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AYI vs. FPURX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AYI and FPURX is 0.57, 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.


-0.50.00.51.00.6

Performance

AYI vs. FPURX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Acuity Brands, Inc. (AYI) and Fidelity Puritan Fund (FPURX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
32.22%
-1.73%
AYI
FPURX

Key characteristics

Sharpe Ratio

AYI:

1.25

FPURX:

0.53

Sortino Ratio

AYI:

1.87

FPURX:

0.73

Omega Ratio

AYI:

1.23

FPURX:

1.12

Calmar Ratio

AYI:

1.90

FPURX:

0.43

Martin Ratio

AYI:

5.15

FPURX:

1.81

Ulcer Index

AYI:

6.61%

FPURX:

3.71%

Daily Std Dev

AYI:

27.33%

FPURX:

12.69%

Max Drawdown

AYI:

-74.22%

FPURX:

-33.59%

Current Drawdown

AYI:

-4.66%

FPURX:

-9.21%

Returns By Period

In the year-to-date period, AYI achieves a 10.01% return, which is significantly higher than FPURX's 2.90% return. Over the past 10 years, AYI has outperformed FPURX with an annualized return of 7.53%, while FPURX has yielded a comparatively lower 3.68% annualized return.


AYI

YTD

10.01%

1M

-4.29%

6M

32.22%

1Y

35.15%

5Y*

23.14%

10Y*

7.53%

FPURX

YTD

2.90%

1M

-0.27%

6M

-1.73%

1Y

7.45%

5Y*

2.94%

10Y*

3.68%

*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

AYI vs. FPURX — Risk-Adjusted Performance Rank

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

AYI
The Risk-Adjusted Performance Rank of AYI is 8181
Overall Rank
The Sharpe Ratio Rank of AYI is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of AYI is 7777
Sortino Ratio Rank
The Omega Ratio Rank of AYI is 7575
Omega Ratio Rank
The Calmar Ratio Rank of AYI is 8989
Calmar Ratio Rank
The Martin Ratio Rank of AYI is 8181
Martin Ratio Rank

FPURX
The Risk-Adjusted Performance Rank of FPURX is 2626
Overall Rank
The Sharpe Ratio Rank of FPURX is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of FPURX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of FPURX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FPURX is 3434
Calmar Ratio Rank
The Martin Ratio Rank of FPURX is 2727
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.

AYI vs. FPURX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Acuity Brands, Inc. (AYI) and Fidelity Puritan Fund (FPURX). 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 AYI, currently valued at 1.25, compared to the broader market-2.000.002.001.250.53
The chart of Sortino ratio for AYI, currently valued at 1.87, compared to the broader market-4.00-2.000.002.004.006.001.870.73
The chart of Omega ratio for AYI, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.12
The chart of Calmar ratio for AYI, currently valued at 1.90, compared to the broader market0.002.004.006.001.900.43
The chart of Martin ratio for AYI, currently valued at 5.15, compared to the broader market-10.000.0010.0020.0030.005.151.81
AYI
FPURX

The current AYI Sharpe Ratio is 1.25, which is higher than the FPURX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of AYI and FPURX, 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.25
0.53
AYI
FPURX

Dividends

AYI vs. FPURX - Dividend Comparison

AYI's dividend yield for the trailing twelve months is around 0.19%, less than FPURX's 1.70% yield.


TTM20242023202220212020201920182017201620152014
AYI
Acuity Brands, Inc.
0.19%0.21%0.25%0.31%0.25%0.43%0.38%0.45%0.30%0.23%0.22%0.37%
FPURX
Fidelity Puritan Fund
1.70%1.75%1.71%1.62%1.01%1.09%1.52%1.83%1.33%1.75%7.94%9.74%

Drawdowns

AYI vs. FPURX - Drawdown Comparison

The maximum AYI drawdown since its inception was -74.22%, which is greater than FPURX's maximum drawdown of -33.59%. Use the drawdown chart below to compare losses from any high point for AYI and FPURX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.66%
-9.21%
AYI
FPURX

Volatility

AYI vs. FPURX - Volatility Comparison

Acuity Brands, Inc. (AYI) has a higher volatility of 7.13% compared to Fidelity Puritan Fund (FPURX) at 3.14%. This indicates that AYI's price experiences larger fluctuations and is considered to be riskier than FPURX 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%SeptemberOctoberNovemberDecember2025February
7.13%
3.14%
AYI
FPURX
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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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