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
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Key characteristics
LUMN:
1.79
^GSPC:
0.61
LUMN:
3.49
^GSPC:
1.03
LUMN:
1.43
^GSPC:
1.15
LUMN:
2.56
^GSPC:
0.67
LUMN:
6.70
^GSPC:
2.57
LUMN:
36.40%
^GSPC:
4.93%
LUMN:
133.69%
^GSPC:
19.67%
LUMN:
-95.26%
^GSPC:
-56.78%
LUMN:
-78.71%
^GSPC:
-4.88%
Returns By Period
In the year-to-date period, LUMN achieves a -17.14% return, which is significantly lower than ^GSPC's -0.64% return. Over the past 10 years, LUMN has underperformed ^GSPC with an annualized return of -12.95%, while ^GSPC has yielded a comparatively higher 10.69% annualized return.
LUMN
-17.14%
27.17%
-56.52%
235.88%
-9.96%
-12.95%
^GSPC
-0.64%
8.97%
-2.62%
11.90%
15.76%
10.69%
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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.
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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.
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Volatility
LUMN vs. ^GSPC - Volatility Comparison
Lumen Technologies, Inc. (LUMN) has a higher volatility of 18.61% compared to S&P 500 (^GSPC) at 6.29%. 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.
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