DY vs. FXAIX
Compare and contrast key facts about Dycom Industries, Inc. (DY) and Fidelity 500 Index Fund (FXAIX).
FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DY or FXAIX.
Performance
DY vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, DY achieves a 70.15% return, which is significantly higher than FXAIX's 25.06% return. Over the past 10 years, DY has outperformed FXAIX with an annualized return of 22.46%, while FXAIX has yielded a comparatively lower 13.01% annualized return.
DY
70.15%
-1.26%
28.80%
128.67%
32.81%
22.46%
FXAIX
25.06%
0.60%
11.76%
32.39%
15.52%
13.01%
Key characteristics
DY | FXAIX | |
---|---|---|
Sharpe Ratio | 3.51 | 2.66 |
Sortino Ratio | 4.41 | 3.55 |
Omega Ratio | 1.57 | 1.49 |
Calmar Ratio | 4.28 | 3.86 |
Martin Ratio | 26.89 | 17.38 |
Ulcer Index | 4.82% | 1.87% |
Daily Std Dev | 36.95% | 12.27% |
Max Drawdown | -93.54% | -33.79% |
Current Drawdown | -3.45% | -1.74% |
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Correlation
The correlation between DY and FXAIX is 0.53, 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.
Risk-Adjusted Performance
DY vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dycom Industries, Inc. (DY) 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.
Dividends
DY vs. FXAIX - Dividend Comparison
DY has not paid dividends to shareholders, while FXAIX's dividend yield for the trailing twelve months is around 1.23%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dycom Industries, 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% |
Fidelity 500 Index Fund | 1.23% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
DY vs. FXAIX - Drawdown Comparison
The maximum DY drawdown since its inception was -93.54%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for DY and FXAIX. For additional features, visit the drawdowns tool.
Volatility
DY vs. FXAIX - Volatility Comparison
Dycom Industries, Inc. (DY) has a higher volatility of 13.23% compared to Fidelity 500 Index Fund (FXAIX) at 4.05%. This indicates that DY'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.