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

Correlation

The correlation between BP and FXAIX is 0.48, 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

BP vs. FXAIX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

BP:

-0.60

FXAIX:

0.52

Sortino Ratio

BP:

-0.61

FXAIX:

0.88

Omega Ratio

BP:

0.92

FXAIX:

1.13

Calmar Ratio

BP:

-0.53

FXAIX:

0.56

Martin Ratio

BP:

-1.16

FXAIX:

2.18

Ulcer Index

BP:

13.98%

FXAIX:

4.85%

Daily Std Dev

BP:

28.71%

FXAIX:

19.47%

Max Drawdown

BP:

-69.44%

FXAIX:

-33.79%

Current Drawdown

BP:

-20.92%

FXAIX:

-7.66%

Returns By Period

In the year-to-date period, BP achieves a 2.13% return, which is significantly higher than FXAIX's -3.38% return. Over the past 10 years, BP has underperformed FXAIX with an annualized return of 2.12%, while FXAIX has yielded a comparatively higher 12.44% annualized return.


BP

YTD

2.13%

1M

13.50%

6M

4.35%

1Y

-16.81%

5Y*

10.01%

10Y*

2.12%

FXAIX

YTD

-3.38%

1M

7.51%

6M

-5.01%

1Y

9.78%

5Y*

15.87%

10Y*

12.44%

*Annualized

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Risk-Adjusted Performance

BP vs. FXAIX — Risk-Adjusted Performance Rank

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

BP
The Risk-Adjusted Performance Rank of BP is 2020
Overall Rank
The Sharpe Ratio Rank of BP is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of BP is 2121
Sortino Ratio Rank
The Omega Ratio Rank of BP is 2121
Omega Ratio Rank
The Calmar Ratio Rank of BP is 1818
Calmar Ratio Rank
The Martin Ratio Rank of BP is 2121
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 6464
Overall Rank
The Sharpe Ratio Rank of FXAIX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX 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.

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.


The current BP Sharpe Ratio is -0.60, which is lower than the FXAIX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of BP 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.


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Dividends

BP vs. FXAIX - Dividend Comparison

BP's dividend yield for the trailing twelve months is around 6.29%, more than FXAIX's 1.32% yield.


TTM20242023202220212020201920182017201620152014
BP
BP p.l.c.
6.29%6.18%4.71%3.94%4.83%9.21%6.48%6.36%5.66%6.37%7.63%6.14%
FXAIX
Fidelity 500 Index Fund
1.32%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%2.63%

Drawdowns

BP vs. FXAIX - Drawdown Comparison

The maximum BP drawdown since its inception was -69.44%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for BP and FXAIX. For additional features, visit the drawdowns tool.


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Volatility

BP vs. FXAIX - Volatility Comparison

BP p.l.c. (BP) has a higher volatility of 11.37% compared to Fidelity 500 Index Fund (FXAIX) at 6.81%. 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.


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