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AXTA vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AXTAFXAIX
YTD Return0.91%10.42%
1Y Return19.44%34.26%
3Y Return (Ann)4.88%11.44%
5Y Return (Ann)6.35%15.06%
Sharpe Ratio0.822.92
Daily Std Dev25.10%11.66%
Max Drawdown-63.60%-33.79%
Current Drawdown-8.71%0.00%

Correlation

0.55
-1.001.00

The correlation between AXTA and FXAIX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

AXTA vs. FXAIX - Performance Comparison

In the year-to-date period, AXTA achieves a 0.91% return, which is significantly lower than FXAIX's 10.42% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%100.00%150.00%200.00%OctoberNovemberDecember2024FebruaryMarch
65.20%
207.93%
AXTA
FXAIX

Compare stocks, funds, or ETFs


Axalta Coating Systems Ltd.

Fidelity 500 Index Fund

Risk-Adjusted Performance

AXTA vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Axalta Coating Systems Ltd. (AXTA) 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AXTA
Axalta Coating Systems Ltd.
0.82
FXAIX
Fidelity 500 Index Fund
2.92

AXTA vs. FXAIX - Sharpe Ratio Comparison

The current AXTA Sharpe Ratio is 0.82, which is lower than the FXAIX Sharpe Ratio of 2.92. The chart below compares the 12-month rolling Sharpe Ratio of AXTA and FXAIX.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50OctoberNovemberDecember2024FebruaryMarch
0.82
2.92
AXTA
FXAIX

Dividends

AXTA vs. FXAIX - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
AXTA
Axalta Coating Systems Ltd.
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%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%2.63%1.84%

Drawdowns

AXTA vs. FXAIX - Drawdown Comparison

The maximum AXTA drawdown since its inception was -63.60%, which is greater than FXAIX's maximum drawdown of -33.79%. The drawdown chart below compares losses from any high point along the way for AXTA and FXAIX


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-8.71%
0
AXTA
FXAIX

Volatility

AXTA vs. FXAIX - Volatility Comparison

Axalta Coating Systems Ltd. (AXTA) has a higher volatility of 4.40% compared to Fidelity 500 Index Fund (FXAIX) at 2.82%. This indicates that AXTA'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.


2.00%4.00%6.00%8.00%10.00%12.00%OctoberNovemberDecember2024FebruaryMarch
4.40%
2.82%
AXTA
FXAIX