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EURN vs. FZROX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EURN and FZROX is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

EURN vs. FZROX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Euronav NV (EURN) and Fidelity ZERO Total Market Index Fund (FZROX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


EURN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FZROX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

EURN vs. FZROX — Risk-Adjusted Performance Rank

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

EURN
The Risk-Adjusted Performance Rank of EURN is 8080
Overall Rank
The Sharpe Ratio Rank of EURN is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of EURN is 7373
Sortino Ratio Rank
The Omega Ratio Rank of EURN is 7979
Omega Ratio Rank
The Calmar Ratio Rank of EURN is 9090
Calmar Ratio Rank
The Martin Ratio Rank of EURN is 8383
Martin Ratio Rank

FZROX
The Risk-Adjusted Performance Rank of FZROX is 6161
Overall Rank
The Sharpe Ratio Rank of FZROX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of FZROX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of FZROX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FZROX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of FZROX is 6060
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.

EURN vs. FZROX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Euronav NV (EURN) and Fidelity ZERO Total Market Index Fund (FZROX). 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.



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Dividends

EURN vs. FZROX - Dividend Comparison

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


TTM2024202320222021202020192018201720162015
EURN
Euronav NV
33.48%33.48%18.12%0.70%1.35%24.31%0.96%1.73%3.02%17.16%6.59%
FZROX
Fidelity ZERO Total Market Index Fund
1.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EURN vs. FZROX - Drawdown Comparison


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Volatility

EURN vs. FZROX - Volatility Comparison


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