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EDR vs. FXAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EDR vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Endeavor Group Holdings, Inc. (EDR) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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EDR vs. FXAIX - Yearly Performance Comparison


Returns By Period


EDR

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

FXAIX

1D
-0.39%
1M
-7.68%
YTD
-7.05%
6M
-4.59%
1Y
14.42%
3Y*
17.17%
5Y*
11.40%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

EDR vs. FXAIX — Risk / Return Rank

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

EDR

FXAIX
FXAIX Risk / Return Rank: 4646
Overall Rank
FXAIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 5050
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 5353
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.

EDR vs. FXAIX - Risk-Adjusted Trends 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

EDR vs. FXAIX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EDRFXAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

Dividends

EDR vs. FXAIX - Dividend Comparison

EDR has not paid dividends to shareholders, while FXAIX's dividend yield for the trailing twelve months is around 1.20%.


TTM20252024202320222021202020192018201720162015
EDR
Endeavor Group Holdings, 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
1.20%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%

Drawdowns

EDR vs. FXAIX - Drawdown Comparison

The maximum EDR drawdown since its inception was 0.00%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for EDR and FXAIX.


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Drawdown Indicators


EDRFXAIXDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-33.79%

+33.79%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

Max Drawdown (10Y)

Largest decline over 10 years

-33.79%

Current Drawdown

Current decline from peak

0.00%

-8.89%

+8.89%

Average Drawdown

Average peak-to-trough decline

0.00%

-3.83%

+3.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

Volatility

EDR vs. FXAIX - Volatility Comparison


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Volatility by Period


EDRFXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

18.13%

-18.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

16.88%

-16.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

18.03%

-18.03%