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LVO vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

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.

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

LVO vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

LVO
LVO Risk / Return Rank: 2626
Overall Rank
LVO Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
LVO Sortino Ratio Rank: 3030
Sortino Ratio Rank
LVO Omega Ratio Rank: 3030
Omega Ratio Rank
LVO Calmar Ratio Rank: 2020
Calmar Ratio Rank
LVO Martin Ratio Rank: 2525
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 7777
Overall Rank
^GSPC Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7676
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 8080
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7070
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8484
Martin Ratio Rank
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.

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^GSPCDifference
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

LVO vs. ^GSPC - Sharpe Ratio Comparison

The current LVO Sharpe Ratio is -0.41, which is lower than the ^GSPC Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of LVO and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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^GSPCDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-98.26%

-0.45%

-97.81%

Average Drawdown

Average peak-to-trough decline

-90.23%

-10.71%

-79.52%

Ulcer Index

Depth 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^GSPCDifference

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.

Portfolio Optimizer

Find the right allocation for LVO and ^GSPC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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