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 -35.25%/yr vs 11.79%/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
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%
LVO vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
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.
| LVO | ^GSPC | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LVO | ^GSPC | Difference | |
|---|---|---|---|
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 | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -97.99% | -2.97% | -95.02% |
Average DrawdownAverage peak-to-trough decline | -90.19% | -10.72% | -79.47% |
Ulcer IndexDepth 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 | ^GSPC | Difference | |
|---|---|---|---|
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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