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LVO vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between LVO and ^GSPC is 0.24, 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.


-0.50.00.51.00.2

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 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-51.68%
9.51%
LVO
^GSPC

Key characteristics

Sharpe Ratio

LVO:

-0.44

^GSPC:

1.77

Sortino Ratio

LVO:

-0.18

^GSPC:

2.39

Omega Ratio

LVO:

0.98

^GSPC:

1.32

Calmar Ratio

LVO:

-0.43

^GSPC:

2.66

Martin Ratio

LVO:

-1.09

^GSPC:

10.85

Ulcer Index

LVO:

36.86%

^GSPC:

2.08%

Daily Std Dev

LVO:

91.12%

^GSPC:

12.79%

Max Drawdown

LVO:

-95.20%

^GSPC:

-56.78%

Current Drawdown

LVO:

-91.29%

^GSPC:

0.00%

Returns By Period

In the year-to-date period, LVO achieves a -42.63% return, which is significantly lower than ^GSPC's 4.22% return.


LVO

YTD

-42.63%

1M

-28.53%

6M

-51.67%

1Y

-41.84%

5Y*

-9.21%

10Y*

N/A

^GSPC

YTD

4.22%

1M

2.22%

6M

9.51%

1Y

22.46%

5Y*

12.74%

10Y*

11.29%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

LVO vs. ^GSPC — Risk-Adjusted Performance Rank

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

LVO
The Risk-Adjusted Performance Rank of LVO is 2323
Overall Rank
The Sharpe Ratio Rank of LVO is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of LVO is 2626
Sortino Ratio Rank
The Omega Ratio Rank of LVO is 2727
Omega Ratio Rank
The Calmar Ratio Rank of LVO is 2121
Calmar Ratio Rank
The Martin Ratio Rank of LVO is 1919
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8484
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8282
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LVO vs. ^GSPC - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for LVO, currently valued at -0.44, compared to the broader market-2.000.002.004.00-0.441.77
The chart of Sortino ratio for LVO, currently valued at -0.18, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.182.39
The chart of Omega ratio for LVO, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.32
The chart of Calmar ratio for LVO, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.432.66
The chart of Martin ratio for LVO, currently valued at -1.09, compared to the broader market0.0010.0020.0030.00-1.0910.85
LVO
^GSPC

The current LVO Sharpe Ratio is -0.44, which is lower than the ^GSPC Sharpe Ratio of 1.77. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.44
1.77
LVO
^GSPC

Drawdowns

LVO vs. ^GSPC - Drawdown Comparison

The maximum LVO drawdown since its inception was -95.20%, 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. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-91.29%
0
LVO
^GSPC

Volatility

LVO vs. ^GSPC - Volatility Comparison

LiveOne, Inc. (LVO) has a higher volatility of 35.87% compared to S&P 500 (^GSPC) at 3.19%. 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.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
35.87%
3.19%
LVO
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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