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CFR vs. FFEDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CFR and FFEDX is 0.50, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

CFR vs. FFEDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cullen/Frost Bankers, Inc. (CFR) and Fidelity Freedom Index 2025 Fund Institutional Premium Class (FFEDX). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
80.62%
48.19%
CFR
FFEDX

Key characteristics

Sharpe Ratio

CFR:

0.04

FFEDX:

0.37

Sortino Ratio

CFR:

0.28

FFEDX:

0.58

Omega Ratio

CFR:

1.04

FFEDX:

1.08

Calmar Ratio

CFR:

0.03

FFEDX:

0.39

Martin Ratio

CFR:

0.13

FFEDX:

1.71

Ulcer Index

CFR:

9.26%

FFEDX:

2.04%

Daily Std Dev

CFR:

31.89%

FFEDX:

9.52%

Max Drawdown

CFR:

-56.86%

FFEDX:

-27.45%

Current Drawdown

CFR:

-26.44%

FFEDX:

-6.06%

Returns By Period

In the year-to-date period, CFR achieves a -19.19% return, which is significantly lower than FFEDX's -2.10% return.


CFR

YTD

-19.19%

1M

-12.14%

6M

-8.07%

1Y

2.91%

5Y*

14.35%

10Y*

7.43%

FFEDX

YTD

-2.10%

1M

-3.35%

6M

-4.77%

1Y

3.95%

5Y*

5.68%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CFR vs. FFEDX — Risk-Adjusted Performance Rank

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

CFR
The Risk-Adjusted Performance Rank of CFR is 5656
Overall Rank
The Sharpe Ratio Rank of CFR is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of CFR is 5252
Sortino Ratio Rank
The Omega Ratio Rank of CFR is 5252
Omega Ratio Rank
The Calmar Ratio Rank of CFR is 5959
Calmar Ratio Rank
The Martin Ratio Rank of CFR is 5959
Martin Ratio Rank

FFEDX
The Risk-Adjusted Performance Rank of FFEDX is 7272
Overall Rank
The Sharpe Ratio Rank of FFEDX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of FFEDX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FFEDX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of FFEDX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of FFEDX is 7373
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.

CFR vs. FFEDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cullen/Frost Bankers, Inc. (CFR) and Fidelity Freedom Index 2025 Fund Institutional Premium Class (FFEDX). 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 CFR, currently valued at 0.04, compared to the broader market-2.00-1.000.001.002.00
CFR: 0.04
FFEDX: 0.37
The chart of Sortino ratio for CFR, currently valued at 0.28, compared to the broader market-6.00-4.00-2.000.002.004.00
CFR: 0.28
FFEDX: 0.58
The chart of Omega ratio for CFR, currently valued at 1.04, compared to the broader market0.501.001.502.00
CFR: 1.04
FFEDX: 1.08
The chart of Calmar ratio for CFR, currently valued at 0.03, compared to the broader market0.001.002.003.004.00
CFR: 0.03
FFEDX: 0.39
The chart of Martin ratio for CFR, currently valued at 0.13, compared to the broader market-5.000.005.0010.0015.0020.00
CFR: 0.13
FFEDX: 1.71

The current CFR Sharpe Ratio is 0.04, which is lower than the FFEDX Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of CFR and FFEDX, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.04
0.37
CFR
FFEDX

Dividends

CFR vs. FFEDX - Dividend Comparison

CFR's dividend yield for the trailing twelve months is around 3.50%, more than FFEDX's 2.66% yield.


TTM20242023202220212020201920182017201620152014
CFR
Cullen/Frost Bankers, Inc.
3.50%2.79%3.30%2.42%2.33%3.27%2.86%2.93%2.38%2.44%3.50%2.87%
FFEDX
Fidelity Freedom Index 2025 Fund Institutional Premium Class
2.66%2.60%2.42%2.51%1.61%1.40%1.92%2.20%1.77%1.89%1.89%0.00%

Drawdowns

CFR vs. FFEDX - Drawdown Comparison

The maximum CFR drawdown since its inception was -56.86%, which is greater than FFEDX's maximum drawdown of -27.45%. Use the drawdown chart below to compare losses from any high point for CFR and FFEDX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-26.44%
-6.06%
CFR
FFEDX

Volatility

CFR vs. FFEDX - Volatility Comparison

Cullen/Frost Bankers, Inc. (CFR) has a higher volatility of 16.88% compared to Fidelity Freedom Index 2025 Fund Institutional Premium Class (FFEDX) at 6.20%. This indicates that CFR's price experiences larger fluctuations and is considered to be riskier than FFEDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.88%
6.20%
CFR
FFEDX
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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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