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:
1.95
^GSPC:
2.10
LUMN:
3.68
^GSPC:
2.80
LUMN:
1.45
^GSPC:
1.39
LUMN:
2.70
^GSPC:
3.09
LUMN:
10.41
^GSPC:
13.49
LUMN:
24.66%
^GSPC:
1.94%
LUMN:
131.40%
^GSPC:
12.52%
LUMN:
-95.26%
^GSPC:
-56.78%
LUMN:
-71.36%
^GSPC:
-2.62%
Returns By Period
In the year-to-date period, LUMN achieves a 223.50% return, which is significantly higher than ^GSPC's 24.34% return. Over the past 10 years, LUMN has underperformed ^GSPC with an annualized return of -11.55%, while ^GSPC has yielded a comparatively higher 11.06% annualized return.
LUMN
223.50%
-21.59%
453.27%
240.23%
-10.77%
-11.55%
^GSPC
24.34%
0.23%
8.53%
24.95%
13.01%
11.06%
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Risk-Adjusted Performance
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 17.18% compared to S&P 500 (^GSPC) at 3.79%. 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.