PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LYTS vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LYTS and QQQ is 0.34, 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.


-0.50.00.51.00.3

Performance

LYTS vs. QQQ - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
30.18%
8.18%
LYTS
QQQ

Key characteristics

Sharpe Ratio

LYTS:

1.14

QQQ:

1.63

Sortino Ratio

LYTS:

1.85

QQQ:

2.18

Omega Ratio

LYTS:

1.21

QQQ:

1.29

Calmar Ratio

LYTS:

1.92

QQQ:

2.15

Martin Ratio

LYTS:

6.16

QQQ:

7.73

Ulcer Index

LYTS:

6.05%

QQQ:

3.76%

Daily Std Dev

LYTS:

32.66%

QQQ:

17.84%

Max Drawdown

LYTS:

-85.55%

QQQ:

-82.98%

Current Drawdown

LYTS:

-8.72%

QQQ:

-3.77%

Returns By Period

In the year-to-date period, LYTS achieves a 36.96% return, which is significantly higher than QQQ's 27.01% return. Over the past 10 years, LYTS has underperformed QQQ with an annualized return of 14.23%, while QQQ has yielded a comparatively higher 18.29% annualized return.


LYTS

YTD

36.96%

1M

-6.07%

6M

31.52%

1Y

38.53%

5Y*

28.91%

10Y*

14.23%

QQQ

YTD

27.01%

1M

2.87%

6M

7.89%

1Y

29.11%

5Y*

20.41%

10Y*

18.29%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LYTS vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for LSI Industries Inc. (LYTS) and Invesco QQQ (QQQ). 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 LYTS, currently valued at 1.18, compared to the broader market-4.00-2.000.002.001.181.63
The chart of Sortino ratio for LYTS, currently valued at 1.90, compared to the broader market-4.00-2.000.002.004.001.902.18
The chart of Omega ratio for LYTS, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.29
The chart of Calmar ratio for LYTS, currently valued at 1.98, compared to the broader market0.002.004.006.001.982.15
The chart of Martin ratio for LYTS, currently valued at 6.34, compared to the broader market0.0010.0020.006.347.73
LYTS
QQQ

The current LYTS Sharpe Ratio is 1.14, which is lower than the QQQ Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of LYTS and QQQ, 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
1.18
1.63
LYTS
QQQ

Dividends

LYTS vs. QQQ - Dividend Comparison

LYTS's dividend yield for the trailing twelve months is around 1.05%, more than QQQ's 0.43% yield.


TTM20232022202120202019201820172016201520142013
LYTS
LSI Industries Inc.
1.05%1.42%1.63%2.92%2.34%3.31%6.31%2.91%2.05%0.98%2.80%2.08%
QQQ
Invesco QQQ
0.43%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%

Drawdowns

LYTS vs. QQQ - Drawdown Comparison

The maximum LYTS drawdown since its inception was -85.55%, roughly equal to the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for LYTS and QQQ. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.72%
-3.77%
LYTS
QQQ

Volatility

LYTS vs. QQQ - Volatility Comparison

LSI Industries Inc. (LYTS) has a higher volatility of 8.92% compared to Invesco QQQ (QQQ) at 5.27%. This indicates that LYTS's price experiences larger fluctuations and is considered to be riskier than QQQ 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%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
8.92%
5.27%
LYTS
QQQ
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab