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AOMR vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AOMR and FSELX is 0.26, 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.


-0.50.00.51.00.3

Performance

AOMR vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Angel Oak Mortgage, Inc. (AOMR) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-11.51%
-8.24%
AOMR
FSELX

Key characteristics

Sharpe Ratio

AOMR:

0.12

FSELX:

1.24

Sortino Ratio

AOMR:

0.37

FSELX:

1.76

Omega Ratio

AOMR:

1.05

FSELX:

1.22

Calmar Ratio

AOMR:

0.12

FSELX:

1.85

Martin Ratio

AOMR:

0.25

FSELX:

5.07

Ulcer Index

AOMR:

14.20%

FSELX:

8.87%

Daily Std Dev

AOMR:

31.22%

FSELX:

36.33%

Max Drawdown

AOMR:

-71.21%

FSELX:

-81.70%

Current Drawdown

AOMR:

-21.58%

FSELX:

-8.24%

Returns By Period

In the year-to-date period, AOMR achieves a 5.50% return, which is significantly higher than FSELX's 3.76% return.


AOMR

YTD

5.50%

1M

3.71%

6M

-11.51%

1Y

3.21%

5Y*

N/A

10Y*

N/A

FSELX

YTD

3.76%

1M

-1.61%

6M

-8.24%

1Y

44.83%

5Y*

22.70%

10Y*

17.43%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AOMR vs. FSELX — Risk-Adjusted Performance Rank

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

AOMR
The Risk-Adjusted Performance Rank of AOMR is 4949
Overall Rank
The Sharpe Ratio Rank of AOMR is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of AOMR is 4444
Sortino Ratio Rank
The Omega Ratio Rank of AOMR is 4444
Omega Ratio Rank
The Calmar Ratio Rank of AOMR is 5353
Calmar Ratio Rank
The Martin Ratio Rank of AOMR is 5151
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 7373
Overall Rank
The Sharpe Ratio Rank of FSELX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 6666
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.

AOMR vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Angel Oak Mortgage, Inc. (AOMR) and Fidelity Select Semiconductors Portfolio (FSELX). 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.


Sharpe ratio
The chart of Sharpe ratio for AOMR, currently valued at 0.12, compared to the broader market-4.00-2.000.002.000.121.24
The chart of Sortino ratio for AOMR, currently valued at 0.37, compared to the broader market-4.00-2.000.002.004.000.371.76
The chart of Omega ratio for AOMR, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.22
The chart of Calmar ratio for AOMR, currently valued at 0.12, compared to the broader market0.002.004.006.000.121.85
The chart of Martin ratio for AOMR, currently valued at 0.25, compared to the broader market-10.000.0010.0020.000.255.07
AOMR
FSELX

The current AOMR Sharpe Ratio is 0.12, which is lower than the FSELX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of AOMR and FSELX, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.12
1.24
AOMR
FSELX

Dividends

AOMR vs. FSELX - Dividend Comparison

AOMR's dividend yield for the trailing twelve months is around 13.07%, while FSELX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
AOMR
Angel Oak Mortgage, Inc.
13.07%13.79%12.08%35.31%2.93%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%0.00%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%

Drawdowns

AOMR vs. FSELX - Drawdown Comparison

The maximum AOMR drawdown since its inception was -71.21%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for AOMR and FSELX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-21.58%
-8.24%
AOMR
FSELX

Volatility

AOMR vs. FSELX - Volatility Comparison

The current volatility for Angel Oak Mortgage, Inc. (AOMR) is 7.47%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 9.89%. This indicates that AOMR experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
7.47%
9.89%
AOMR
FSELX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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