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

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.


-0.50.00.51.00.5

Performance

DY vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dycom Industries, Inc. (DY) 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%JulyAugustSeptemberOctoberNovemberDecember
4.15%
8.87%
DY
FXAIX

Key characteristics

Sharpe Ratio

DY:

1.58

FXAIX:

2.20

Sortino Ratio

DY:

2.08

FXAIX:

2.93

Omega Ratio

DY:

1.29

FXAIX:

1.41

Calmar Ratio

DY:

3.38

FXAIX:

3.26

Martin Ratio

DY:

9.91

FXAIX:

14.39

Ulcer Index

DY:

5.81%

FXAIX:

1.91%

Daily Std Dev

DY:

36.37%

FXAIX:

12.50%

Max Drawdown

DY:

-93.54%

FXAIX:

-33.79%

Current Drawdown

DY:

-14.33%

FXAIX:

-2.91%

Returns By Period

In the year-to-date period, DY achieves a 50.98% return, which is significantly higher than FXAIX's 25.57% return. Over the past 10 years, DY has outperformed FXAIX with an annualized return of 18.01%, while FXAIX has yielded a comparatively lower 12.86% annualized return.


DY

YTD

50.98%

1M

-1.59%

6M

4.15%

1Y

52.66%

5Y*

29.84%

10Y*

18.01%

FXAIX

YTD

25.57%

1M

0.00%

6M

8.86%

1Y

26.21%

5Y*

14.72%

10Y*

12.86%

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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.


Sharpe ratio
The chart of Sharpe ratio for DY, currently valued at 1.58, compared to the broader market-4.00-2.000.002.001.582.20
The chart of Sortino ratio for DY, currently valued at 2.08, compared to the broader market-4.00-2.000.002.004.002.082.93
The chart of Omega ratio for DY, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.41
The chart of Calmar ratio for DY, currently valued at 3.38, compared to the broader market0.002.004.006.003.383.26
The chart of Martin ratio for DY, currently valued at 9.91, compared to the broader market-5.000.005.0010.0015.0020.0025.009.9114.39
DY
FXAIX

The current DY Sharpe Ratio is 1.58, which is comparable to the FXAIX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of DY 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 Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.58
2.20
DY
FXAIX

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 0.88%.


TTM20232022202120202019201820172016201520142013
DY
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%
FXAIX
Fidelity 500 Index Fund
0.88%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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.33%
-2.91%
DY
FXAIX

Volatility

DY vs. FXAIX - Volatility Comparison

Dycom Industries, Inc. (DY) has a higher volatility of 10.46% compared to Fidelity 500 Index Fund (FXAIX) at 3.70%. 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.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.46%
3.70%
DY
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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