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ALLIX.PA vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ALLIX.PA and FXAIX is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

ALLIX.PA vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WALLIX GROUP SA (ALLIX.PA) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%250.00%December2025FebruaryMarchAprilMay
67.65%
216.53%
ALLIX.PA
FXAIX

Key characteristics

Sharpe Ratio

ALLIX.PA:

1.84

FXAIX:

0.55

Sortino Ratio

ALLIX.PA:

2.60

FXAIX:

0.90

Omega Ratio

ALLIX.PA:

1.41

FXAIX:

1.13

Calmar Ratio

ALLIX.PA:

1.22

FXAIX:

0.57

Martin Ratio

ALLIX.PA:

8.25

FXAIX:

2.24

Ulcer Index

ALLIX.PA:

12.00%

FXAIX:

4.82%

Daily Std Dev

ALLIX.PA:

51.20%

FXAIX:

19.47%

Max Drawdown

ALLIX.PA:

-82.03%

FXAIX:

-33.79%

Current Drawdown

ALLIX.PA:

-49.27%

FXAIX:

-7.61%

Returns By Period

In the year-to-date period, ALLIX.PA achieves a 76.44% return, which is significantly higher than FXAIX's -3.33% return.


ALLIX.PA

YTD

76.44%

1M

37.94%

6M

92.18%

1Y

95.85%

5Y*

3.91%

10Y*

N/A

FXAIX

YTD

-3.33%

1M

13.75%

6M

-4.58%

1Y

10.62%

5Y*

15.88%

10Y*

12.22%

*Annualized

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Risk-Adjusted Performance

ALLIX.PA vs. FXAIX — Risk-Adjusted Performance Rank

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

ALLIX.PA
The Risk-Adjusted Performance Rank of ALLIX.PA is 9292
Overall Rank
The Sharpe Ratio Rank of ALLIX.PA is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of ALLIX.PA is 9292
Sortino Ratio Rank
The Omega Ratio Rank of ALLIX.PA is 9494
Omega Ratio Rank
The Calmar Ratio Rank of ALLIX.PA is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ALLIX.PA is 9393
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 6161
Overall Rank
The Sharpe Ratio Rank of FXAIX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 6161
Martin 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.

ALLIX.PA vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WALLIX GROUP SA (ALLIX.PA) and Fidelity 500 Index Fund (FXAIX). 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 ALLIX.PA Sharpe Ratio is 1.84, which is higher than the FXAIX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of ALLIX.PA and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.98
0.54
ALLIX.PA
FXAIX

Dividends

ALLIX.PA vs. FXAIX - Dividend Comparison

ALLIX.PA has not paid dividends to shareholders, while FXAIX's dividend yield for the trailing twelve months is around 1.31%.


TTM20242023202220212020201920182017201620152014
ALLIX.PA
WALLIX GROUP SA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
1.31%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%2.63%

Drawdowns

ALLIX.PA vs. FXAIX - Drawdown Comparison

The maximum ALLIX.PA drawdown since its inception was -82.03%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for ALLIX.PA and FXAIX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-54.46%
-7.61%
ALLIX.PA
FXAIX

Volatility

ALLIX.PA vs. FXAIX - Volatility Comparison

WALLIX GROUP SA (ALLIX.PA) has a higher volatility of 15.12% compared to Fidelity 500 Index Fund (FXAIX) at 11.20%. This indicates that ALLIX.PA's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
15.12%
11.20%
ALLIX.PA
FXAIX