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Fuel Tech, Inc. (FTEK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS3595231073
CUSIP359523107
SectorIndustrials
IndustryPollution & Treatment Controls

Highlights

Market Cap$34.03M
EPS-$0.05
PE Ratio18.92
Revenue (TTM)$27.08M
Gross Profit (TTM)$11.64M
EBITDA (TTM)-$2.32M
Year Range$0.96 - $1.83
Target Price$4.00
Short %1.76%
Short Ratio3.65

Share Price Chart


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Fuel Tech, Inc.

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fuel Tech, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
12.77%
21.14%
FTEK (Fuel Tech, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Fuel Tech, Inc. had a return of 9.52% year-to-date (YTD) and -18.44% in the last 12 months. Over the past 10 years, Fuel Tech, Inc. had an annualized return of -14.30%, while the S&P 500 had an annualized return of 10.55%, indicating that Fuel Tech, Inc. did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date9.52%6.33%
1 month0.00%-2.81%
6 months12.75%21.13%
1 year-18.44%24.56%
5 years (annualized)-15.85%11.55%
10 years (annualized)-14.30%10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.90%1.87%11.01%
20238.26%-13.57%3.93%-0.94%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FTEK is 19, indicating that it is in the bottom 19% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of FTEK is 1919
Fuel Tech, Inc.(FTEK)
The Sharpe Ratio Rank of FTEK is 1616Sharpe Ratio Rank
The Sortino Ratio Rank of FTEK is 1818Sortino Ratio Rank
The Omega Ratio Rank of FTEK is 1818Omega Ratio Rank
The Calmar Ratio Rank of FTEK is 3333Calmar Ratio Rank
The Martin Ratio Rank of FTEK is 1111Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Fuel Tech, Inc. (FTEK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FTEK
Sharpe ratio
The chart of Sharpe ratio for FTEK, currently valued at -0.69, compared to the broader market-2.00-1.000.001.002.003.00-0.69
Sortino ratio
The chart of Sortino ratio for FTEK, currently valued at -0.85, compared to the broader market-4.00-2.000.002.004.006.00-0.85
Omega ratio
The chart of Omega ratio for FTEK, currently valued at 0.90, compared to the broader market0.501.001.500.90
Calmar ratio
The chart of Calmar ratio for FTEK, currently valued at -0.27, compared to the broader market0.001.002.003.004.005.006.00-0.27
Martin ratio
The chart of Martin ratio for FTEK, currently valued at -1.35, compared to the broader market0.0010.0020.0030.00-1.35
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-2.00-1.000.001.002.003.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-4.00-2.000.002.004.006.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.001.002.003.004.005.006.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.007.61

Sharpe Ratio

The current Fuel Tech, Inc. Sharpe ratio is -0.69. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.69
1.91
FTEK (Fuel Tech, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Fuel Tech, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-96.97%
-3.48%
FTEK (Fuel Tech, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fuel Tech, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Fuel Tech, Inc. was 98.97%, occurring on Apr 2, 2020. The portfolio has not yet recovered.

The current Fuel Tech, Inc. drawdown is 96.97%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-98.97%Jun 22, 20073218Apr 2, 2020
-93.35%Nov 15, 19931023Apr 6, 19981957Mar 27, 20062980
-45.41%May 8, 200656Jul 26, 200662Oct 23, 2006118
-25.91%Feb 27, 200730Apr 10, 200740Jun 6, 200770
-15%Sep 17, 199310Sep 30, 19935Oct 7, 199315

Volatility

Volatility Chart

The current Fuel Tech, Inc. volatility is 8.85%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2024FebruaryMarchApril
8.85%
3.59%
FTEK (Fuel Tech, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Fuel Tech, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items