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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.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
25.57%
10.90%
LYTS
QQQ

Key characteristics

Sharpe Ratio

LYTS:

1.26

QQQ:

1.28

Sortino Ratio

LYTS:

2.24

QQQ:

1.76

Omega Ratio

LYTS:

1.28

QQQ:

1.23

Calmar Ratio

LYTS:

2.75

QQQ:

1.74

Martin Ratio

LYTS:

8.18

QQQ:

6.05

Ulcer Index

LYTS:

6.51%

QQQ:

3.91%

Daily Std Dev

LYTS:

42.37%

QQQ:

18.45%

Max Drawdown

LYTS:

-85.55%

QQQ:

-82.98%

Current Drawdown

LYTS:

-13.83%

QQQ:

-3.07%

Returns By Period

In the year-to-date period, LYTS achieves a 9.68% return, which is significantly higher than QQQ's 1.88% return. Over the past 10 years, LYTS has underperformed QQQ with an annualized return of 14.11%, while QQQ has yielded a comparatively higher 18.80% annualized return.


LYTS

YTD

9.68%

1M

9.79%

6M

25.57%

1Y

53.98%

5Y*

29.03%

10Y*

14.11%

QQQ

YTD

1.88%

1M

1.01%

6M

10.90%

1Y

23.19%

5Y*

19.76%

10Y*

18.80%

*Annualized

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Risk-Adjusted Performance

LYTS vs. QQQ — Risk-Adjusted Performance Rank

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

LYTS
The Risk-Adjusted Performance Rank of LYTS is 8787
Overall Rank
The Sharpe Ratio Rank of LYTS is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of LYTS is 8484
Sortino Ratio Rank
The Omega Ratio Rank of LYTS is 8282
Omega Ratio Rank
The Calmar Ratio Rank of LYTS is 9494
Calmar Ratio Rank
The Martin Ratio Rank of LYTS is 8989
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5656
Overall Rank
The Sharpe Ratio Rank of QQQ is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5353
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5555
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6161
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5757
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.

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 1.26, compared to the broader market-2.000.002.001.261.28
The chart of Sortino ratio for LYTS, currently valued at 2.24, compared to the broader market-4.00-2.000.002.004.002.241.76
The chart of Omega ratio for LYTS, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.23
The chart of Calmar ratio for LYTS, currently valued at 2.75, compared to the broader market0.002.004.006.002.751.74
The chart of Martin ratio for LYTS, currently valued at 8.18, compared to the broader market0.0010.0020.008.186.05
LYTS
QQQ

The current LYTS Sharpe Ratio is 1.26, which is comparable to the QQQ Sharpe Ratio of 1.28. 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-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.26
1.28
LYTS
QQQ

Dividends

LYTS vs. QQQ - Dividend Comparison

LYTS's dividend yield for the trailing twelve months is around 0.94%, more than QQQ's 0.55% yield.


TTM20242023202220212020201920182017201620152014
LYTS
LSI Industries Inc.
0.94%1.03%1.42%1.63%2.92%2.34%3.31%6.31%2.91%2.05%0.98%2.80%
QQQ
Invesco QQQ
0.55%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

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%AugustSeptemberOctoberNovemberDecember2025
-13.83%
-3.07%
LYTS
QQQ

Volatility

LYTS vs. QQQ - Volatility Comparison

LSI Industries Inc. (LYTS) has a higher volatility of 26.60% compared to Invesco QQQ (QQQ) at 6.12%. 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.


5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
26.60%
6.12%
LYTS
QQQ
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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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