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LZ vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between LZ and ^SP500TR is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

LZ vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LegalZoom.com, Inc. (LZ) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

LZ:

0.09

^SP500TR:

0.74

Sortino Ratio

LZ:

0.58

^SP500TR:

1.05

Omega Ratio

LZ:

1.09

^SP500TR:

1.15

Calmar Ratio

LZ:

0.08

^SP500TR:

0.69

Martin Ratio

LZ:

0.36

^SP500TR:

2.63

Ulcer Index

LZ:

19.13%

^SP500TR:

4.92%

Daily Std Dev

LZ:

54.72%

^SP500TR:

19.77%

Max Drawdown

LZ:

-86.02%

^SP500TR:

-55.25%

Current Drawdown

LZ:

-77.09%

^SP500TR:

-3.41%

Returns By Period

In the year-to-date period, LZ achieves a 21.57% return, which is significantly higher than ^SP500TR's 1.06% return.


LZ

YTD

21.57%

1M

24.90%

6M

15.13%

1Y

3.99%

3Y*

-11.34%

5Y*

N/A

10Y*

N/A

^SP500TR

YTD

1.06%

1M

5.63%

6M

-1.35%

1Y

13.52%

3Y*

14.41%

5Y*

15.94%

10Y*

12.85%

*Annualized

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LegalZoom.com, Inc.

S&P 500 Total Return

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

LZ vs. ^SP500TR — Risk-Adjusted Performance Rank

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

LZ
The Risk-Adjusted Performance Rank of LZ is 5454
Overall Rank
The Sharpe Ratio Rank of LZ is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of LZ is 5353
Sortino Ratio Rank
The Omega Ratio Rank of LZ is 5555
Omega Ratio Rank
The Calmar Ratio Rank of LZ is 5555
Calmar Ratio Rank
The Martin Ratio Rank of LZ is 5656
Martin Ratio Rank

^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 7575
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 7474
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 7777
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 7777
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 7878
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.

LZ vs. ^SP500TR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for LegalZoom.com, Inc. (LZ) and S&P 500 Total Return (^SP500TR). 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 LZ Sharpe Ratio is 0.09, which is lower than the ^SP500TR Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of LZ and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

LZ vs. ^SP500TR - Drawdown Comparison

The maximum LZ drawdown since its inception was -86.02%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for LZ and ^SP500TR.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

LZ vs. ^SP500TR - Volatility Comparison

LegalZoom.com, Inc. (LZ) has a higher volatility of 23.12% compared to S&P 500 Total Return (^SP500TR) at 4.77%. This indicates that LZ's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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