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DAR vs. FIXP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DAR vs. FIXP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Darling Ingredients Inc. (DAR) and FolioBeyond Enhanced Fixed Income Premium ETF (FIXP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DAR achieves a 70.97% return, which is significantly higher than FIXP's 1.33% return.


DAR

1D
2.01%
1M
-4.40%
YTD
70.97%
6M
68.12%
1Y
100.29%
3Y*
-1.32%
5Y*
-3.08%
10Y*
14.80%

FIXP

1D
-0.12%
1M
-0.16%
YTD
1.33%
6M
1.89%
1Y
6.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DAR vs. FIXP - Yearly Performance Comparison


Correlation

The correlation between DAR and FIXP is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2025

0.17

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Return for Risk

DAR vs. FIXP — Risk / Return Rank

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

DAR
DAR Risk / Return Rank: 8989
Overall Rank
DAR Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DAR Sortino Ratio Rank: 9292
Sortino Ratio Rank
DAR Omega Ratio Rank: 8989
Omega Ratio Rank
DAR Calmar Ratio Rank: 8888
Calmar Ratio Rank
DAR Martin Ratio Rank: 8484
Martin Ratio Rank

FIXP
FIXP Risk / Return Rank: 7070
Overall Rank
FIXP Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FIXP Sortino Ratio Rank: 7373
Sortino Ratio Rank
FIXP Omega Ratio Rank: 7474
Omega Ratio Rank
FIXP Calmar Ratio Rank: 6464
Calmar Ratio Rank
FIXP Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DAR vs. FIXP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Darling Ingredients Inc. (DAR) and FolioBeyond Enhanced Fixed Income Premium ETF (FIXP). 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.


DARFIXPDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.42

1.44

-0.02

Calmar ratioReturn relative to maximum drawdown

4.10

3.11

+0.98

Martin ratioReturn relative to average drawdown

8.65

13.24

-4.59

DAR vs. FIXP - Sharpe Ratio Comparison

The current DAR Sharpe Ratio is 2.62, which is comparable to the FIXP Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of DAR and FIXP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DARFIXPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

2.22

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

1.18

-1.06

Drawdowns

DAR vs. FIXP - Drawdown Comparison

The maximum DAR drawdown since its inception was -97.89%, which is greater than FIXP's maximum drawdown of -3.42%. Use the drawdown chart below to compare losses from any high point for DAR and FIXP.


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Drawdown Indicators


DARFIXPDifference

Max Drawdown

Largest peak-to-trough decline

-97.89%

-3.42%

-94.47%

Max Drawdown (1Y)

Largest decline over 1 year

-24.61%

-2.14%

-22.47%

Max Drawdown (3Y)

Largest decline over 3 years

-60.42%

Max Drawdown (5Y)

Largest decline over 5 years

-68.31%

Max Drawdown (10Y)

Largest decline over 10 years

-68.31%

Current Drawdown

Current decline from peak

-29.40%

-0.56%

-28.84%

Average Drawdown

Average peak-to-trough decline

-41.14%

-0.53%

-40.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.63%

0.50%

+11.13%

Volatility

DAR vs. FIXP - Volatility Comparison

Darling Ingredients Inc. (DAR) has a higher volatility of 7.41% compared to FolioBeyond Enhanced Fixed Income Premium ETF (FIXP) at 0.93%. This indicates that DAR's price experiences larger fluctuations and is considered to be riskier than FIXP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DARFIXPDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.41%

0.93%

+6.48%

Volatility (6M)

Calculated over the trailing 6-month period

20.61%

2.48%

+18.13%

Volatility (1Y)

Calculated over the trailing 1-year period

38.42%

3.02%

+35.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.24%

3.79%

+36.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.74%

3.79%

+34.95%

Dividends

DAR vs. FIXP - Dividend Comparison

DAR has not paid dividends to shareholders, while FIXP's dividend yield for the trailing twelve months is around 5.39%.


Frequently Asked Questions


DAR and FIXP have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DAR has higher volatility (7.41%) compared to FIXP (0.93%). In terms of maximum drawdown, DAR dropped -97.89% vs FIXP's -3.42%.

DAR currently has the higher Sharpe Ratio (2.62 vs 2.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for DAR and FIXP

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