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BMR vs. FSPSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BMRFSPSX
YTD Return159.31%10.22%
1Y Return147.37%17.92%
Sharpe Ratio0.401.52
Daily Std Dev392.97%12.59%
Max Drawdown-80.55%-33.69%
Current Drawdown-76.63%-1.81%

Correlation

-0.50.00.51.00.1

The correlation between BMR and FSPSX is 0.12, 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.

Performance

BMR vs. FSPSX - Performance Comparison

In the year-to-date period, BMR achieves a 159.31% return, which is significantly higher than FSPSX's 10.22% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%80.00%100.00%120.00%AprilMayJuneJulyAugustSeptember
3.01%
23.79%
BMR
FSPSX

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Risk-Adjusted Performance

BMR vs. FSPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Beamr Imaging Ltd. Ordinary Share (BMR) and Fidelity International Index Fund (FSPSX). 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.


BMR
Sharpe ratio
The chart of Sharpe ratio for BMR, currently valued at 0.40, compared to the broader market-4.00-2.000.002.000.40
Sortino ratio
The chart of Sortino ratio for BMR, currently valued at 4.86, compared to the broader market-6.00-4.00-2.000.002.004.004.86
Omega ratio
The chart of Omega ratio for BMR, currently valued at 2.03, compared to the broader market0.501.001.502.002.03
Calmar ratio
The chart of Calmar ratio for BMR, currently valued at 1.93, compared to the broader market0.001.002.003.004.005.001.93
Martin ratio
The chart of Martin ratio for BMR, currently valued at 2.93, compared to the broader market-10.00-5.000.005.0010.0015.0020.002.93
FSPSX
Sharpe ratio
The chart of Sharpe ratio for FSPSX, currently valued at 1.52, compared to the broader market-4.00-2.000.002.001.52
Sortino ratio
The chart of Sortino ratio for FSPSX, currently valued at 2.16, compared to the broader market-6.00-4.00-2.000.002.004.002.16
Omega ratio
The chart of Omega ratio for FSPSX, currently valued at 1.05, compared to the broader market0.501.001.502.001.05
Calmar ratio
The chart of Calmar ratio for FSPSX, currently valued at 1.67, compared to the broader market0.001.002.003.004.005.001.67
Martin ratio
The chart of Martin ratio for FSPSX, currently valued at 7.34, compared to the broader market-10.00-5.000.005.0010.0015.0020.007.34

BMR vs. FSPSX - Sharpe Ratio Comparison

The current BMR Sharpe Ratio is 0.40, which is lower than the FSPSX Sharpe Ratio of 1.52. The chart below compares the 12-month rolling Sharpe Ratio of BMR and FSPSX.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AprilMayJuneJulyAugustSeptember
0.40
1.52
BMR
FSPSX

Dividends

BMR vs. FSPSX - Dividend Comparison

BMR has not paid dividends to shareholders, while FSPSX's dividend yield for the trailing twelve months is around 2.88%.


TTM20232022202120202019201820172016201520142013
BMR
Beamr Imaging Ltd. Ordinary Share
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSPSX
Fidelity International Index Fund
2.88%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%3.53%2.59%

Drawdowns

BMR vs. FSPSX - Drawdown Comparison

The maximum BMR drawdown since its inception was -80.55%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for BMR and FSPSX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AprilMayJuneJulyAugustSeptember
-76.63%
-1.81%
BMR
FSPSX

Volatility

BMR vs. FSPSX - Volatility Comparison

Beamr Imaging Ltd. Ordinary Share (BMR) has a higher volatility of 21.02% compared to Fidelity International Index Fund (FSPSX) at 4.10%. This indicates that BMR's price experiences larger fluctuations and is considered to be riskier than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%AprilMayJuneJulyAugustSeptember
21.02%
4.10%
BMR
FSPSX