TREE vs. LC

In the year-to-date period, TREE achieves a 11.23% return, which is significantly higher than LC's -16.06% return. Over the past 10 years, TREE has outperformed LC with an annualized return of -0.10%, while LC has yielded a comparatively lower -19.53% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for LendingTree, Inc. (TREE) and LendingClub Corporation (LC). 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 TREE Sharpe Ratio is 0.27, which is lower than the LC Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of TREE and LC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither TREE nor LC has paid dividends to shareholders.

The maximum TREE drawdown since its inception was -97.59%, roughly equal to the maximum LC drawdown of -96.84%. Use the drawdown chart below to compare losses from any high point for TREE and LC. For additional features, visit the drawdowns tool.

LendingTree, Inc. (TREE) has a higher volatility of 21.48% compared to LendingClub Corporation (LC) at 19.48%. This indicates that TREE's price experiences larger fluctuations and is considered to be riskier than LC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between LendingTree, Inc. and LendingClub Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.