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CHWY vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CHWY and FSELX is 0.39, 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

CHWY vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chewy, Inc. (CHWY) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CHWY:

2.27

FSELX:

-0.02

Sortino Ratio

CHWY:

3.99

FSELX:

0.22

Omega Ratio

CHWY:

1.47

FSELX:

1.03

Calmar Ratio

CHWY:

2.04

FSELX:

-0.10

Martin Ratio

CHWY:

15.09

FSELX:

-0.26

Ulcer Index

CHWY:

11.11%

FSELX:

14.05%

Daily Std Dev

CHWY:

49.03%

FSELX:

47.01%

Max Drawdown

CHWY:

-87.37%

FSELX:

-81.70%

Current Drawdown

CHWY:

-61.88%

FSELX:

-12.22%

Returns By Period

In the year-to-date period, CHWY achieves a 35.11% return, which is significantly higher than FSELX's -4.43% return.


CHWY

YTD

35.11%

1M

20.67%

6M

35.44%

1Y

110.07%

3Y*

22.20%

5Y*

0.36%

10Y*

N/A

FSELX

YTD

-4.43%

1M

16.45%

6M

-2.93%

1Y

-1.06%

3Y*

27.55%

5Y*

30.01%

10Y*

23.75%

*Annualized

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Chewy, Inc.

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

Risk-Adjusted Performance

CHWY vs. FSELX — Risk-Adjusted Performance Rank

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

CHWY
The Risk-Adjusted Performance Rank of CHWY is 9696
Overall Rank
The Sharpe Ratio Rank of CHWY is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of CHWY is 9898
Sortino Ratio Rank
The Omega Ratio Rank of CHWY is 9696
Omega Ratio Rank
The Calmar Ratio Rank of CHWY is 9393
Calmar Ratio Rank
The Martin Ratio Rank of CHWY is 9797
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 1010
Overall Rank
The Sharpe Ratio Rank of FSELX is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 66
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 77
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.

CHWY vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Chewy, Inc. (CHWY) and Fidelity Select Semiconductors Portfolio (FSELX). 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 CHWY Sharpe Ratio is 2.27, which is higher than the FSELX Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of CHWY and FSELX, 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

CHWY vs. FSELX - Dividend Comparison

CHWY has not paid dividends to shareholders, while FSELX's dividend yield for the trailing twelve months is around 9.03%.


TTM20242023202220212020201920182017201620152014
CHWY
Chewy, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSELX
Fidelity Select Semiconductors Portfolio
9.03%3.99%7.20%6.69%6.99%8.13%3.36%19.33%14.65%3.82%15.22%3.01%

Drawdowns

CHWY vs. FSELX - Drawdown Comparison

The maximum CHWY drawdown since its inception was -87.37%, which is greater than FSELX's maximum drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for CHWY and FSELX.


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

Volatility

CHWY vs. FSELX - Volatility Comparison

The current volatility for Chewy, Inc. (CHWY) is 7.83%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 10.26%. This indicates that CHWY experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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