EGO vs. FSPHX

Last updated Jun 9, 2026

EGO (Eldorado Gold Corporation) is a stock, while FSPHX (Fidelity® Select Health Care Portfolio) is Health & Biotech Equities fund actively managed by Fidelity. Over the past 10 years, EGO returned 3.08%/yr vs 8.63%/yr for FSPHX. At a 0.15 correlation, their price movements are largely independent.

Performance

EGO vs. FSPHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eldorado Gold Corporation (EGO) and Fidelity® Select Health Care Portfolio (FSPHX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EGO achieves a -16.52% return, which is significantly lower than FSPHX's -3.55% return. Over the past 10 years, EGO has underperformed FSPHX with an annualized return of 3.08%, while FSPHX has yielded a comparatively higher 8.63% annualized return.

EGO

• 1D: 0.95%
• 1M: -12.34%
• YTD: -16.52%
• 6M: -2.86%
• 1Y: 41.91%
• 3Y*: 45.33%
• 5Y*: 21.45%
• 10Y*: 3.08%

FSPHX

• 1D: -1.54%
• 1M: 1.59%
• YTD: -3.55%
• 6M: -11.00%
• 1Y: 7.49%
• 3Y*: 3.79%
• 5Y*: 1.43%
• 10Y*: 8.63%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EGO vs. FSPHX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EGO Eldorado Gold Corporation	-16.52%	141.56%	14.65%	55.14%	-10.59%	-29.54%	65.26%	178.82%	-59.72%	-55.28%
FSPHX Fidelity® Select Health Care Portfolio	-3.55%	9.36%	4.91%	4.13%	-12.82%	11.58%	24.57%	31.48%	7.15%	23.83%

Correlation

The correlation between EGO and FSPHX is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.20
Correlation (5Y) Calculated over the trailing 5-year period	0.21
Correlation (10Y) Calculated over the trailing 10-year period	0.17
Correlation (All Time) Calculated using the full available price history since Jan 24, 2003	0.15

Return for Risk

EGO vs. FSPHX — Risk / Return Rank

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

EGO

EGO Risk / Return Rank: 64
EGO Sharpe Ratio Rank: 68
EGO Sortino Ratio Rank: 62
EGO Omega Ratio Rank: 62
EGO Calmar Ratio Rank: 63
EGO Martin Ratio Rank: 64

FSPHX

FSPHX Risk / Return Rank: 6
FSPHX Sharpe Ratio Rank: 7
FSPHX Sortino Ratio Rank: 6
FSPHX Omega Ratio Rank: 7
FSPHX Calmar Ratio Rank: 6
FSPHX Martin Ratio Rank: 5

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.

EGO vs. FSPHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eldorado Gold Corporation (EGO) and Fidelity® Select Health Care Portfolio (FSPHX). 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.

	EGO	FSPHX	Difference
Sharpe ratio: Return per unit of total volatility	0.82	0.48	+0.34
Sortino ratio: Return per unit of downside risk	1.29	0.76	+0.53
Omega ratio: Gain probability vs. loss probability	1.17	1.10	+0.07
Calmar ratio: Return relative to maximum drawdown	1.01	0.47	+0.54
Martin ratio: Return relative to average drawdown	2.36	1.03	+1.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EGO vs. FSPHX - Sharpe Ratio Comparison

The current EGO Sharpe Ratio is 0.82, which is higher than the FSPHX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of EGO and FSPHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EGO	FSPHX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.82	0.48	+0.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.08	+0.39
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.06	0.45	-0.40
Sharpe Ratio (All Time) Calculated using the full available price history	0.11	0.75	-0.64

Drawdowns

EGO vs. FSPHX - Drawdown Comparison

The maximum EGO drawdown since its inception was -97.49%, which is greater than FSPHX's maximum drawdown of -44.45%. Use the drawdown chart below to compare losses from any high point for EGO and FSPHX.

Drawdown Indicators

	EGO	FSPHX	Difference
Max Drawdown Largest peak-to-trough decline	-97.49%	-44.45%	-53.04%
Max Drawdown (1Y) Largest decline over 1 year	-41.89%	-18.32%	-23.57%
Max Drawdown (3Y) Largest decline over 3 years	-41.89%	-18.32%	-23.57%
Max Drawdown (5Y) Largest decline over 5 years	-57.70%	-29.31%	-28.39%
Max Drawdown (10Y) Largest decline over 10 years	-89.45%	-29.31%	-60.14%
Current Drawdown Current decline from peak	-71.44%	-12.78%	-58.66%
Average Drawdown Average peak-to-trough decline	-55.68%	-9.83%	-45.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.77%	8.32%	+9.45%

Volatility

EGO vs. FSPHX - Volatility Comparison

Eldorado Gold Corporation (EGO) has a higher volatility of 17.23% compared to Fidelity® Select Health Care Portfolio (FSPHX) at 5.92%. This indicates that EGO's price experiences larger fluctuations and is considered to be riskier than FSPHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EGO	FSPHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.23%	5.92%	+11.31%
Volatility (6M) Calculated over the trailing 6-month period	43.00%	14.68%	+28.32%
Volatility (1Y) Calculated over the trailing 1-year period	51.63%	17.90%	+33.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	45.81%	18.37%	+27.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	55.33%	19.04%	+36.29%

Dividends

EGO vs. FSPHX - Dividend Comparison

EGO's dividend yield for the trailing twelve months is around 0.50%, less than FSPHX's 12.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EGO Eldorado Gold Corporation	0.50%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	1.40%	0.00%	0.67%
FSPHX Fidelity® Select Health Care Portfolio	12.63%	4.16%	10.77%	0.00%	2.13%	9.06%	11.29%	1.35%	9.02%	2.27%	0.18%	11.63%

Frequently Asked Questions

Can I hold both EGO and FSPHX in my portfolio?

EGO and FSPHX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EGO or FSPHX?

EGO has higher volatility (17.23%) compared to FSPHX (5.92%). In terms of maximum drawdown, EGO dropped -97.49% vs FSPHX's -44.45%.

Which has better risk-adjusted returns?

EGO currently has the higher Sharpe Ratio (0.82 vs 0.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.