LZUSX vs. LADR
Compare and contrast key facts about Lazard US Equity Focus Portfolio (LZUSX) and Ladder Capital Corp (LADR).
LZUSX is managed by Lazard. It was launched on Dec 30, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LZUSX or LADR.
Key characteristics
| LZUSX | LADR | |
|---|---|---|
| YTD Return | 17.48% | 8.64% |
| 1Y Return | 29.81% | 23.20% |
| 3Y Return (Ann) | 3.43% | 7.27% |
| 5Y Return (Ann) | 8.10% | 0.80% |
| 10Y Return (Ann) | 3.88% | 4.48% |
| Sharpe Ratio | 2.46 | 0.97 |
| Sortino Ratio | 3.30 | 1.48 |
| Omega Ratio | 1.46 | 1.19 |
| Calmar Ratio | 1.91 | 0.89 |
| Martin Ratio | 16.46 | 4.30 |
| Ulcer Index | 1.75% | 5.20% |
| Daily Std Dev | 11.70% | 23.04% |
| Max Drawdown | -62.37% | -81.63% |
| Current Drawdown | 0.00% | -7.93% |
Correlation
The correlation between LZUSX and LADR is 0.46, 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
LZUSX vs. LADR - Performance Comparison
In the year-to-date period, LZUSX achieves a 17.48% return, which is significantly higher than LADR's 8.64% return. Over the past 10 years, LZUSX has underperformed LADR with an annualized return of 3.88%, while LADR has yielded a comparatively higher 4.48% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
LZUSX vs. LADR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard US Equity Focus Portfolio (LZUSX) and Ladder Capital Corp (LADR). 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.
Dividends
LZUSX vs. LADR - Dividend Comparison
LZUSX's dividend yield for the trailing twelve months is around 0.74%, less than LADR's 7.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LZUSX Lazard US Equity Focus Portfolio | 0.74% | 0.86% | 0.78% | 0.34% | 0.75% | 1.90% | 2.86% | 1.69% | 0.81% | 0.88% | 1.08% | 1.25% |
LADR Ladder Capital Corp | 7.82% | 7.99% | 8.76% | 6.67% | 9.61% | 7.54% | 9.92% | 8.91% | 10.53% | 17.91% | 0.00% | 0.00% |
Drawdowns
LZUSX vs. LADR - Drawdown Comparison
The maximum LZUSX drawdown since its inception was -62.37%, smaller than the maximum LADR drawdown of -81.63%. Use the drawdown chart below to compare losses from any high point for LZUSX and LADR. For additional features, visit the drawdowns tool.
Volatility
LZUSX vs. LADR - Volatility Comparison
The current volatility for Lazard US Equity Focus Portfolio (LZUSX) is 4.29%, while Ladder Capital Corp (LADR) has a volatility of 6.04%. This indicates that LZUSX experiences smaller price fluctuations and is considered to be less risky than LADR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.