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LVMUY vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LVMUY and VOO is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

LVMUY vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-5.75%
8.46%
LVMUY
VOO

Key characteristics

Sharpe Ratio

LVMUY:

0.07

VOO:

2.21

Sortino Ratio

LVMUY:

0.36

VOO:

2.92

Omega Ratio

LVMUY:

1.04

VOO:

1.41

Calmar Ratio

LVMUY:

0.06

VOO:

3.34

Martin Ratio

LVMUY:

0.11

VOO:

14.07

Ulcer Index

LVMUY:

21.22%

VOO:

2.01%

Daily Std Dev

LVMUY:

32.16%

VOO:

12.80%

Max Drawdown

LVMUY:

-80.90%

VOO:

-33.99%

Current Drawdown

LVMUY:

-26.87%

VOO:

-1.36%

Returns By Period

In the year-to-date period, LVMUY achieves a 8.72% return, which is significantly higher than VOO's 1.98% return. Over the past 10 years, LVMUY has outperformed VOO with an annualized return of 18.45%, while VOO has yielded a comparatively lower 13.37% annualized return.


LVMUY

YTD

8.72%

1M

8.81%

6M

-5.75%

1Y

-0.03%

5Y*

10.68%

10Y*

18.45%

VOO

YTD

1.98%

1M

1.13%

6M

8.46%

1Y

25.58%

5Y*

14.35%

10Y*

13.37%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LVMUY vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LVMUY
The Risk-Adjusted Performance Rank of LVMUY is 4545
Overall Rank
The Sharpe Ratio Rank of LVMUY is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of LVMUY is 4242
Sortino Ratio Rank
The Omega Ratio Rank of LVMUY is 4141
Omega Ratio Rank
The Calmar Ratio Rank of LVMUY is 4848
Calmar Ratio Rank
The Martin Ratio Rank of LVMUY is 4646
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LVMUY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for LVMUY, currently valued at 0.07, compared to the broader market-2.000.002.004.000.072.21
The chart of Sortino ratio for LVMUY, currently valued at 0.36, compared to the broader market-4.00-2.000.002.004.000.362.92
The chart of Omega ratio for LVMUY, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.41
The chart of Calmar ratio for LVMUY, currently valued at 0.06, compared to the broader market0.002.004.006.000.063.34
The chart of Martin ratio for LVMUY, currently valued at 0.11, compared to the broader market-10.000.0010.0020.0030.000.1114.07
LVMUY
VOO

The current LVMUY Sharpe Ratio is 0.07, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of LVMUY and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.07
2.21
LVMUY
VOO

Dividends

LVMUY vs. VOO - Dividend Comparison

LVMUY's dividend yield for the trailing twelve months is around 1.97%, more than VOO's 1.22% yield.


TTM20242023202220212020201920182017201620152014
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
1.97%2.14%1.65%1.78%0.99%1.64%1.49%2.21%1.60%2.10%12.91%2.40%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

LVMUY vs. VOO - Drawdown Comparison

The maximum LVMUY drawdown since its inception was -80.90%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LVMUY and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-26.87%
-1.36%
LVMUY
VOO

Volatility

LVMUY vs. VOO - Volatility Comparison

LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY) has a higher volatility of 12.21% compared to Vanguard S&P 500 ETF (VOO) at 5.05%. This indicates that LVMUY's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
12.21%
5.05%
LVMUY
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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