AZZ vs. FXAIX
Compare and contrast key facts about AZZ Inc. (AZZ) and Fidelity 500 Index Fund (FXAIX).
FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AZZ or FXAIX.
Performance
AZZ vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, AZZ achieves a 65.79% return, which is significantly higher than FXAIX's 26.26% return. Over the past 10 years, AZZ has underperformed FXAIX with an annualized return of 9.08%, while FXAIX has yielded a comparatively higher 13.07% annualized return.
AZZ
65.79%
24.72%
14.33%
98.04%
22.68%
9.08%
FXAIX
26.26%
1.79%
13.68%
32.38%
15.71%
13.07%
Key characteristics
| AZZ | FXAIX | |
|---|---|---|
| Sharpe Ratio | 2.78 | 2.69 |
| Sortino Ratio | 3.37 | 3.59 |
| Omega Ratio | 1.46 | 1.50 |
| Calmar Ratio | 4.73 | 3.90 |
| Martin Ratio | 14.14 | 17.53 |
| Ulcer Index | 6.94% | 1.88% |
| Daily Std Dev | 35.30% | 12.24% |
| Max Drawdown | -74.83% | -33.79% |
| Current Drawdown | 0.00% | -0.81% |
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Correlation
The correlation between AZZ and FXAIX 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.
Risk-Adjusted Performance
AZZ vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AZZ Inc. (AZZ) 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.
Dividends
AZZ vs. FXAIX - Dividend Comparison
AZZ's dividend yield for the trailing twelve months is around 0.71%, less than FXAIX's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AZZ AZZ Inc. | 0.71% | 1.17% | 1.69% | 1.23% | 1.43% | 1.48% | 1.68% | 1.33% | 0.97% | 1.08% | 1.21% | 1.15% |
FXAIX Fidelity 500 Index Fund | 1.22% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
AZZ vs. FXAIX - Drawdown Comparison
The maximum AZZ drawdown since its inception was -74.83%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for AZZ and FXAIX. For additional features, visit the drawdowns tool.
Volatility
AZZ vs. FXAIX - Volatility Comparison
AZZ Inc. (AZZ) has a higher volatility of 12.02% compared to Fidelity 500 Index Fund (FXAIX) at 3.95%. This indicates that AZZ'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.