SUGBY vs. LVHI

Last updated Jul 4, 2026

SUGBY (Suruga Bank Ltd ADR) is a stock, while LVHI (Franklin International Low Volatility High Dividend Index ETF) is Volatility Hedged Equity fund tracking the Franklin International Low Volatility High Dividend Hedged Index-NR. Over the past 5 years, SUGBY returned 17.71%/yr vs 16.03%/yr for LVHI. At a correlation of -0.04, they often move in opposite directions.

Performance

SUGBY vs. LVHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Suruga Bank Ltd ADR (SUGBY) and Franklin International Low Volatility High Dividend Index ETF (LVHI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SUGBY

• 1D: 0.00%
• 1M: 0.00%
• 6M: 0.00%
• YTD: 0.00%
• 1Y: 0.00%
• 3Y*: 30.02%
• 5Y*: 17.71%
• 10Y*: —

LVHI

• 1D: 1.61%
• 1M: 1.41%
• 6M: 12.29%
• YTD: 13.66%
• 1Y: 30.92%
• 3Y*: 21.05%
• 5Y*: 16.03%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SUGBY vs. LVHI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SUGBY Suruga Bank Ltd ADR	0.00%	12.39%	40.87%	82.10%	-9.17%	-21.74%	0.00%
LVHI Franklin International Low Volatility High Dividend Index ETF	13.66%	27.12%	14.81%	17.45%	3.84%	18.19%	7.10%

Correlation

The correlation between SUGBY and LVHI is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	-0.04
Correlation (5Y) Calculated over the trailing 5-year period	-0.06
Correlation (All Time) Calculated using the full available price history since Jul 22, 2020	-0.04

Return for Risk

SUGBY vs. LVHI — Risk / Return Rank

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

SUGBY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

LVHI

LVHI Risk / Return Rank: 95
LVHI Sharpe Ratio Rank: 96
LVHI Sortino Ratio Rank: 96
LVHI Omega Ratio Rank: 95
LVHI Calmar Ratio Rank: 93
LVHI Martin Ratio Rank: 94

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SUGBY vs. LVHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Suruga Bank Ltd ADR (SUGBY) and Franklin International Low Volatility High Dividend Index ETF (LVHI). 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.

	SUGBY	LVHI	Difference
Sharpe ratio: Return per unit of total volatility	—	3.25	—
Sortino ratio: Return per unit of downside risk	—	4.49	—
Omega ratio: Gain probability vs. loss probability	—	1.62	—
Calmar ratio: Return relative to maximum drawdown	—	5.16	—
Martin ratio: Return relative to average drawdown	—	21.17	—

Drawdowns

SUGBY vs. LVHI - Drawdown Comparison

The maximum SUGBY drawdown since its inception was -36.89%, which is greater than LVHI's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for SUGBY and LVHI.

Drawdown Indicators

	SUGBY	LVHI	Difference
Max Drawdown Largest peak-to-trough decline	-36.89%	-32.31%	-4.58%
Max Drawdown (1Y) Largest decline over 1 year	0.00%	-6.08%	+6.08%
Max Drawdown (3Y) Largest decline over 3 years	-9.08%	-11.99%	+2.91%
Max Drawdown (5Y) Largest decline over 5 years	-33.21%	-11.99%	-21.22%
Current Drawdown Current decline from peak	0.00%	-0.10%	+0.10%
Average Drawdown Average peak-to-trough decline	-8.37%	-3.50%	-4.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.00%	1.48%	-1.48%

Volatility

SUGBY vs. LVHI - Volatility Comparison

The current volatility for Suruga Bank Ltd ADR (SUGBY) is 0.00%, while Franklin International Low Volatility High Dividend Index ETF (LVHI) has a volatility of 2.88%. This indicates that SUGBY experiences smaller price fluctuations and is considered to be less risky than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SUGBY	LVHI	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	2.88%	-2.88%
Volatility (6M) Calculated over the trailing 6-month period	0.00%	7.84%	-7.84%
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	9.68%	-9.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.61%	11.09%	+14.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.64%	13.73%	+9.91%

Dividends

SUGBY vs. LVHI - Dividend Comparison

SUGBY has not paid dividends to shareholders, while LVHI's dividend yield for the trailing twelve months is around 4.69%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
LVHI Franklin International Low Volatility High Dividend Index ETF	4.69%	4.92%	3.98%	8.12%	7.74%	4.13%	3.97%	6.67%	10.67%	3.38%	2.02%
SUGBY Suruga Bank Ltd ADR	0.00%	1.25%	1.25%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SUGBY and LVHI in my portfolio?

SUGBY and LVHI have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SUGBY or LVHI?

LVHI has higher volatility (2.88%) compared to SUGBY (0.00%). In terms of maximum drawdown, SUGBY dropped -36.89% vs LVHI's -32.31%.