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LVMUY vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.5

Performance

LVMUY vs. ^GSPC - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,515.73%
562.10%
LVMUY
^GSPC

Key characteristics

Sharpe Ratio

LVMUY:

-0.58

^GSPC:

2.10

Sortino Ratio

LVMUY:

-0.70

^GSPC:

2.80

Omega Ratio

LVMUY:

0.92

^GSPC:

1.39

Calmar Ratio

LVMUY:

-0.46

^GSPC:

3.09

Martin Ratio

LVMUY:

-0.88

^GSPC:

13.49

Ulcer Index

LVMUY:

20.00%

^GSPC:

1.94%

Daily Std Dev

LVMUY:

30.55%

^GSPC:

12.52%

Max Drawdown

LVMUY:

-80.90%

^GSPC:

-56.78%

Current Drawdown

LVMUY:

-32.79%

^GSPC:

-2.62%

Returns By Period

In the year-to-date period, LVMUY achieves a -18.08% return, which is significantly lower than ^GSPC's 24.34% return. Over the past 10 years, LVMUY has outperformed ^GSPC with an annualized return of 17.52%, while ^GSPC has yielded a comparatively lower 11.06% annualized return.


LVMUY

YTD

-18.08%

1M

8.38%

6M

-14.06%

1Y

-18.97%

5Y*

9.41%

10Y*

17.52%

^GSPC

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Compare stocks, funds, or ETFs

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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.


Sharpe ratio
The chart of Sharpe ratio for LVMUY, currently valued at -0.58, compared to the broader market-4.00-2.000.002.00-0.582.10
The chart of Sortino ratio for LVMUY, currently valued at -0.70, compared to the broader market-4.00-2.000.002.004.00-0.702.80
The chart of Omega ratio for LVMUY, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.39
The chart of Calmar ratio for LVMUY, currently valued at -0.46, compared to the broader market0.002.004.006.00-0.463.09
The chart of Martin ratio for LVMUY, currently valued at -0.88, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.8813.49
LVMUY
^GSPC

The current LVMUY Sharpe Ratio is -0.58, which is lower than the ^GSPC Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of LVMUY and ^GSPC, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.58
2.10
LVMUY
^GSPC

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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-32.79%
-2.62%
LVMUY
^GSPC

Volatility

LVMUY vs. ^GSPC - Volatility Comparison

LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY) has a higher volatility of 8.01% compared to S&P 500 (^GSPC) at 3.79%. 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.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
8.01%
3.79%
LVMUY
^GSPC
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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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