LUMN vs. ^GSPC
Compare and contrast key facts about Lumen Technologies, Inc. (LUMN) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LUMN or ^GSPC.
Correlation
The correlation between LUMN and ^GSPC is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
LUMN vs. ^GSPC - Performance Comparison
Key characteristics
LUMN:
1.13
^GSPC:
-0.17
LUMN:
2.87
^GSPC:
-0.11
LUMN:
1.36
^GSPC:
0.98
LUMN:
1.56
^GSPC:
-0.15
LUMN:
4.82
^GSPC:
-0.79
LUMN:
30.76%
^GSPC:
3.36%
LUMN:
131.68%
^GSPC:
15.95%
LUMN:
-95.26%
^GSPC:
-56.78%
LUMN:
-83.07%
^GSPC:
-17.42%
Returns By Period
In the year-to-date period, LUMN achieves a -34.09% return, which is significantly lower than ^GSPC's -13.73% return. Over the past 10 years, LUMN has underperformed ^GSPC with an annualized return of -15.12%, while ^GSPC has yielded a comparatively higher 9.37% annualized return.
LUMN
-34.09%
-27.23%
-47.60%
146.48%
-13.84%
-15.12%
^GSPC
-13.73%
-13.15%
-11.77%
-1.42%
15.35%
9.37%
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Risk-Adjusted Performance
LUMN vs. ^GSPC — Risk-Adjusted Performance Rank
LUMN
^GSPC
LUMN vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lumen Technologies, Inc. (LUMN) and S&P 500 (^GSPC). 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.
Drawdowns
LUMN vs. ^GSPC - Drawdown Comparison
The maximum LUMN drawdown since its inception was -95.26%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for LUMN and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
LUMN vs. ^GSPC - Volatility Comparison
Lumen Technologies, Inc. (LUMN) has a higher volatility of 22.80% compared to S&P 500 (^GSPC) at 9.30%. This indicates that LUMN's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.