LYG vs. VO
Compare and contrast key facts about Lloyds Banking Group plc (LYG) and Vanguard Mid-Cap ETF (VO).
VO is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LYG or VO.
Key characteristics
| LYG | VO | |
|---|---|---|
| YTD Return | 34.90% | 12.37% |
| 1Y Return | 57.27% | 22.35% |
| 3Y Return (Ann) | 13.51% | 3.70% |
| 5Y Return (Ann) | 8.29% | 10.62% |
| 10Y Return (Ann) | -0.27% | 9.74% |
| Sharpe Ratio | 1.94 | 1.64 |
| Daily Std Dev | 27.28% | 13.44% |
| Max Drawdown | -94.81% | -58.89% |
| Current Drawdown | -80.19% | 0.00% |
Correlation
The correlation between LYG and VO is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
LYG vs. VO - Performance Comparison
In the year-to-date period, LYG achieves a 34.90% return, which is significantly higher than VO's 12.37% return. Over the past 10 years, LYG has underperformed VO with an annualized return of -0.27%, while VO has yielded a comparatively higher 9.74% 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. VO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lloyds Banking Group plc (LYG) and Vanguard Mid-Cap ETF (VO). 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. VO - Dividend Comparison
LYG's dividend yield for the trailing twelve months is around 4.87%, more than VO's 1.49% 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% |
VO Vanguard Mid-Cap ETF | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% | 1.17% |
Drawdowns
LYG vs. VO - Drawdown Comparison
The maximum LYG drawdown since its inception was -94.81%, which is greater than VO's maximum drawdown of -58.89%. Use the drawdown chart below to compare losses from any high point for LYG and VO. For additional features, visit the drawdowns tool.
Volatility
LYG vs. VO - Volatility Comparison
Lloyds Banking Group plc (LYG) has a higher volatility of 9.11% compared to Vanguard Mid-Cap ETF (VO) at 3.49%. This indicates that LYG's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.