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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.


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.

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Key characteristics

Sharpe Ratio

DY:

0.69

FXAIX:

0.72

Sortino Ratio

DY:

1.14

FXAIX:

1.14

Omega Ratio

DY:

1.15

FXAIX:

1.17

Calmar Ratio

DY:

0.87

FXAIX:

0.77

Martin Ratio

DY:

2.27

FXAIX:

2.96

Ulcer Index

DY:

12.53%

FXAIX:

4.86%

Daily Std Dev

DY:

43.06%

FXAIX:

19.75%

Max Drawdown

DY:

-93.54%

FXAIX:

-33.79%

Current Drawdown

DY:

-4.35%

FXAIX:

-3.95%

Returns By Period

In the year-to-date period, DY achieves a 11.45% return, which is significantly higher than FXAIX's 0.50% return. Over the past 10 years, DY has outperformed FXAIX with an annualized return of 15.22%, while FXAIX has yielded a comparatively lower 12.57% annualized return.


DY

YTD

11.45%

1M

26.57%

6M

2.51%

1Y

29.56%

5Y*

48.37%

10Y*

15.22%

FXAIX

YTD

0.50%

1M

9.84%

6M

-1.01%

1Y

14.22%

5Y*

17.42%

10Y*

12.57%

*Annualized

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Risk-Adjusted Performance

DY vs. FXAIX — Risk-Adjusted Performance Rank

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

DY
The Risk-Adjusted Performance Rank of DY is 7474
Overall Rank
The Sharpe Ratio Rank of DY is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of DY is 6969
Sortino Ratio Rank
The Omega Ratio Rank of DY is 6969
Omega Ratio Rank
The Calmar Ratio Rank of DY is 8181
Calmar Ratio Rank
The Martin Ratio Rank of DY is 7575
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 7171
Overall Rank
The Sharpe Ratio Rank of FXAIX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 7272
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.

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.


The current DY Sharpe Ratio is 0.69, which is comparable to the FXAIX Sharpe Ratio of 0.72. 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.


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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 1.26%.


TTM20242023202220212020201920182017201620152014
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
1.26%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%

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.


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Volatility

DY vs. FXAIX - Volatility Comparison

Dycom Industries, Inc. (DY) has a higher volatility of 6.90% compared to Fidelity 500 Index Fund (FXAIX) at 6.15%. 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.


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