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LYTS vs. LGL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LYTS vs. LGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LSI Industries Inc. (LYTS) and The LGL Group, Inc. (LGL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LYTS achieves a 25.22% return, which is significantly higher than LGL's 23.83% return. Over the past 10 years, LYTS has outperformed LGL with an annualized return of 10.35%, while LGL has yielded a comparatively lower 7.67% annualized return.


LYTS

1D
-5.19%
1M
-1.85%
YTD
25.22%
6M
24.00%
1Y
41.86%
3Y*
25.13%
5Y*
23.07%
10Y*
10.35%

LGL

1D
0.64%
1M
0.14%
YTD
23.83%
6M
20.88%
1Y
5.64%
3Y*
14.58%
5Y*
-8.68%
10Y*
7.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYTS vs. LGL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYTS
LSI Industries Inc.
25.22%-4.68%39.69%16.79%82.88%-17.98%45.70%100.79%-52.25%-27.41%
LGL
The LGL Group, Inc.
23.83%-3.69%-2.77%51.60%-64.47%-9.09%-16.40%145.90%8.54%11.95%

Correlation

The correlation between LYTS and LGL is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Mar 18, 1992

0.05

Fundamentals

Market Cap

LYTS:

$739.72M

LGL:

$45.64M

EPS

LYTS:

$0.76

LGL:

$0.01

PE Ratio

LYTS:

30.24

LGL:

589.59

PEG Ratio

LYTS:

0.59

LGL:

1.71

PS Ratio

LYTS:

1.18

LGL:

16.10

Total Revenue (TTM)

LYTS:

$609.84M

LGL:

$2.64M

Gross Profit (TTM)

LYTS:

$156.38M

LGL:

$1.39M

EBITDA (TTM)

LYTS:

$39.60M

LGL:

-$2.26M

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LSI Industries Inc.

The LGL Group, Inc.

Return for Risk

LYTS vs. LGL — Risk / Return Rank

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

LYTS
LYTS Risk / Return Rank: 7070
Overall Rank
LYTS Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
LYTS Sortino Ratio Rank: 7171
Sortino Ratio Rank
LYTS Omega Ratio Rank: 7070
Omega Ratio Rank
LYTS Calmar Ratio Rank: 6969
Calmar Ratio Rank
LYTS Martin Ratio Rank: 6868
Martin Ratio Rank

LGL
LGL Risk / Return Rank: 4545
Overall Rank
LGL Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
LGL Sortino Ratio Rank: 4343
Sortino Ratio Rank
LGL Omega Ratio Rank: 4141
Omega Ratio Rank
LGL Calmar Ratio Rank: 4646
Calmar Ratio Rank
LGL Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LYTS vs. LGL - Risk-Adjusted Trends Comparison

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.


LYTSLGLDifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+1.31

Omega ratioGain probability vs. loss probability

1.23

1.06

+0.17

Calmar ratioReturn relative to maximum drawdown

1.53

0.21

+1.33

Martin ratioReturn relative to average drawdown

3.44

0.39

+3.05

LYTS vs. LGL - Sharpe Ratio Comparison

The current LYTS Sharpe Ratio is 1.05, which is higher than the LGL Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of LYTS and LGL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LYTSLGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.14

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

-0.17

+0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.16

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

-0.06

+0.21

Drawdowns

LYTS vs. LGL - Drawdown Comparison

The maximum LYTS drawdown since its inception was -85.55%, smaller than the maximum LGL drawdown of -98.85%. Use the drawdown chart below to compare losses from any high point for LYTS and LGL.


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Drawdown Indicators


LYTSLGLDifference

Max Drawdown

Largest peak-to-trough decline

-85.55%

-98.85%

+13.30%

Max Drawdown (1Y)

Largest decline over 1 year

-27.42%

-27.19%

-0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-40.60%

-27.19%

-13.41%

Max Drawdown (5Y)

Largest decline over 5 years

-40.60%

-73.75%

+33.15%

Max Drawdown (10Y)

Largest decline over 10 years

-76.19%

-74.97%

-1.22%

Current Drawdown

Current decline from peak

-7.68%

-93.64%

+85.96%

Average Drawdown

Average peak-to-trough decline

-38.24%

-74.20%

+35.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.20%

14.54%

-2.34%

Volatility

LYTS vs. LGL - Volatility Comparison

LSI Industries Inc. (LYTS) has a higher volatility of 10.36% compared to The LGL Group, Inc. (LGL) at 7.86%. This indicates that LYTS's price experiences larger fluctuations and is considered to be riskier than LGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYTSLGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.36%

7.86%

+2.50%

Volatility (6M)

Calculated over the trailing 6-month period

27.96%

26.42%

+1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

40.09%

39.41%

+0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.73%

50.03%

-6.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.08%

47.49%

+0.59%

Dividends

LYTS vs. LGL - Dividend Comparison

LYTS's dividend yield for the trailing twelve months is around 0.88%, while LGL has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LGL
The LGL Group, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LYTS
LSI Industries Inc.
0.88%1.09%1.03%1.42%1.63%2.92%2.34%3.31%6.31%2.91%2.05%0.98%

Financials

LYTS vs. LGL - Financials Comparison

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00M100.00M150.00M20222023202420252026
150.53M
682.00K
(LYTS) Total Revenue
(LGL) Total Revenue
Values in USD except per share items

Frequently Asked Questions


LYTS and LGL have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LYTS has higher volatility (10.36%) compared to LGL (7.86%). In terms of maximum drawdown, LYTS dropped -85.55% vs LGL's -98.85%.

LYTS currently has the higher Sharpe Ratio (1.05 vs 0.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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