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RJF vs. LPLA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RJF vs. LPLA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Raymond James Financial, Inc. (RJF) and LPL Financial Holdings Inc. (LPLA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RJF achieves a 10.76% return, which is significantly higher than LPLA's -0.77% return. Over the past 10 years, RJF has underperformed LPLA with an annualized return of 19.04%, while LPLA has yielded a comparatively higher 31.87% annualized return.


RJF

1D
0.58%
1M
8.19%
6M
6.88%
YTD
10.76%
1Y
9.42%
3Y*
18.82%
5Y*
16.98%
10Y*
19.04%
ALL TIME*
19.09%

LPLA

1D
4.28%
1M
19.83%
6M
-2.77%
YTD
-0.77%
1Y
-4.03%
3Y*
15.40%
5Y*
20.76%
10Y*
31.87%
ALL TIME*
18.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$245.98M$229.65M$293.81M
$229.56M$215.33M$222.22M

RJF vs. LPLA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RJF
Raymond James Financial, Inc.
10.76%4.74%40.83%6.12%8.32%59.48%8.70%22.80%-15.65%29.99%
LPLA
LPL Financial Holdings Inc.
-0.77%9.76%44.12%5.88%35.69%54.63%14.58%52.95%8.53%66.03%

Correlation

The correlation between RJF and LPLA is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.67

Correlation (3Y)
Balances recent behavior with more history.

0.61

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.68

Correlation (10Y)
Provides a long-term view across more market conditions.

0.71

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2010

0.67

The correlation between RJF and LPLA has been stable across timeframes, ranging from 0.61 to 0.71 - a consistent structural relationship.

Fundamentals

Market Cap

RJF:

$33.81B

LPLA:

$28.29B

EPS

RJF:

$11.47

LPLA:

$12.53

PE Ratio

RJF:

15.35

LPLA:

28.23

PEG Ratio

RJF:

1.31

LPLA:

1.19

PS Ratio

RJF:

2.09

LPLA:

1.45

Total Revenue (TTM)

RJF:

$16.93B

LPLA:

$19.61B

Gross Profit (TTM)

RJF:

$11.26B

LPLA:

$11.37B

EBITDA (TTM)

RJF:

$2.35B

LPLA:

$2.34B

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Return for Risk

RJF vs. LPLA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RJF
RJF Risk / Return Rank: 5151
Overall Rank
RJF Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
RJF Sortino Ratio Rank: 4646
Sortino Ratio Rank
RJF Omega Ratio Rank: 4747
Omega Ratio Rank
RJF Calmar Ratio Rank: 5454
Calmar Ratio Rank
RJF Martin Ratio Rank: 5454
Martin Ratio Rank

LPLA
LPLA Risk / Return Rank: 3131
Overall Rank
LPLA Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
LPLA Sortino Ratio Rank: 3030
Sortino Ratio Rank
LPLA Omega Ratio Rank: 2929
Omega Ratio Rank
LPLA Calmar Ratio Rank: 3434
Calmar Ratio Rank
LPLA Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RJF vs. LPLA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Raymond James Financial, Inc. (RJF) and LPL Financial Holdings Inc. (LPLA). 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.


RJFLPLADifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.07

0.98

+0.09

Calmar ratioReturn relative to maximum drawdown

0.34

-0.32

+0.66

Martin ratioReturn relative to average drawdown

0.70

-0.63

+1.32

RJF vs. LPLA - Sharpe Ratio Comparison

The current RJF Sharpe Ratio is 0.27, which is higher than the LPLA Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of RJF and LPLA, 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

RJF vs. LPLA - Drawdown Comparison

The maximum RJF drawdown since its inception was -69.68%, roughly equal to the maximum LPLA drawdown of -69.32%. Use the drawdown chart below to compare losses from any high point for RJF and LPLA.


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Drawdown Indicators


RJFLPLADifference

Max Drawdown

Largest peak-to-trough decline

-69.68%

-69.32%

-0.36%

Max Drawdown (1Y)

Largest decline over 1 year

-19.64%

-32.26%

+12.62%

Max Drawdown (3Y)

Largest decline over 3 years

-28.12%

-33.18%

+5.06%

Max Drawdown (5Y)

Largest decline over 5 years

-32.11%

-33.18%

+1.07%

Max Drawdown (10Y)

Largest decline over 10 years

-45.59%

-60.34%

+14.75%

Current Drawdown

Current decline from peak

-0.68%

-11.03%

+10.35%

Average Drawdown

Average peak-to-trough decline

-14.60%

-13.98%

-0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.71%

17.47%

-7.76%

Volatility

RJF vs. LPLA - Volatility Comparison

The current volatility for Raymond James Financial, Inc. (RJF) is 6.24%, while LPL Financial Holdings Inc. (LPLA) has a volatility of 8.03%. This indicates that RJF experiences smaller price fluctuations and is considered to be less risky than LPLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RJFLPLADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.24%

8.03%

-1.79%

Volatility (6M)

Calculated over the trailing 6-month period

20.13%

28.77%

-8.64%

Volatility (1Y)

Calculated over the trailing 1-year period

25.37%

37.05%

-11.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.96%

36.02%

-8.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.81%

37.84%

-7.03%

Dividends

RJF vs. LPLA - Dividend Comparison

RJF's dividend yield for the trailing twelve months is around 1.20%, more than LPLA's 0.34% yield.


PositionTTM20252024202320222021202020192018201720162015
LPLA
LPL Financial Holdings Inc.
0.34%0.34%0.37%0.53%0.46%0.62%0.96%1.08%1.64%1.75%2.84%2.34%
RJF
Raymond James Financial, Inc.
1.20%1.25%0.87%1.53%1.67%1.04%1.16%1.93%1.48%0.74%1.18%1.28%

Financials

RJF vs. LPLA - Financials Comparison

This section allows you to compare key financial metrics between Raymond James Financial, Inc. and LPL Financial Holdings Inc.. 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


Values in USD except per share items

Frequently Asked Questions


RJF and LPLA have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LPLA has higher volatility (8.03%) compared to RJF (6.24%). In terms of maximum drawdown, RJF dropped -69.68% vs LPLA's -69.32%.

RJF currently has the higher Sharpe Ratio (0.27 vs -0.28), 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 RJF and LPLA

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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