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LTRN vs. ROKT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LTRN vs. ROKT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lantern Pharma Inc. (LTRN) and SPDR S&P Kensho Final Frontiers ETF (ROKT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LTRN achieves a 28.05% return, which is significantly lower than ROKT's 35.59% return.


LTRN

1D
2.37%
1M
10.86%
YTD
28.05%
6M
7.78%
1Y
22.01%
3Y*
-8.83%
5Y*
-23.69%
10Y*

ROKT

1D
-1.94%
1M
-8.05%
YTD
35.59%
6M
31.63%
1Y
88.44%
3Y*
40.42%
5Y*
22.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LTRN vs. ROKT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LTRN
Lantern Pharma Inc.
28.05%-5.02%-25.47%-29.14%-24.31%-58.55%30.07%
ROKT
SPDR S&P Kensho Final Frontiers ETF
35.59%50.56%27.89%14.41%-0.81%4.63%19.15%

Correlation

The correlation between LTRN and ROKT is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Jun 11, 2020

0.28

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Return for Risk

LTRN vs. ROKT — Risk / Return Rank

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

LTRN
LTRN Risk / Return Rank: 5353
Overall Rank
LTRN Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
LTRN Sortino Ratio Rank: 5757
Sortino Ratio Rank
LTRN Omega Ratio Rank: 5858
Omega Ratio Rank
LTRN Calmar Ratio Rank: 4949
Calmar Ratio Rank
LTRN Martin Ratio Rank: 4949
Martin Ratio Rank

ROKT
ROKT Risk / Return Rank: 8686
Overall Rank
ROKT Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ROKT Sortino Ratio Rank: 8282
Sortino Ratio Rank
ROKT Omega Ratio Rank: 7777
Omega Ratio Rank
ROKT Calmar Ratio Rank: 9292
Calmar Ratio Rank
ROKT Martin Ratio Rank: 9292
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.

LTRN vs. ROKT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lantern Pharma Inc. (LTRN) and SPDR S&P Kensho Final Frontiers ETF (ROKT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LTRNROKTDifference
Sharpe ratioReturn per unit of total volatility

-2.63

Sortino ratioReturn per unit of downside risk

-2.42

Omega ratioGain probability vs. loss probability

1.15

1.44

-0.29

Calmar ratioReturn relative to maximum drawdown

0.28

5.68

-5.40

Martin ratioReturn relative to average drawdown

0.59

21.13

-20.54

LTRN vs. ROKT - Sharpe Ratio Comparison

The current LTRN Sharpe Ratio is 0.23, which is lower than the ROKT Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of LTRN and ROKT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LTRN vs. ROKT - Drawdown Comparison

The maximum LTRN drawdown since its inception was -94.89%, which is greater than ROKT's maximum drawdown of -43.16%. Use the drawdown chart below to compare losses from any high point for LTRN and ROKT.


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Drawdown Indicators


LTRNROKTDifference

Max Drawdown

Largest peak-to-trough decline

-94.89%

-43.16%

-51.73%

Max Drawdown (1Y)

Largest decline over 1 year

-78.95%

-15.64%

-63.31%

Max Drawdown (3Y)

Largest decline over 3 years

-89.48%

-23.46%

-66.02%

Max Drawdown (5Y)

Largest decline over 5 years

-92.66%

-23.46%

-69.20%

Current Drawdown

Current decline from peak

-82.30%

-15.64%

-66.66%

Average Drawdown

Average peak-to-trough decline

-66.29%

-6.79%

-59.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.57%

4.20%

+33.37%

Volatility

LTRN vs. ROKT - Volatility Comparison

Lantern Pharma Inc. (LTRN) has a higher volatility of 22.47% compared to SPDR S&P Kensho Final Frontiers ETF (ROKT) at 15.53%. This indicates that LTRN's price experiences larger fluctuations and is considered to be riskier than ROKT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LTRNROKTDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.47%

15.53%

+6.94%

Volatility (6M)

Calculated over the trailing 6-month period

90.44%

26.89%

+63.55%

Volatility (1Y)

Calculated over the trailing 1-year period

98.04%

31.22%

+66.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.61%

23.36%

+62.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

85.12%

25.41%

+59.71%

Dividends

LTRN vs. ROKT - Dividend Comparison

LTRN has not paid dividends to shareholders, while ROKT's dividend yield for the trailing twelve months is around 0.33%.


PositionTTM20252024202320222021202020192018
LTRN
Lantern Pharma Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ROKT
SPDR S&P Kensho Final Frontiers ETF
0.33%0.41%0.57%0.62%0.54%1.79%0.48%0.74%0.16%

Frequently Asked Questions


LTRN and ROKT have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LTRN has higher volatility (22.47%) compared to ROKT (15.53%). In terms of maximum drawdown, LTRN dropped -94.89% vs ROKT's -43.16%.

ROKT currently has the higher Sharpe Ratio (2.85 vs 0.23), 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

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