LYG vs. RWT
Compare and contrast key facts about Lloyds Banking Group plc (LYG) and Redwood Trust, Inc. (RWT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LYG or RWT.
Key characteristics
| LYG | RWT | |
|---|---|---|
| YTD Return | 34.90% | 12.95% |
| 1Y Return | 57.27% | 12.44% |
| 3Y Return (Ann) | 13.51% | -5.18% |
| 5Y Return (Ann) | 8.29% | -5.75% |
| 10Y Return (Ann) | -0.27% | -0.12% |
| Sharpe Ratio | 1.94 | 0.34 |
| Daily Std Dev | 27.28% | 32.75% |
| Max Drawdown | -94.81% | -88.91% |
| Current Drawdown | -80.19% | -49.12% |
Fundamentals
| LYG | RWT | |
|---|---|---|
| Market Cap | $47.36B | $1.05B |
| EPS | $0.37 | $0.18 |
| PE Ratio | 8.32 | 44.17 |
| PEG Ratio | 1.75 | 1.39 |
| Total Revenue (TTM) | $24.60B | $672.84M |
| Gross Profit (TTM) | $24.60B | $631.66M |
| EBITDA (TTM) | $964.00M | $608.82M |
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.
Performance
LYG vs. RWT - Performance Comparison
In the year-to-date period, LYG achieves a 34.90% return, which is significantly higher than RWT's 12.95% return. Over the past 10 years, LYG has underperformed RWT with an annualized return of -0.27%, while RWT has yielded a comparatively higher -0.12% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
LYG vs. RWT - Dividend Comparison
LYG's dividend yield for the trailing twelve months is around 4.87%, less than RWT's 8.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LYG Lloyds Banking Group plc | 4.87% | 5.24% | 4.69% | 2.71% | 5.35% | 4.95% | 6.43% | 4.45% | 5.13% | 2.08% | 0.00% | 0.00% |
RWT Redwood Trust, Inc. | 8.05% | 9.58% | 13.61% | 5.91% | 8.26% | 7.26% | 7.83% | 7.56% | 7.36% | 8.48% | 5.69% | 5.78% |
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.
Volatility
LYG vs. RWT - Volatility Comparison
Lloyds Banking Group plc (LYG) has a higher volatility of 9.11% compared to Redwood Trust, Inc. (RWT) at 7.59%. This indicates that LYG's price experiences larger fluctuations and is considered to be riskier than RWT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities