LYTS vs. LGL

In the year-to-date period, LYTS achieves a -18.45% return, which is significantly lower than LGL's 10.91% return. Over the past 10 years, LYTS has underperformed LGL with an annualized return of 8.81%, while LGL has yielded a comparatively higher 13.32% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for LSI Industries Inc. (LYTS) and The LGL Group, Inc. (LGL). 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 LYTS Sharpe Ratio is 0.29, which is comparable to the LGL Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of LYTS and LGL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

LYTS's dividend yield for the trailing twelve months is around 1.27%, while LGL has not paid dividends to shareholders.

The maximum LYTS drawdown since its inception was -85.55%, smaller than the maximum LGL drawdown of -97.34%. Use the drawdown chart below to compare losses from any high point for LYTS and LGL. For additional features, visit the drawdowns tool.

The current volatility for LSI Industries Inc. (LYTS) is 14.12%, while The LGL Group, Inc. (LGL) has a volatility of 21.18%. This indicates that LYTS experiences smaller price fluctuations and is considered to be less risky than LGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between LSI Industries Inc. and The LGL Group, 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.