LVMUY vs. ^GSPC
Compare and contrast key facts about LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LVMUY or ^GSPC.
Performance
LVMUY vs. ^GSPC - Performance Comparison
Returns By Period
In the year-to-date period, LVMUY achieves a -24.41% return, which is significantly lower than ^GSPC's 24.05% return. Over the past 10 years, LVMUY has outperformed ^GSPC with an annualized return of 16.45%, while ^GSPC has yielded a comparatively lower 11.13% annualized return.
LVMUY
-24.41%
-8.18%
-25.04%
-19.68%
8.68%
16.45%
^GSPC
24.05%
1.08%
11.50%
30.38%
13.77%
11.13%
Key characteristics
| LVMUY | ^GSPC | |
|---|---|---|
| Sharpe Ratio | -0.71 | 2.46 |
| Sortino Ratio | -0.94 | 3.31 |
| Omega Ratio | 0.89 | 1.46 |
| Calmar Ratio | -0.56 | 3.55 |
| Martin Ratio | -1.20 | 15.76 |
| Ulcer Index | 17.88% | 1.91% |
| Daily Std Dev | 30.10% | 12.23% |
| Max Drawdown | -80.90% | -56.78% |
| Current Drawdown | -37.99% | -1.40% |
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Correlation
The correlation between LVMUY and ^GSPC is 0.47, 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.
Risk-Adjusted Performance
LVMUY vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY) 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
LVMUY vs. ^GSPC - Drawdown Comparison
The maximum LVMUY drawdown since its inception was -80.90%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for LVMUY and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
LVMUY vs. ^GSPC - Volatility Comparison
LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY) has a higher volatility of 9.01% compared to S&P 500 (^GSPC) at 4.07%. This indicates that LVMUY'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.