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

Correlation

The correlation between BZZUY and FXAIX is 0.13, 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.


-0.50.00.51.00.1

Performance

BZZUY vs. FXAIX - Performance Comparison

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

90.00%100.00%110.00%120.00%130.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
107.95%
121.43%
BZZUY
FXAIX

Key characteristics

Sharpe Ratio

BZZUY:

1.05

FXAIX:

2.03

Sortino Ratio

BZZUY:

1.73

FXAIX:

2.71

Omega Ratio

BZZUY:

1.22

FXAIX:

1.38

Calmar Ratio

BZZUY:

1.61

FXAIX:

3.03

Martin Ratio

BZZUY:

3.48

FXAIX:

13.52

Ulcer Index

BZZUY:

8.19%

FXAIX:

1.89%

Daily Std Dev

BZZUY:

27.25%

FXAIX:

12.59%

Max Drawdown

BZZUY:

-50.37%

FXAIX:

-33.79%

Current Drawdown

BZZUY:

-14.88%

FXAIX:

-3.54%

Returns By Period

The year-to-date returns for both stocks are quite close, with BZZUY having a 25.26% return and FXAIX slightly lower at 24.76%.


BZZUY

YTD

25.26%

1M

-13.96%

6M

-8.85%

1Y

27.44%

5Y*

22.20%

10Y*

N/A

FXAIX

YTD

24.76%

1M

-0.24%

6M

7.73%

1Y

24.84%

5Y*

14.60%

10Y*

12.94%

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Risk-Adjusted Performance

BZZUY vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Buzzi Unicem SpA ADR (BZZUY) 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 BZZUY, currently valued at 1.03, compared to the broader market-4.00-2.000.002.001.032.03
The chart of Sortino ratio for BZZUY, currently valued at 1.70, compared to the broader market-4.00-2.000.002.004.001.702.71
The chart of Omega ratio for BZZUY, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.38
The chart of Calmar ratio for BZZUY, currently valued at 1.55, compared to the broader market0.002.004.006.001.553.03
The chart of Martin ratio for BZZUY, currently valued at 3.34, compared to the broader market0.0010.0020.003.3413.52
BZZUY
FXAIX

The current BZZUY Sharpe Ratio is 1.05, which is lower than the FXAIX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of BZZUY 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.03
2.03
BZZUY
FXAIX

Dividends

BZZUY vs. FXAIX - Dividend Comparison

BZZUY's dividend yield for the trailing twelve months is around 1.71%, more than FXAIX's 0.89% yield.


TTM20232022202120202019201820172016201520142013
BZZUY
Buzzi Unicem SpA ADR
1.71%1.60%2.20%5.61%0.68%0.56%0.00%0.00%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
0.89%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%1.84%

Drawdowns

BZZUY vs. FXAIX - Drawdown Comparison

The maximum BZZUY drawdown since its inception was -50.37%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for BZZUY and FXAIX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.88%
-3.54%
BZZUY
FXAIX

Volatility

BZZUY vs. FXAIX - Volatility Comparison

Buzzi Unicem SpA ADR (BZZUY) has a higher volatility of 4.55% compared to Fidelity 500 Index Fund (FXAIX) at 3.65%. This indicates that BZZUY'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%JulyAugustSeptemberOctoberNovemberDecember
4.55%
3.65%
BZZUY
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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