FAST vs. ^SP500TR
Compare and contrast key facts about Fastenal Company (FAST) and S&P 500 Total Return (^SP500TR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FAST or ^SP500TR.
Performance
FAST vs. ^SP500TR - Performance Comparison
Returns By Period
In the year-to-date period, FAST achieves a 29.17% return, which is significantly higher than ^SP500TR's 25.57% return. Over the past 10 years, FAST has outperformed ^SP500TR with an annualized return of 16.87%, while ^SP500TR has yielded a comparatively lower 13.18% annualized return.
FAST
29.17%
5.75%
24.08%
38.70%
21.27%
16.87%
^SP500TR
25.57%
1.18%
12.23%
32.21%
15.60%
13.18%
Key characteristics
| FAST | ^SP500TR | |
|---|---|---|
| Sharpe Ratio | 1.65 | 2.61 |
| Sortino Ratio | 2.64 | 3.49 |
| Omega Ratio | 1.35 | 1.49 |
| Calmar Ratio | 1.88 | 3.78 |
| Martin Ratio | 3.82 | 17.01 |
| Ulcer Index | 10.00% | 1.88% |
| Daily Std Dev | 23.11% | 12.24% |
| Max Drawdown | -63.43% | -55.25% |
| Current Drawdown | -3.00% | -1.35% |
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Correlation
The correlation between FAST and ^SP500TR is 0.52, 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.
Risk-Adjusted Performance
FAST vs. ^SP500TR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fastenal Company (FAST) and S&P 500 Total Return (^SP500TR). 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.
Drawdowns
FAST vs. ^SP500TR - Drawdown Comparison
The maximum FAST drawdown since its inception was -63.43%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for FAST and ^SP500TR. For additional features, visit the drawdowns tool.
Volatility
FAST vs. ^SP500TR - Volatility Comparison
Fastenal Company (FAST) has a higher volatility of 7.62% compared to S&P 500 Total Return (^SP500TR) at 4.06%. This indicates that FAST's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.