LUV vs. VGT

In the year-to-date period, LUV achieves a 0.86% return, which is significantly higher than VGT's -1.91% return. Over the past 10 years, LUV has underperformed VGT with an annualized return of -0.11%, while VGT has yielded a comparatively higher 19.81% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Southwest Airlines Co. (LUV) and Vanguard Information Technology ETF (VGT). 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.

The current LUV Sharpe Ratio is 0.87, which is higher than the VGT Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of LUV and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

LUV's dividend yield for the trailing twelve months is around 2.14%, more than VGT's 0.52% yield.

The maximum LUV drawdown since its inception was -78.23%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for LUV and VGT.

Southwest Airlines Co. (LUV) has a higher volatility of 8.71% compared to Vanguard Information Technology ETF (VGT) at 6.63%. This indicates that LUV's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.