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CCEP vs. FBGRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CCEP and FBGRX is 0.41, 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

CCEP vs. FBGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Coca-Cola European Partners plc (CCEP) and Fidelity Blue Chip Growth Fund (FBGRX). The values are adjusted to include any dividend payments, if applicable.

5,000.00%5,500.00%6,000.00%6,500.00%7,000.00%December2025FebruaryMarchAprilMay
6,450.06%
6,104.49%
CCEP
FBGRX

Key characteristics

Sharpe Ratio

CCEP:

1.25

FBGRX:

0.03

Sortino Ratio

CCEP:

1.89

FBGRX:

0.24

Omega Ratio

CCEP:

1.25

FBGRX:

1.03

Calmar Ratio

CCEP:

2.88

FBGRX:

0.03

Martin Ratio

CCEP:

6.96

FBGRX:

0.10

Ulcer Index

CCEP:

3.68%

FBGRX:

9.10%

Daily Std Dev

CCEP:

19.07%

FBGRX:

28.18%

Max Drawdown

CCEP:

-79.40%

FBGRX:

-57.42%

Current Drawdown

CCEP:

-1.70%

FBGRX:

-14.48%

Returns By Period

In the year-to-date period, CCEP achieves a 16.52% return, which is significantly higher than FBGRX's -10.27% return. Over the past 10 years, CCEP has outperformed FBGRX with an annualized return of 15.24%, while FBGRX has yielded a comparatively lower 11.59% annualized return.


CCEP

YTD

16.52%

1M

5.18%

6M

16.89%

1Y

23.64%

5Y*

21.44%

10Y*

15.24%

FBGRX

YTD

-10.27%

1M

4.18%

6M

-9.66%

1Y

0.94%

5Y*

12.61%

10Y*

11.59%

*Annualized

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Risk-Adjusted Performance

CCEP vs. FBGRX — Risk-Adjusted Performance Rank

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

CCEP
The Risk-Adjusted Performance Rank of CCEP is 8888
Overall Rank
The Sharpe Ratio Rank of CCEP is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of CCEP is 8484
Sortino Ratio Rank
The Omega Ratio Rank of CCEP is 8282
Omega Ratio Rank
The Calmar Ratio Rank of CCEP is 9696
Calmar Ratio Rank
The Martin Ratio Rank of CCEP is 9191
Martin Ratio Rank

FBGRX
The Risk-Adjusted Performance Rank of FBGRX is 2525
Overall Rank
The Sharpe Ratio Rank of FBGRX is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of FBGRX is 2727
Sortino Ratio Rank
The Omega Ratio Rank of FBGRX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FBGRX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of FBGRX is 2323
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.

CCEP vs. FBGRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Coca-Cola European Partners plc (CCEP) and Fidelity Blue Chip Growth Fund (FBGRX). 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 CCEP Sharpe Ratio is 1.25, which is higher than the FBGRX Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of CCEP and FBGRX, 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-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
1.25
0.03
CCEP
FBGRX

Dividends

CCEP vs. FBGRX - Dividend Comparison

CCEP's dividend yield for the trailing twelve months is around 1.50%, more than FBGRX's 0.26% yield.


TTM20242023202220212020201920182017201620152014
CCEP
Coca-Cola European Partners plc
1.50%2.77%2.95%3.07%2.90%2.01%2.71%2.73%2.38%49.27%2.27%2.26%
FBGRX
Fidelity Blue Chip Growth Fund
0.26%0.23%0.00%0.00%0.00%0.00%0.00%0.12%0.09%0.22%5.07%6.08%

Drawdowns

CCEP vs. FBGRX - Drawdown Comparison

The maximum CCEP drawdown since its inception was -79.40%, which is greater than FBGRX's maximum drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for CCEP and FBGRX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-1.70%
-14.48%
CCEP
FBGRX

Volatility

CCEP vs. FBGRX - Volatility Comparison

The current volatility for Coca-Cola European Partners plc (CCEP) is 5.59%, while Fidelity Blue Chip Growth Fund (FBGRX) has a volatility of 8.93%. This indicates that CCEP experiences smaller price fluctuations and is considered to be less risky than FBGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
5.59%
8.93%
CCEP
FBGRX