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LYT vs. VONG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LYT and VONG is 0.14, 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

LYT vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lytus Technologies Holdings PTV. Ltd. Common Shares (LYT) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

LYT:

-0.45

VONG:

0.65

Sortino Ratio

LYT:

-2.05

VONG:

1.05

Omega Ratio

LYT:

0.75

VONG:

1.15

Calmar Ratio

LYT:

-0.99

VONG:

0.69

Martin Ratio

LYT:

-1.50

VONG:

2.29

Ulcer Index

LYT:

66.49%

VONG:

7.06%

Daily Std Dev

LYT:

223.38%

VONG:

25.27%

Max Drawdown

LYT:

-100.00%

VONG:

-32.72%

Current Drawdown

LYT:

-100.00%

VONG:

-4.33%

Returns By Period

In the year-to-date period, LYT achieves a -98.10% return, which is significantly lower than VONG's -0.28% return.


LYT

YTD

-98.10%

1M

-27.73%

6M

-99.01%

1Y

-99.47%

3Y*

N/A

5Y*

N/A

10Y*

N/A

VONG

YTD

-0.28%

1M

9.00%

6M

1.35%

1Y

16.20%

3Y*

19.59%

5Y*

17.63%

10Y*

15.95%

*Annualized

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Risk-Adjusted Performance

LYT vs. VONG — Risk-Adjusted Performance Rank

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

LYT
The Risk-Adjusted Performance Rank of LYT is 77
Overall Rank
The Sharpe Ratio Rank of LYT is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of LYT is 22
Sortino Ratio Rank
The Omega Ratio Rank of LYT is 33
Omega Ratio Rank
The Calmar Ratio Rank of LYT is 11
Calmar Ratio Rank
The Martin Ratio Rank of LYT is 66
Martin Ratio Rank

VONG
The Risk-Adjusted Performance Rank of VONG is 6161
Overall Rank
The Sharpe Ratio Rank of VONG is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 5858
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.

LYT vs. VONG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lytus Technologies Holdings PTV. Ltd. Common Shares (LYT) and Vanguard Russell 1000 Growth ETF (VONG). 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 current LYT Sharpe Ratio is -0.45, which is lower than the VONG Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of LYT and VONG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

LYT vs. VONG - Dividend Comparison

LYT has not paid dividends to shareholders, while VONG's dividend yield for the trailing twelve months is around 0.54%.


TTM20242023202220212020201920182017201620152014
LYT
Lytus Technologies Holdings PTV. Ltd. Common Shares
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VONG
Vanguard Russell 1000 Growth ETF
0.54%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%

Drawdowns

LYT vs. VONG - Drawdown Comparison

The maximum LYT drawdown since its inception was -100.00%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for LYT and VONG.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

LYT vs. VONG - Volatility Comparison

Lytus Technologies Holdings PTV. Ltd. Common Shares (LYT) has a higher volatility of 34.76% compared to Vanguard Russell 1000 Growth ETF (VONG) at 5.81%. This indicates that LYT's price experiences larger fluctuations and is considered to be riskier than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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