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

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.


-0.50.00.51.0
Correlation: 0.6

Performance

AZZ vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AZZ Inc. (AZZ) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
353.53%
411.52%
AZZ
FXAIX

Key characteristics

Sharpe Ratio

AZZ:

0.18

FXAIX:

0.34

Sortino Ratio

AZZ:

0.52

FXAIX:

0.54

Omega Ratio

AZZ:

1.07

FXAIX:

1.07

Calmar Ratio

AZZ:

0.37

FXAIX:

0.42

Martin Ratio

AZZ:

0.76

FXAIX:

1.62

Ulcer Index

AZZ:

8.92%

FXAIX:

3.12%

Daily Std Dev

AZZ:

37.68%

FXAIX:

14.79%

Max Drawdown

AZZ:

-74.83%

FXAIX:

-33.79%

Current Drawdown

AZZ:

-18.22%

FXAIX:

-12.01%

Returns By Period

In the year-to-date period, AZZ achieves a -0.96% return, which is significantly higher than FXAIX's -7.94% return. Over the past 10 years, AZZ has underperformed FXAIX with an annualized return of 7.10%, while FXAIX has yielded a comparatively higher 11.82% annualized return.


AZZ

YTD

-0.96%

1M

-9.28%

6M

1.34%

1Y

6.69%

5Y*

28.23%

10Y*

7.10%

FXAIX

YTD

-7.94%

1M

-6.49%

6M

-4.69%

1Y

4.96%

5Y*

18.62%

10Y*

11.82%

*Annualized

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Risk-Adjusted Performance

AZZ vs. FXAIX — Risk-Adjusted Performance Rank

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

AZZ
The Risk-Adjusted Performance Rank of AZZ is 6161
Overall Rank
The Sharpe Ratio Rank of AZZ is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of AZZ is 5656
Sortino Ratio Rank
The Omega Ratio Rank of AZZ is 5454
Omega Ratio Rank
The Calmar Ratio Rank of AZZ is 7171
Calmar Ratio Rank
The Martin Ratio Rank of AZZ is 6464
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 5050
Overall Rank
The Sharpe Ratio Rank of FXAIX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 5353
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.

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.


Sharpe ratio
The chart of Sharpe ratio for AZZ, currently valued at 0.18, compared to the broader market-2.00-1.000.001.002.003.00
AZZ: 0.18
FXAIX: 0.34
The chart of Sortino ratio for AZZ, currently valued at 0.52, compared to the broader market-6.00-4.00-2.000.002.004.00
AZZ: 0.52
FXAIX: 0.54
The chart of Omega ratio for AZZ, currently valued at 1.07, compared to the broader market0.501.001.502.00
AZZ: 1.07
FXAIX: 1.07
The chart of Calmar ratio for AZZ, currently valued at 0.37, compared to the broader market0.001.002.003.004.005.00
AZZ: 0.37
FXAIX: 0.42
The chart of Martin ratio for AZZ, currently valued at 0.76, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
AZZ: 0.76
FXAIX: 1.62

The current AZZ Sharpe Ratio is 0.18, which is lower than the FXAIX Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of AZZ and FXAIX, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.18
0.34
AZZ
FXAIX

Dividends

AZZ vs. FXAIX - Dividend Comparison

AZZ's dividend yield for the trailing twelve months is around 0.84%, less than FXAIX's 1.35% yield.


TTM20242023202220212020201920182017201620152014
AZZ
AZZ Inc.
0.84%0.83%1.17%1.69%1.23%1.43%1.48%1.68%1.33%0.97%1.08%1.21%
FXAIX
Fidelity 500 Index Fund
1.35%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.22%
-12.01%
AZZ
FXAIX

Volatility

AZZ vs. FXAIX - Volatility Comparison

AZZ Inc. (AZZ) has a higher volatility of 12.20% compared to Fidelity 500 Index Fund (FXAIX) at 7.38%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.20%
7.38%
AZZ
FXAIX
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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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