LPLA vs SPY: returns, Sharpe ratio and drawdown

Over the past year, SPY returned +13.70% against -5.55% for LPLA. Over five years, LPLA averaged +14.47% a year, compared with +10.77% for SPY. SPY had the higher Sharpe ratio over the past year (0.73 vs -0.10), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -32.39% for LPLA.