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

Correlation

The correlation between BZZUY and FXAIX is 0.14, 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

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.

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Key characteristics

Sharpe Ratio

BZZUY:

0.59

FXAIX:

0.75

Sortino Ratio

BZZUY:

2.27

FXAIX:

1.07

Omega Ratio

BZZUY:

1.27

FXAIX:

1.15

Calmar Ratio

BZZUY:

1.98

FXAIX:

0.72

Martin Ratio

BZZUY:

5.18

FXAIX:

2.73

Ulcer Index

BZZUY:

9.76%

FXAIX:

4.85%

Daily Std Dev

BZZUY:

40.32%

FXAIX:

19.78%

Max Drawdown

BZZUY:

-50.37%

FXAIX:

-33.79%

Current Drawdown

BZZUY:

-10.79%

FXAIX:

-3.14%

Returns By Period

In the year-to-date period, BZZUY achieves a 42.34% return, which is significantly higher than FXAIX's 1.34% return.


BZZUY

YTD

42.34%

1M

0.03%

6M

24.98%

1Y

21.24%

3Y*

41.47%

5Y*

25.83%

10Y*

N/A

FXAIX

YTD

1.34%

1M

6.29%

6M

-1.07%

1Y

14.76%

3Y*

14.51%

5Y*

16.00%

10Y*

12.68%

*Annualized

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Buzzi Unicem SpA ADR

Fidelity 500 Index Fund

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BZZUY vs. FXAIX — Risk-Adjusted Performance Rank

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

BZZUY
The Risk-Adjusted Performance Rank of BZZUY is 8585
Overall Rank
The Sharpe Ratio Rank of BZZUY is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of BZZUY is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BZZUY is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BZZUY is 9292
Calmar Ratio Rank
The Martin Ratio Rank of BZZUY is 8686
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 6060
Overall Rank
The Sharpe Ratio Rank of FXAIX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 6262
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.

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.


The current BZZUY Sharpe Ratio is 0.59, which is comparable to the FXAIX Sharpe Ratio of 0.75. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BZZUY vs. FXAIX - Dividend Comparison

BZZUY's dividend yield for the trailing twelve months is around 1.48%, less than FXAIX's 1.55% yield.


TTM20242023202220212020201920182017201620152014
BZZUY
Buzzi Unicem SpA ADR
1.48%1.76%1.60%2.20%5.61%0.68%0.56%0.00%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
1.55%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%2.08%

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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BZZUY vs. FXAIX - Volatility Comparison

Buzzi Unicem SpA ADR (BZZUY) has a higher volatility of 7.45% compared to Fidelity 500 Index Fund (FXAIX) at 4.77%. 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.


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