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LYG vs. RWT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LYG and RWT is 0.35, 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.


-0.50.00.51.00.4

Performance

LYG vs. RWT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lloyds Banking Group plc (LYG) and Redwood Trust, Inc. (RWT). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
-6.70%
5.63%
LYG
RWT

Key characteristics

Sharpe Ratio

LYG:

0.71

RWT:

-0.04

Sortino Ratio

LYG:

1.11

RWT:

0.17

Omega Ratio

LYG:

1.14

RWT:

1.02

Calmar Ratio

LYG:

0.22

RWT:

-0.02

Martin Ratio

LYG:

2.37

RWT:

-0.12

Ulcer Index

LYG:

8.20%

RWT:

9.16%

Daily Std Dev

LYG:

27.20%

RWT:

29.82%

Max Drawdown

LYG:

-94.81%

RWT:

-88.91%

Current Drawdown

LYG:

-82.46%

RWT:

-56.40%

Fundamentals

Market Cap

LYG:

$41.27B

RWT:

$863.70M

EPS

LYG:

$0.35

RWT:

$0.56

PE Ratio

LYG:

7.77

RWT:

11.66

PEG Ratio

LYG:

1.68

RWT:

1.39

Total Revenue (TTM)

LYG:

$23.81B

RWT:

$508.28M

Gross Profit (TTM)

LYG:

$23.81B

RWT:

$510.31M

EBITDA (TTM)

LYG:

$1.24B

RWT:

$471.24M

Returns By Period

In the year-to-date period, LYG achieves a -0.74% return, which is significantly lower than RWT's -0.61% return. Over the past 10 years, LYG has outperformed RWT with an annualized return of -0.38%, while RWT has yielded a comparatively lower -2.83% annualized return.


LYG

YTD

-0.74%

1M

0.37%

6M

-2.73%

1Y

19.92%

5Y*

1.20%

10Y*

-0.38%

RWT

YTD

-0.61%

1M

-6.23%

6M

5.63%

1Y

1.75%

5Y*

-9.06%

10Y*

-2.83%

*Annualized

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Risk-Adjusted Performance

LYG vs. RWT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lloyds Banking Group plc (LYG) and Redwood Trust, Inc. (RWT). 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.


The chart of Sharpe ratio for LYG, currently valued at 0.71, compared to the broader market-4.00-2.000.002.000.71-0.04
The chart of Sortino ratio for LYG, currently valued at 1.11, compared to the broader market-4.00-2.000.002.004.001.110.17
The chart of Omega ratio for LYG, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.02
The chart of Calmar ratio for LYG, currently valued at 0.22, compared to the broader market0.002.004.006.000.22-0.02
The chart of Martin ratio for LYG, currently valued at 2.37, compared to the broader market0.005.0010.0015.0020.0025.002.37-0.12
LYG
RWT

The current LYG Sharpe Ratio is 0.71, which is higher than the RWT Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of LYG and RWT, 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-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.71
-0.04
LYG
RWT

Dividends

LYG vs. RWT - Dividend Comparison

LYG's dividend yield for the trailing twelve months is around 5.48%, less than RWT's 10.32% yield.


TTM20242023202220212020201920182017201620152014
LYG
Lloyds Banking Group plc
5.48%5.44%5.27%4.95%2.71%5.35%5.05%6.64%4.29%5.03%2.13%0.00%
RWT
Redwood Trust, Inc.
10.32%10.26%9.58%13.61%5.91%8.26%7.26%7.83%7.56%7.36%8.48%5.69%

Drawdowns

LYG vs. RWT - Drawdown Comparison

The maximum LYG drawdown since its inception was -94.81%, which is greater than RWT's maximum drawdown of -88.91%. Use the drawdown chart below to compare losses from any high point for LYG and RWT. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%AugustSeptemberOctoberNovemberDecember2025
-82.46%
-56.40%
LYG
RWT

Volatility

LYG vs. RWT - Volatility Comparison

The current volatility for Lloyds Banking Group plc (LYG) is 5.79%, while Redwood Trust, Inc. (RWT) has a volatility of 8.43%. This indicates that LYG experiences smaller price fluctuations and is considered to be less risky than RWT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
5.79%
8.43%
LYG
RWT

Financials

LYG vs. RWT - Financials Comparison

This section allows you to compare key financial metrics between Lloyds Banking Group plc and Redwood Trust, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items