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:
2.24
^GSPC:
2.06
LUMN:
3.95
^GSPC:
2.74
LUMN:
1.49
^GSPC:
1.38
LUMN:
3.08
^GSPC:
3.13
LUMN:
11.75
^GSPC:
12.84
LUMN:
24.95%
^GSPC:
2.07%
LUMN:
130.77%
^GSPC:
12.87%
LUMN:
-95.26%
^GSPC:
-56.78%
LUMN:
-72.62%
^GSPC:
-1.54%
Returns By Period
In the year-to-date period, LUMN achieves a 6.59% return, which is significantly higher than ^GSPC's 1.96% return. Over the past 10 years, LUMN has underperformed ^GSPC with an annualized return of -11.61%, while ^GSPC has yielded a comparatively higher 11.36% annualized return.
LUMN
6.59%
-2.25%
310.14%
293.06%
-12.67%
-11.61%
^GSPC
1.96%
1.11%
7.77%
23.90%
12.59%
11.36%
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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 13.14% compared to S&P 500 (^GSPC) at 5.07%. 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.