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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.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-4.10%
-3.98%
LYG
VOD

Key characteristics

Sharpe Ratio

LYG:

1.62

VOD:

0.27

Sortino Ratio

LYG:

2.20

VOD:

0.54

Omega Ratio

LYG:

1.29

VOD:

1.07

Calmar Ratio

LYG:

0.50

VOD:

0.11

Martin Ratio

LYG:

5.77

VOD:

0.86

Ulcer Index

LYG:

7.65%

VOD:

8.04%

Daily Std Dev

LYG:

27.27%

VOD:

25.71%

Max Drawdown

LYG:

-94.81%

VOD:

-79.34%

Current Drawdown

LYG:

-81.49%

VOD:

-59.75%

Fundamentals

Market Cap

LYG:

$42.78B

VOD:

$21.55B

EPS

LYG:

$0.34

VOD:

$0.90

PE Ratio

LYG:

8.38

VOD:

9.42

PEG Ratio

LYG:

1.81

VOD:

0.61

Total Revenue (TTM)

LYG:

$23.81B

VOD:

$33.17B

Gross Profit (TTM)

LYG:

$23.81B

VOD:

$11.79B

EBITDA (TTM)

LYG:

$1.24B

VOD:

$12.19B

Returns By Period

In the year-to-date period, LYG achieves a 4.78% return, which is significantly higher than VOD's -0.12% return. Over the past 10 years, LYG has outperformed VOD with an annualized return of 0.22%, while VOD has yielded a comparatively lower -7.31% annualized return.


LYG

YTD

4.78%

1M

5.95%

6M

-3.47%

1Y

37.56%

5Y*

4.07%

10Y*

0.22%

VOD

YTD

-0.12%

1M

1.07%

6M

-3.87%

1Y

5.72%

5Y*

-9.19%

10Y*

-7.31%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

LYG vs. VOD — Risk-Adjusted Performance Rank

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

LYG
The Risk-Adjusted Performance Rank of LYG is 8181
Overall Rank
The Sharpe Ratio Rank of LYG is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of LYG is 8383
Sortino Ratio Rank
The Omega Ratio Rank of LYG is 8282
Omega Ratio Rank
The Calmar Ratio Rank of LYG is 6767
Calmar Ratio Rank
The Martin Ratio Rank of LYG is 8383
Martin Ratio Rank

VOD
The Risk-Adjusted Performance Rank of VOD is 5151
Overall Rank
The Sharpe Ratio Rank of VOD is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of VOD is 4747
Sortino Ratio Rank
The Omega Ratio Rank of VOD is 4646
Omega Ratio Rank
The Calmar Ratio Rank of VOD is 5151
Calmar Ratio Rank
The Martin Ratio Rank of VOD is 5656
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.

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 1.62, compared to the broader market-2.000.002.004.001.620.27
The chart of Sortino ratio for LYG, currently valued at 2.20, compared to the broader market-4.00-2.000.002.004.006.002.200.54
The chart of Omega ratio for LYG, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.07
The chart of Calmar ratio for LYG, currently valued at 0.50, compared to the broader market0.002.004.006.000.500.11
The chart of Martin ratio for LYG, currently valued at 5.77, compared to the broader market-10.000.0010.0020.0030.005.770.86
LYG
VOD

The current LYG Sharpe Ratio is 1.62, which is higher than the VOD Sharpe Ratio of 0.27. 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-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.62
0.27
LYG
VOD

Dividends

LYG vs. VOD - Dividend Comparison

LYG's dividend yield for the trailing twelve months is around 5.19%, less than VOD's 8.38% yield.


TTM20242023202220212020201920182017201620152014
LYG
Lloyds Banking Group plc
5.19%5.44%5.27%4.95%2.71%5.35%5.05%6.64%4.29%5.03%2.13%0.00%
VOD
Vodafone Group Plc
8.38%8.37%11.14%9.27%7.12%6.18%4.97%9.18%5.29%9.16%5.40%19.75%

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%AugustSeptemberOctoberNovemberDecember2025
-81.49%
-59.75%
LYG
VOD

Volatility

LYG vs. VOD - Volatility Comparison

Lloyds Banking Group plc (LYG) has a higher volatility of 9.33% compared to Vodafone Group Plc (VOD) at 5.64%. This indicates that LYG's price experiences larger fluctuations and is considered to be riskier 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%AugustSeptemberOctoberNovemberDecember2025
9.33%
5.64%
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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