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

Correlation

The correlation between LYG and VOD is 0.44, 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.


-0.50.00.51.00.4

Performance

LYG vs. VOD - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-69.77%
-5.92%
LYG
VOD

Key characteristics

Sharpe Ratio

LYG:

0.77

VOD:

0.28

Sortino Ratio

LYG:

1.18

VOD:

0.56

Omega Ratio

LYG:

1.15

VOD:

1.07

Calmar Ratio

LYG:

0.24

VOD:

0.11

Martin Ratio

LYG:

2.68

VOD:

1.06

Ulcer Index

LYG:

7.84%

VOD:

6.81%

Daily Std Dev

LYG:

27.23%

VOD:

25.78%

Max Drawdown

LYG:

-94.81%

VOD:

-79.34%

Current Drawdown

LYG:

-82.53%

VOD:

-60.18%

Fundamentals

Market Cap

LYG:

$41.98B

VOD:

$22.67B

EPS

LYG:

$0.35

VOD:

$0.92

PE Ratio

LYG:

7.80

VOD:

9.38

PEG Ratio

LYG:

1.67

VOD:

0.61

Total Revenue (TTM)

LYG:

$24.58B

VOD:

$33.17B

Gross Profit (TTM)

LYG:

$24.58B

VOD:

$11.79B

EBITDA (TTM)

LYG:

-$850.00M

VOD:

$12.19B

Returns By Period

In the year-to-date period, LYG achieves a 18.97% return, which is significantly higher than VOD's 4.24% return. Over the past 10 years, LYG has outperformed VOD with an annualized return of -0.85%, while VOD has yielded a comparatively lower -7.07% annualized return.


LYG

YTD

18.97%

1M

-3.93%

6M

-0.99%

1Y

19.48%

5Y*

1.68%

10Y*

-0.85%

VOD

YTD

4.24%

1M

-2.42%

6M

-4.68%

1Y

3.88%

5Y*

-8.83%

10Y*

-7.07%

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Risk-Adjusted Performance

LYG vs. VOD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lloyds Banking Group plc (LYG) and Vodafone Group Plc (VOD). 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 LYG, currently valued at 0.77, compared to the broader market-4.00-2.000.002.000.770.28
The chart of Sortino ratio for LYG, currently valued at 1.18, compared to the broader market-4.00-2.000.002.004.001.180.56
The chart of Omega ratio for LYG, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.07
The chart of Calmar ratio for LYG, currently valued at 0.24, compared to the broader market0.002.004.006.000.240.11
The chart of Martin ratio for LYG, currently valued at 2.68, compared to the broader market-5.000.005.0010.0015.0020.0025.002.681.06
LYG
VOD

The current LYG Sharpe Ratio is 0.77, which is higher than the VOD Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of LYG and VOD, 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.77
0.28
LYG
VOD

Dividends

LYG vs. VOD - Dividend Comparison

LYG's dividend yield for the trailing twelve months is around 5.50%, less than VOD's 8.47% yield.


TTM20232022202120202019201820172016201520142013
LYG
Lloyds Banking Group plc
5.50%5.27%4.95%2.71%5.35%5.05%6.64%4.29%5.03%2.13%0.00%0.00%
VOD
Vodafone Group Plc
8.47%11.14%9.27%7.12%6.18%4.97%9.18%5.29%9.16%5.40%19.75%3.34%

Drawdowns

LYG vs. VOD - Drawdown Comparison

The maximum LYG drawdown since its inception was -94.81%, which is greater than VOD's maximum drawdown of -79.34%. Use the drawdown chart below to compare losses from any high point for LYG and VOD. For additional features, visit the drawdowns tool.


-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%-50.00%JulyAugustSeptemberOctoberNovemberDecember
-82.53%
-60.18%
LYG
VOD

Volatility

LYG vs. VOD - Volatility Comparison

The current volatility for Lloyds Banking Group plc (LYG) is 6.37%, while Vodafone Group Plc (VOD) has a volatility of 6.74%. This indicates that LYG experiences smaller price fluctuations and is considered to be less risky than VOD 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%JulyAugustSeptemberOctoberNovemberDecember
6.37%
6.74%
LYG
VOD

Financials

LYG vs. VOD - Financials Comparison

This section allows you to compare key financial metrics between Lloyds Banking Group plc and Vodafone Group Plc. 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
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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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