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

Correlation

The correlation between CR and FXAIX is 0.51, 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.


-0.50.00.51.00.5

Performance

CR vs. FXAIX - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
1.91%
7.19%
CR
FXAIX

Key characteristics

Sharpe Ratio

CR:

1.16

FXAIX:

2.03

Sortino Ratio

CR:

1.74

FXAIX:

2.71

Omega Ratio

CR:

1.22

FXAIX:

1.37

Calmar Ratio

CR:

1.94

FXAIX:

3.09

Martin Ratio

CR:

5.87

FXAIX:

12.93

Ulcer Index

CR:

6.16%

FXAIX:

2.02%

Daily Std Dev

CR:

31.21%

FXAIX:

12.87%

Max Drawdown

CR:

-18.63%

FXAIX:

-33.79%

Current Drawdown

CR:

-16.24%

FXAIX:

-2.17%

Returns By Period

In the year-to-date period, CR achieves a 1.98% return, which is significantly higher than FXAIX's 1.21% return.


CR

YTD

1.98%

1M

-5.88%

6M

1.91%

1Y

37.23%

5Y*

N/A

10Y*

N/A

FXAIX

YTD

1.21%

1M

-1.95%

6M

7.19%

1Y

26.57%

5Y*

14.15%

10Y*

13.28%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CR vs. FXAIX — Risk-Adjusted Performance Rank

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

CR
The Risk-Adjusted Performance Rank of CR is 8383
Overall Rank
The Sharpe Ratio Rank of CR is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of CR is 7878
Sortino Ratio Rank
The Omega Ratio Rank of CR is 7676
Omega Ratio Rank
The Calmar Ratio Rank of CR is 9191
Calmar Ratio Rank
The Martin Ratio Rank of CR is 8585
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 9191
Overall Rank
The Sharpe Ratio Rank of FXAIX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 9090
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 9393
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.

CR vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Crane Co. (CR) 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 CR, currently valued at 1.16, compared to the broader market-2.000.002.001.162.03
The chart of Sortino ratio for CR, currently valued at 1.74, compared to the broader market-4.00-2.000.002.004.001.742.71
The chart of Omega ratio for CR, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.37
The chart of Calmar ratio for CR, currently valued at 1.94, compared to the broader market0.002.004.006.001.943.09
The chart of Martin ratio for CR, currently valued at 5.87, compared to the broader market-30.00-20.00-10.000.0010.0020.005.8712.93
CR
FXAIX

The current CR Sharpe Ratio is 1.16, which is lower than the FXAIX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of CR 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 Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.16
2.03
CR
FXAIX

Dividends

CR vs. FXAIX - Dividend Comparison

CR's dividend yield for the trailing twelve months is around 0.53%, less than FXAIX's 1.23% yield.


TTM20242023202220212020201920182017201620152014
CR
Crane Co.
0.53%0.54%0.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
1.23%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%

Drawdowns

CR vs. FXAIX - Drawdown Comparison

The maximum CR drawdown since its inception was -18.63%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for CR and FXAIX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-16.24%
-2.17%
CR
FXAIX

Volatility

CR vs. FXAIX - Volatility Comparison

Crane Co. (CR) has a higher volatility of 7.45% compared to Fidelity 500 Index Fund (FXAIX) at 4.98%. This indicates that CR'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%14.00%AugustSeptemberOctoberNovemberDecember2025
7.45%
4.98%
CR
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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