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:
1.34
^GSPC:
0.25
LUMN:
3.12
^GSPC:
0.41
LUMN:
1.39
^GSPC:
1.06
LUMN:
1.84
^GSPC:
0.30
LUMN:
5.75
^GSPC:
1.15
LUMN:
30.48%
^GSPC:
3.18%
LUMN:
131.04%
^GSPC:
14.78%
LUMN:
-95.26%
^GSPC:
-56.78%
LUMN:
-80.55%
^GSPC:
-12.17%
Returns By Period
In the year-to-date period, LUMN achieves a -24.29% return, which is significantly lower than ^GSPC's -8.25% return. Over the past 10 years, LUMN has underperformed ^GSPC with an annualized return of -13.95%, while ^GSPC has yielded a comparatively higher 10.02% annualized return.
LUMN
-24.29%
-16.08%
-40.27%
185.11%
-11.42%
-13.95%
^GSPC
-8.25%
-6.60%
-5.32%
3.55%
16.80%
10.02%
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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 18.97% compared to S&P 500 (^GSPC) at 7.38%. 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.