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

Correlation

The correlation between BMR and FSPSX is 0.68, 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

BMR vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Beamr Imaging Ltd. Ordinary Share (BMR) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%December2025FebruaryMarchAprilMay
-26.85%
31.66%
BMR
FSPSX

Key characteristics

Sharpe Ratio

BMR:

-0.58

FSPSX:

0.67

Sortino Ratio

BMR:

-0.68

FSPSX:

1.02

Omega Ratio

BMR:

0.93

FSPSX:

1.14

Calmar Ratio

BMR:

-0.63

FSPSX:

0.82

Martin Ratio

BMR:

-1.31

FSPSX:

2.38

Ulcer Index

BMR:

42.53%

FSPSX:

4.69%

Daily Std Dev

BMR:

94.90%

FSPSX:

16.72%

Max Drawdown

BMR:

-88.00%

FSPSX:

-33.69%

Current Drawdown

BMR:

-83.41%

FSPSX:

-0.89%

Returns By Period

In the year-to-date period, BMR achieves a -45.73% return, which is significantly lower than FSPSX's 13.04% return.


BMR

YTD

-45.73%

1M

38.34%

6M

-12.75%

1Y

-54.67%

5Y*

N/A

10Y*

N/A

FSPSX

YTD

13.04%

1M

16.65%

6M

8.10%

1Y

11.14%

5Y*

11.87%

10Y*

5.62%

*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

BMR vs. FSPSX — Risk-Adjusted Performance Rank

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

BMR
The Risk-Adjusted Performance Rank of BMR is 1818
Overall Rank
The Sharpe Ratio Rank of BMR is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of BMR is 1919
Sortino Ratio Rank
The Omega Ratio Rank of BMR is 2323
Omega Ratio Rank
The Calmar Ratio Rank of BMR is 1212
Calmar Ratio Rank
The Martin Ratio Rank of BMR is 1414
Martin Ratio Rank

FSPSX
The Risk-Adjusted Performance Rank of FSPSX is 6767
Overall Rank
The Sharpe Ratio Rank of FSPSX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 6464
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.

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.


The current BMR Sharpe Ratio is -0.58, which is lower than the FSPSX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of BMR and FSPSX, 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 Ratio-0.500.000.501.001.50December2025FebruaryMarchAprilMay
-0.58
0.67
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 2.56%.


TTM20242023202220212020201920182017201620152014
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
2.56%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.79%3.53%

Drawdowns

BMR vs. FSPSX - Drawdown Comparison

The maximum BMR drawdown since its inception was -88.00%, 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%December2025FebruaryMarchAprilMay
-83.41%
-0.89%
BMR
FSPSX

Volatility

BMR vs. FSPSX - Volatility Comparison

Beamr Imaging Ltd. Ordinary Share (BMR) has a higher volatility of 26.04% compared to Fidelity International Index Fund (FSPSX) at 7.15%. 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%10.00%20.00%30.00%40.00%50.00%December2025FebruaryMarchAprilMay
26.04%
7.15%
BMR
FSPSX