SPB vs. LQD
Compare and contrast key facts about Spectrum Brands Holdings, Inc. (SPB) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD).
LQD is a passively managed fund by iShares that tracks the performance of the iBoxx $ Liquid Investment Grade Index. It was launched on Jul 26, 2002.
Performance
SPB vs. LQD - Performance Comparison
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SPB vs. LQD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPB Spectrum Brands Holdings, Inc. | 25.52% | -27.90% | 7.96% | 34.08% | -38.13% | 31.26% | 26.86% | 56.71% | -61.51% | -6.83% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | -0.38% | 7.90% | 0.86% | 9.40% | -17.92% | -1.84% | 10.97% | 17.37% | -3.79% | 7.06% |
Returns By Period
In the year-to-date period, SPB achieves a 25.52% return, which is significantly higher than LQD's -0.38% return. Over the past 10 years, SPB has underperformed LQD with an annualized return of -1.55%, while LQD has yielded a comparatively higher 2.61% annualized return.
SPB
- 1D
- 0.07%
- 1M
- -5.97%
- YTD
- 25.52%
- 6M
- 42.34%
- 1Y
- 6.23%
- 3Y*
- 6.19%
- 5Y*
- -0.68%
- 10Y*
- -1.55%
LQD
- 1D
- 0.63%
- 1M
- -2.07%
- YTD
- -0.38%
- 6M
- -0.04%
- 1Y
- 4.88%
- 3Y*
- 4.26%
- 5Y*
- 0.09%
- 10Y*
- 2.61%
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Return for Risk
SPB vs. LQD — Risk / Return Rank
SPB
LQD
SPB vs. LQD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Spectrum Brands Holdings, Inc. (SPB) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). 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.
| SPB | LQD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.16 | 0.74 | -0.58 |
Sortino ratioReturn per unit of downside risk | 0.53 | 1.04 | -0.51 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.14 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.25 | 1.50 | -1.26 |
Martin ratioReturn relative to average drawdown | 0.40 | 4.15 | -3.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPB | LQD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | 0.74 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.01 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.04 | 0.30 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.54 | -0.26 |
Correlation
The correlation between SPB and LQD is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SPB vs. LQD - Dividend Comparison
SPB's dividend yield for the trailing twelve months is around 2.55%, less than LQD's 4.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPB Spectrum Brands Holdings, Inc. | 2.55% | 3.18% | 2.05% | 2.11% | 3.45% | 1.65% | 2.20% | 2.61% | 4.12% | 1.49% | 1.24% | 1.30% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 4.52% | 4.48% | 4.45% | 3.99% | 3.30% | 2.30% | 2.66% | 3.29% | 3.67% | 3.10% | 3.34% | 3.47% |
Drawdowns
SPB vs. LQD - Drawdown Comparison
The maximum SPB drawdown since its inception was -81.97%, which is greater than LQD's maximum drawdown of -24.95%. Use the drawdown chart below to compare losses from any high point for SPB and LQD.
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Drawdown Indicators
| SPB | LQD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.97% | -24.95% | -57.02% |
Max Drawdown (1Y)Largest decline over 1 year | -28.33% | -3.38% | -24.95% |
Max Drawdown (5Y)Largest decline over 5 years | -62.73% | -24.95% | -37.78% |
Max Drawdown (10Y)Largest decline over 10 years | -81.97% | -24.95% | -57.02% |
Current DrawdownCurrent decline from peak | -36.24% | -4.52% | -31.72% |
Average DrawdownAverage peak-to-trough decline | -26.01% | -3.99% | -22.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.75% | 1.22% | +16.53% |
Volatility
SPB vs. LQD - Volatility Comparison
Spectrum Brands Holdings, Inc. (SPB) has a higher volatility of 8.95% compared to iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) at 2.65%. This indicates that SPB's price experiences larger fluctuations and is considered to be riskier than LQD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPB | LQD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.95% | 2.65% | +6.30% |
Volatility (6M)Calculated over the trailing 6-month period | 24.22% | 3.76% | +20.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.24% | 6.60% | +31.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.41% | 8.66% | +27.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.08% | 8.67% | +31.41% |