the broader market-4.00-2.000.002.004.006.003.40
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.41, compared to the broader market0.501.001.501.41
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.05, compared to the broader market0.002.004.006.002.05
Martin ratio
The chart of Martin ratio for VOO, currently valued at 9.64, compared to the broader market0.0010.0020.0030.009.64

LTHM vs. VOO - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.53
2.36
LTHM
VOO

Dividends

LTHM vs. VOO - Dividend Comparison

LTHM has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.37%.


TTM20232022202120202019201820172016201520142013
LTHM
Livent Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.37%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

LTHM vs. VOO - Drawdown Comparison


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-52.90%
-2.94%
LTHM
VOO

Volatility

LTHM vs. VOO - Volatility Comparison

The current volatility for Livent Corporation (LTHM) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.60%. This indicates that LTHM 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%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril0
3.60%
LTHM
VOO