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TEKY vs. SYZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEKY vs. SYZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard Next Gen Technologies ETF (TEKY) and Lazard US Systematic Small Cap Equity ETF (SYZ). The values are adjusted to include any dividend payments, if applicable.

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TEKY vs. SYZ - Yearly Performance Comparison


Returns By Period

In the year-to-date period, TEKY achieves a -8.73% return, which is significantly lower than SYZ's 4.69% return.


TEKY

1D
-0.31%
1M
-2.35%
YTD
-8.73%
6M
-12.09%
1Y
3Y*
5Y*
10Y*

SYZ

1D
0.29%
1M
-2.59%
YTD
4.69%
6M
5.95%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TEKY vs. SYZ - Expense Ratio Comparison

TEKY has a 0.50% expense ratio, which is lower than SYZ's 0.60% expense ratio.


Return for Risk

TEKY vs. SYZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard Next Gen Technologies ETF (TEKY) and Lazard US Systematic Small Cap Equity ETF (SYZ). 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.


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

TEKY vs. SYZ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TEKYSYZDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

1.51

0.62

+0.89

Correlation

The correlation between TEKY and SYZ is 0.62, 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.


Dividends

TEKY vs. SYZ - Dividend Comparison

TEKY's dividend yield for the trailing twelve months is around 0.27%, more than SYZ's 0.16% yield.


Drawdowns

TEKY vs. SYZ - Drawdown Comparison

The maximum TEKY drawdown since its inception was -21.43%, which is greater than SYZ's maximum drawdown of -8.00%. Use the drawdown chart below to compare losses from any high point for TEKY and SYZ.


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Drawdown Indicators


TEKYSYZDifference

Max Drawdown

Largest peak-to-trough decline

-21.43%

-8.00%

-13.43%

Current Drawdown

Current decline from peak

-17.24%

-4.12%

-13.12%

Average Drawdown

Average peak-to-trough decline

-4.98%

-2.46%

-2.52%

Volatility

TEKY vs. SYZ - Volatility Comparison


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Volatility by Period


TEKYSYZDifference

Volatility (1Y)

Calculated over the trailing 1-year period

25.10%

16.86%

+8.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.10%

16.86%

+8.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.10%

16.86%

+8.24%