LVO vs. ^GSPC
LVO (LiveOne, Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, LVO returned -34.14%/yr vs 11.63%/yr for ^GSPC. At a 0.25 correlation, their price movements are largely independent.
Performance
LVO vs. ^GSPC - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with LVO having a 10.81% return and ^GSPC slightly lower at 10.66%.
LVO
- 1D
- 0.19%
- 1M
- -16.45%
- 6M
- 27.25%
- YTD
- 10.81%
- 1Y
- -30.77%
- 3Y*
- -32.36%
- 5Y*
- -34.14%
- 10Y*
- —
^GSPC
- 1D
- 0.42%
- 1M
- 1.94%
- 6M
- 8.74%
- YTD
- 10.66%
- 1Y
- 21.02%
- 3Y*
- 19.50%
- 5Y*
- 11.63%
- 10Y*
- 13.41%
LVO vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LVO LiveOne, Inc. | 10.81% | -67.89% | 5.76% | 116.01% | -49.73% | -60.98% | 112.30% | -68.79% | 12.50% | -85.33% |
^GSPC S&P 500 Index | 10.66% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 10.02% |
Correlation
The correlation between LVO and ^GSPC is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2017 | 0.25 |
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Return for Risk
LVO vs. ^GSPC — Risk / Return Rank
LVO
^GSPC
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LVO | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.06 | ||
| Sortino ratioReturn per unit of downside risk | -2.44 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.30 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | 2.28 | -2.94 |
| Martin ratioReturn relative to average drawdown | -0.96 | 9.88 | -10.84 |
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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.
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Drawdown Indicators
| LVO | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.68% | -56.78% | -41.90% |
Max Drawdown (1Y)Largest decline over 1 year | -48.78% | -9.10% | -39.68% |
Max Drawdown (3Y)Largest decline over 3 years | -81.50% | -18.90% | -62.60% |
Max Drawdown (5Y)Largest decline over 5 years | -89.95% | -25.43% | -64.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -98.26% | -0.45% | -97.81% |
Average DrawdownAverage peak-to-trough decline | -90.23% | -10.71% | -79.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.48% | 2.09% | +31.39% |
Volatility
LVO vs. ^GSPC - Volatility Comparison
LiveOne, Inc. (LVO) has a higher volatility of 25.07% compared to S&P 500 Index (^GSPC) at 4.25%. 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.
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Volatility by Period
| LVO | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.07% | 4.25% | +20.82% |
Volatility (6M)Calculated over the trailing 6-month period | 56.73% | 9.96% | +46.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 78.72% | 12.52% | +66.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 89.03% | 17.00% | +72.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.60% | 18.05% | +81.55% |
Frequently Asked Questions
LVO and ^GSPC have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LVO has higher volatility (25.07%) compared to ^GSPC (4.25%). In terms of maximum drawdown, LVO dropped -98.68% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.65 vs -0.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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