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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

In the year-to-date period, LVO achieves a 27.54% return, which is significantly higher than ^GSPC's 7.86% return.


LVO

1D
-6.67%
1M
14.23%
YTD
27.54%
6M
22.86%
1Y
-28.32%
3Y*
-21.41%
5Y*
-35.25%
10Y*

^GSPC

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
24.32%
3Y*
19.90%
5Y*
11.79%
10Y*
13.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LVO vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LVO
LiveOne, Inc.
27.54%-67.89%5.76%116.01%-49.73%-60.98%112.30%-68.79%12.50%-85.33%
^GSPC
S&P 500 Index
7.86%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%10.23%

Correlation

The correlation between LVO and ^GSPC is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Aug 21, 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: 2828
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: 2424
Calmar Ratio Rank
LVO Martin Ratio Rank: 2929
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 7272
Overall Rank
^GSPC Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7070
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7373
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6767
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8181
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.


LVO^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-2.36

Sortino ratioReturn per unit of downside risk

-2.74

Omega ratioGain probability vs. loss probability

1.00

1.36

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.51

2.69

-3.19

Martin ratioReturn relative to average drawdown

-0.69

12.34

-13.03

LVO vs. ^GSPC - Sharpe Ratio Comparison

The current LVO Sharpe Ratio is -0.35, which is lower than the ^GSPC Sharpe Ratio of 2.01. 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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Sharpe Ratios by Period


LVO^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.35

2.01

-2.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

0.70

-1.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.36

0.47

-0.83

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

-56.24%

-9.10%

-47.14%

Max Drawdown (3Y)

Largest decline over 3 years

-81.50%

-18.90%

-62.60%

Max Drawdown (5Y)

Largest decline over 5 years

-92.51%

-25.43%

-67.08%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-97.99%

-2.97%

-95.02%

Average Drawdown

Average peak-to-trough decline

-90.19%

-10.72%

-79.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.39%

1.97%

+39.42%

Volatility

LVO vs. ^GSPC - Volatility Comparison

LiveOne, Inc. (LVO) has a higher volatility of 24.95% compared to S&P 500 Index (^GSPC) at 3.82%. 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

24.95%

3.82%

+21.13%

Volatility (6M)

Calculated over the trailing 6-month period

55.30%

9.41%

+45.89%

Volatility (1Y)

Calculated over the trailing 1-year period

80.40%

12.20%

+68.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

88.56%

16.93%

+71.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.76%

18.08%

+81.68%

Frequently Asked Questions


LVO and ^GSPC have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LVO has higher volatility (24.95%) compared to ^GSPC (3.82%). In terms of maximum drawdown, LVO dropped -98.68% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (2.01 vs -0.35), 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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