LVO vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about LiveOne, Inc. (LVO) and S&P 500 Index (^GSPC).

Performance

LVO vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LiveOne, Inc. (LVO) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

LVO vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LVO LiveOne, Inc.	-0.85%	-67.89%	5.76%	116.01%	-49.73%	-60.98%	112.30%	-68.79%	12.50%	-85.33%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	10.23%

Returns By Period

In the year-to-date period, LVO achieves a -0.85% return, which is significantly higher than ^GSPC's -3.95% return.

LVO

• 1D: -8.24%
• 1M: -11.20%
• YTD: -0.85%
• 6M: 9.35%
• 1Y: -33.16%
• 3Y*: -25.68%
• 5Y*: -35.59%
• 10Y*: —

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

LVO vs. ^GSPC — Risk / Return Rank

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

LVO

LVO Risk / Return Rank: 25
LVO Sharpe Ratio Rank: 23
LVO Sortino Ratio Rank: 27
LVO Omega Ratio Rank: 27
LVO Calmar Ratio Rank: 22
LVO Martin Ratio Rank: 26

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LVO vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LiveOne, Inc. (LVO) and S&P 500 Index (^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.

	LVO	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-0.38	0.92	-1.30
Sortino ratio Return per unit of downside risk	-0.05	1.41	-1.46
Omega ratio Gain probability vs. loss probability	0.99	1.21	-0.22
Calmar ratio Return relative to maximum drawdown	-0.56	1.41	-1.98
Martin ratio Return relative to average drawdown	-0.81	6.61	-7.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LVO vs. ^GSPC - Sharpe Ratio Comparison

The current LVO Sharpe Ratio is -0.38, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of LVO 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.

Sharpe Ratios by Period

	LVO	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.38	0.92	-1.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.41	0.61	-1.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.39	0.46	-0.84

Correlation

The correlation between LVO and ^GSPC is 0.25, 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.

Drawdowns

LVO vs. ^GSPC - Drawdown Comparison

The maximum LVO drawdown since its inception was -98.68%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for LVO and ^GSPC.

Drawdown Indicators

	LVO	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-98.68%	-56.78%	-41.90%
Max Drawdown (1Y) Largest decline over 1 year	-58.56%	-12.14%	-46.42%
Max Drawdown (5Y) Largest decline over 5 years	-92.57%	-25.43%	-67.14%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-98.44%	-5.78%	-92.66%
Average Drawdown Average peak-to-trough decline	-90.02%	-10.75%	-79.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	40.83%	2.60%	+38.23%

Volatility

LVO vs. ^GSPC - Volatility Comparison

LiveOne, Inc. (LVO) has a higher volatility of 21.84% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that LVO'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.

Volatility by Period

	LVO	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.84%	5.37%	+16.47%
Volatility (6M) Calculated over the trailing 6-month period	54.43%	9.55%	+44.88%
Volatility (1Y) Calculated over the trailing 1-year period	87.40%	18.33%	+69.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	88.02%	16.90%	+71.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	100.10%	18.05%	+82.05%