EDR vs. FXAIX
Compare and contrast key facts about Endeavor Group Holdings, Inc. (EDR) 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: EDR or FXAIX.
Key characteristics
| EDR | FXAIX | |
|---|---|---|
| YTD Return | 11.56% | 6.04% |
| 1Y Return | 3.77% | 22.72% |
| 3Y Return (Ann) | -1.16% | 8.08% |
| Sharpe Ratio | 0.08 | 1.94 |
| Daily Std Dev | 39.08% | 11.68% |
| Max Drawdown | -49.21% | -33.79% |
| Current Drawdown | -23.71% | -4.08% |
Correlation
The correlation between EDR and FXAIX is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EDR vs. FXAIX - Performance Comparison
In the year-to-date period, EDR achieves a 11.56% return, which is significantly higher than FXAIX's 6.04% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EDR vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Endeavor Group Holdings, Inc. (EDR) 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
EDR vs. FXAIX - Dividend Comparison
EDR's dividend yield for the trailing twelve months is around 0.68%, less than FXAIX's 1.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDR Endeavor Group Holdings, Inc. | 0.68% | 0.51% | 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 | 1.38% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.63% | 1.84% |
Drawdowns
EDR vs. FXAIX - Drawdown Comparison
The maximum EDR drawdown since its inception was -49.21%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for EDR and FXAIX. For additional features, visit the drawdowns tool.
Volatility
EDR vs. FXAIX - Volatility Comparison
The current volatility for Endeavor Group Holdings, Inc. (EDR) is 2.77%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.88%. This indicates that EDR experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.