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

Performance

LYTS vs. QURE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LSI Industries Inc. (LYTS) and uniQure N.V. (QURE). 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 40.24% return, which is significantly higher than QURE's 15.21% return. Both investments have delivered pretty close results over the past 10 years, with LYTS having a 11.66% annualized return and QURE not far behind at 11.46%.


LYTS

1D
-0.78%
1M
7.52%
YTD
40.24%
6M
33.74%
1Y
55.62%
3Y*
29.03%
5Y*
26.89%
10Y*
11.66%

QURE

1D
2.80%
1M
-5.49%
YTD
15.21%
6M
41.31%
1Y
72.42%
3Y*
10.96%
5Y*
-5.23%
10Y*
11.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYTS vs. QURE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYTS
LSI Industries Inc.
40.24%-4.68%39.69%16.79%82.88%-17.98%45.70%100.79%-52.25%-27.41%
QURE
uniQure N.V.
15.21%35.50%160.86%-70.14%9.31%-42.60%-49.58%148.65%47.12%249.82%

Correlation

The correlation between LYTS and QURE is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.18

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

0.16

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

0.15

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2014

0.14

The correlation between LYTS and QURE shifts across timeframes, from 0.08 (1 year) to 0.18 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

LYTS:

$828.46M

QURE:

$1.73B

EPS

LYTS:

$0.76

QURE:

-$3.58

PS Ratio

LYTS:

1.33

QURE:

88.98

Total Revenue (TTM)

LYTS:

$609.84M

QURE:

$18.09M

Gross Profit (TTM)

LYTS:

$156.38M

QURE:

$13.42M

EBITDA (TTM)

LYTS:

$39.60M

QURE:

-$164.53M

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Return for Risk

LYTS vs. QURE — Risk / Return Rank

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

LYTS
LYTS Risk / Return Rank: 7878
Overall Rank
LYTS Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
LYTS Sortino Ratio Rank: 8080
Sortino Ratio Rank
LYTS Omega Ratio Rank: 7979
Omega Ratio Rank
LYTS Calmar Ratio Rank: 7676
Calmar Ratio Rank
LYTS Martin Ratio Rank: 7575
Martin Ratio Rank

QURE
QURE Risk / Return Rank: 7070
Overall Rank
QURE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
QURE Sortino Ratio Rank: 8989
Sortino Ratio Rank
QURE Omega Ratio Rank: 9292
Omega Ratio Rank
QURE Calmar Ratio Rank: 6161
Calmar Ratio Rank
QURE Martin Ratio Rank: 5757
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. QURE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LSI Industries Inc. (LYTS) and uniQure N.V. (QURE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LYTSQUREDifference
Sharpe ratioReturn per unit of total volatility

+1.10

Sortino ratioReturn per unit of downside risk

-0.78

Omega ratioGain probability vs. loss probability

1.28

1.45

-0.17

Calmar ratioReturn relative to maximum drawdown

2.04

0.83

+1.20

Martin ratioReturn relative to average drawdown

4.57

1.35

+3.21

LYTS vs. QURE - Sharpe Ratio Comparison

The current LYTS Sharpe Ratio is 1.37, which is higher than the QURE Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of LYTS and QURE, 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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Drawdowns

LYTS vs. QURE - Drawdown Comparison

The maximum LYTS drawdown since its inception was -85.55%, smaller than the maximum QURE drawdown of -95.40%. Use the drawdown chart below to compare losses from any high point for LYTS and QURE.


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Drawdown Indicators


LYTSQUREDifference

Max Drawdown

Largest peak-to-trough decline

-85.55%

-95.40%

+9.85%

Max Drawdown (1Y)

Largest decline over 1 year

-27.42%

-87.21%

+59.79%

Max Drawdown (3Y)

Largest decline over 3 years

-40.60%

-87.21%

+46.61%

Max Drawdown (5Y)

Largest decline over 5 years

-40.60%

-90.11%

+49.51%

Max Drawdown (10Y)

Largest decline over 10 years

-76.19%

-95.40%

+19.21%

Current Drawdown

Current decline from peak

-0.78%

-66.46%

+65.68%

Average Drawdown

Average peak-to-trough decline

-38.21%

-56.61%

+18.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.22%

53.75%

-41.53%

Volatility

LYTS vs. QURE - Volatility Comparison

The current volatility for LSI Industries Inc. (LYTS) is 12.58%, while uniQure N.V. (QURE) has a volatility of 24.13%. This indicates that LYTS experiences smaller price fluctuations and is considered to be less risky than QURE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYTSQUREDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.58%

24.13%

-11.55%

Volatility (6M)

Calculated over the trailing 6-month period

28.84%

92.07%

-63.23%

Volatility (1Y)

Calculated over the trailing 1-year period

40.80%

273.03%

-232.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.84%

154.02%

-110.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.12%

119.76%

-71.64%

Dividends

LYTS vs. QURE - Dividend Comparison

LYTS's dividend yield for the trailing twelve months is around 0.78%, while QURE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LYTS
LSI Industries Inc.
0.78%1.09%1.03%1.42%1.63%2.92%2.34%3.31%6.31%2.91%2.05%0.98%
QURE
uniQure N.V.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

LYTS vs. QURE - Financials Comparison

This section allows you to compare key financial metrics between LSI Industries Inc. and uniQure N.V.. 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


0.00100.00M200.00M300.00M400.00M500.00M20222023202420252026
150.53M
3.56M
(LYTS) Total Revenue
(QURE) Total Revenue
Values in USD except per share items

Frequently Asked Questions


LYTS and QURE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QURE has higher volatility (24.13%) compared to LYTS (12.58%). In terms of maximum drawdown, LYTS dropped -85.55% vs QURE's -95.40%.

LYTS currently has the higher Sharpe Ratio (1.37 vs 0.27), 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

Find the right allocation for LYTS and QURE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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