LZUSX vs. LADR

In the year-to-date period, LZUSX achieves a -0.18% return, which is significantly higher than LADR's -2.70% return. Over the past 10 years, LZUSX has underperformed LADR with an annualized return of 3.82%, while LADR has yielded a comparatively higher 4.22% annualized return.

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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.

The current LZUSX Sharpe Ratio is 0.02, which is lower than the LADR Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of LZUSX and LADR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

LZUSX's dividend yield for the trailing twelve months is around 0.81%, less than LADR's 8.62% yield.

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.

Lazard US Equity Focus Portfolio (LZUSX) has a higher volatility of 6.56% compared to Ladder Capital Corp (LADR) at 5.61%. This indicates that LZUSX's price experiences larger fluctuations and is considered to be riskier than LADR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.