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AXA.DE vs. FAGAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AXA.DE and FAGAX is 0.32, 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

AXA.DE vs. FAGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AXA SA (AXA.DE) and Fidelity Advisor Growth Opportunities Fund Class A (FAGAX). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%450.00%OctoberNovemberDecember2025FebruaryMarch
304.31%
368.81%
AXA.DE
FAGAX

Key characteristics

Sharpe Ratio

AXA.DE:

1.34

FAGAX:

0.61

Sortino Ratio

AXA.DE:

1.76

FAGAX:

0.94

Omega Ratio

AXA.DE:

1.24

FAGAX:

1.12

Calmar Ratio

AXA.DE:

1.80

FAGAX:

0.67

Martin Ratio

AXA.DE:

5.19

FAGAX:

3.33

Ulcer Index

AXA.DE:

4.64%

FAGAX:

4.04%

Daily Std Dev

AXA.DE:

18.00%

FAGAX:

21.98%

Max Drawdown

AXA.DE:

-82.28%

FAGAX:

-65.24%

Current Drawdown

AXA.DE:

0.00%

FAGAX:

-13.40%

Returns By Period

In the year-to-date period, AXA.DE achieves a 12.84% return, which is significantly higher than FAGAX's -6.72% return. Over the past 10 years, AXA.DE has outperformed FAGAX with an annualized return of 12.17%, while FAGAX has yielded a comparatively lower 11.03% annualized return.


AXA.DE

YTD

12.84%

1M

4.37%

6M

11.38%

1Y

25.21%

5Y*

22.73%

10Y*

12.17%

FAGAX

YTD

-6.72%

1M

-10.05%

6M

8.27%

1Y

13.79%

5Y*

14.10%

10Y*

11.03%

*Annualized

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Risk-Adjusted Performance

AXA.DE vs. FAGAX — Risk-Adjusted Performance Rank

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

AXA.DE
The Risk-Adjusted Performance Rank of AXA.DE is 8484
Overall Rank
The Sharpe Ratio Rank of AXA.DE is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of AXA.DE is 7979
Sortino Ratio Rank
The Omega Ratio Rank of AXA.DE is 7979
Omega Ratio Rank
The Calmar Ratio Rank of AXA.DE is 9191
Calmar Ratio Rank
The Martin Ratio Rank of AXA.DE is 8484
Martin Ratio Rank

FAGAX
The Risk-Adjusted Performance Rank of FAGAX is 5151
Overall Rank
The Sharpe Ratio Rank of FAGAX is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of FAGAX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of FAGAX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of FAGAX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of FAGAX 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.

AXA.DE vs. FAGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AXA SA (AXA.DE) and Fidelity Advisor Growth Opportunities Fund Class A (FAGAX). 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 AXA.DE, currently valued at 0.86, compared to the broader market-3.00-2.00-1.000.001.002.003.000.860.44
The chart of Sortino ratio for AXA.DE, currently valued at 1.23, compared to the broader market-4.00-2.000.002.004.001.230.71
The chart of Omega ratio for AXA.DE, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.10
The chart of Calmar ratio for AXA.DE, currently valued at 1.06, compared to the broader market0.001.002.003.004.005.001.060.48
The chart of Martin ratio for AXA.DE, currently valued at 2.40, compared to the broader market0.005.0010.0015.0020.002.402.20
AXA.DE
FAGAX

The current AXA.DE Sharpe Ratio is 1.34, which is higher than the FAGAX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of AXA.DE and FAGAX, 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 Ratio0.501.001.502.002.503.00OctoberNovemberDecember2025FebruaryMarch
0.86
0.44
AXA.DE
FAGAX

Dividends

AXA.DE vs. FAGAX - Dividend Comparison

AXA.DE's dividend yield for the trailing twelve months is around 5.12%, while FAGAX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
AXA.DE
AXA SA
5.21%5.78%5.76%5.87%5.44%10.95%5.31%6.66%4.67%4.58%3.74%4.21%
FAGAX
Fidelity Advisor Growth Opportunities Fund Class A
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%11.12%0.00%

Drawdowns

AXA.DE vs. FAGAX - Drawdown Comparison

The maximum AXA.DE drawdown since its inception was -82.28%, which is greater than FAGAX's maximum drawdown of -65.24%. Use the drawdown chart below to compare losses from any high point for AXA.DE and FAGAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-1.22%
-16.62%
AXA.DE
FAGAX

Volatility

AXA.DE vs. FAGAX - Volatility Comparison

The current volatility for AXA SA (AXA.DE) is 6.25%, while Fidelity Advisor Growth Opportunities Fund Class A (FAGAX) has a volatility of 8.68%. This indicates that AXA.DE experiences smaller price fluctuations and is considered to be less risky than FAGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%OctoberNovemberDecember2025FebruaryMarch
6.25%
8.68%
AXA.DE
FAGAX
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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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