BP vs. FXAIX
Compare and contrast key facts about BP p.l.c. (BP) 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: BP or FXAIX.
Key characteristics
| BP | FXAIX | |
|---|---|---|
| YTD Return | 4.19% | 12.36% |
| 1Y Return | 13.41% | 4.28% |
| 5Y Return (Ann) | 0.54% | 11.31% |
| 10Y Return (Ann) | 4.01% | 12.33% |
| Sharpe Ratio | 0.43 | 0.30 |
| Daily Std Dev | 32.45% | 20.97% |
| Max Drawdown | -69.45% | -33.79% |
Correlation
The correlation between BP and FXAIX is 0.52, 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.
BP vs. FXAIX - Performance Comparison
In the year-to-date period, BP achieves a 4.19% return, which is significantly lower than FXAIX's 12.36% return. Over the past 10 years, BP has underperformed FXAIX with an annualized return of 4.01%, while FXAIX has yielded a comparatively higher 12.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BP vs. FXAIX - Dividend Comparison
BP's dividend yield for the trailing twelve months is around 6.08%, more than FXAIX's 1.88% yield.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BP BP p.l.c. | 6.08% | 4.02% | 5.15% | 10.32% | 7.88% | 8.24% | 7.77% | 9.32% | 12.02% | 10.22% | 7.88% | 8.75% |
FXAIX Fidelity 500 Index Fund | 1.88% | 1.70% | 1.25% | 1.26% | 2.17% | 2.93% | 2.18% | 2.84% | 3.27% | 3.13% | 2.25% | 2.72% |
BP vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BP p.l.c. (BP) 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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
BP BP p.l.c. | 0.43 | ||||
FXAIX Fidelity 500 Index Fund | 0.30 |
BP vs. FXAIX - Drawdown Comparison
The maximum BP drawdown for the period was -16.78%, roughly equal to the maximum FXAIX drawdown of -19.86%. The drawdown chart below compares losses from any high point along the way for BP and FXAIX
BP vs. FXAIX - Volatility Comparison
BP p.l.c. (BP) has a higher volatility of 7.63% compared to Fidelity 500 Index Fund (FXAIX) at 3.77%. This indicates that BP'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.