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FCEL vs. CVNA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FCEL vs. CVNA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FuelCell Energy, Inc. (FCEL) and Carvana Co. (CVNA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FCEL achieves a 233.65% return, which is significantly higher than CVNA's -21.01% return.


FCEL

1D
1.46%
1M
-2.48%
YTD
233.65%
6M
178.58%
1Y
309.23%
3Y*
-28.02%
5Y*
-38.79%
10Y*
-35.21%

CVNA

1D
0.17%
1M
-2.36%
YTD
-21.01%
6M
-23.12%
1Y
4.21%
3Y*
149.71%
5Y*
1.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCEL vs. CVNA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCEL
FuelCell Energy, Inc.
233.65%-19.14%-81.17%-42.45%-46.54%-53.45%345.02%-62.00%-67.62%6.25%
CVNA
Carvana Co.
-21.01%107.52%284.13%1,016.88%-97.96%-3.24%160.23%181.41%71.08%41.63%

Correlation

The correlation between FCEL and CVNA is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2017

0.29

The correlation between FCEL and CVNA shifts across timeframes, from 0.17 (1 year) to 0.35 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

FCEL:

$1.32B

CVNA:

$9.87B

EPS

FCEL:

-$5.47

CVNA:

$8.69

PS Ratio

FCEL:

5.92

CVNA:

0.49

PB Ratio

FCEL:

1.84

CVNA:

2.65

Total Revenue (TTM)

FCEL:

$167.88M

CVNA:

$22.52B

Gross Profit (TTM)

FCEL:

-$30.55M

CVNA:

$4.50B

EBITDA (TTM)

FCEL:

-$186.85M

CVNA:

-$116.00M

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Return for Risk

FCEL vs. CVNA — Risk / Return Rank

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

FCEL
FCEL Risk / Return Rank: 9191
Overall Rank
FCEL Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FCEL Sortino Ratio Rank: 9191
Sortino Ratio Rank
FCEL Omega Ratio Rank: 8787
Omega Ratio Rank
FCEL Calmar Ratio Rank: 9595
Calmar Ratio Rank
FCEL Martin Ratio Rank: 9090
Martin Ratio Rank

CVNA
CVNA Risk / Return Rank: 4444
Overall Rank
CVNA Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
CVNA Sortino Ratio Rank: 4343
Sortino Ratio Rank
CVNA Omega Ratio Rank: 4343
Omega Ratio Rank
CVNA Calmar Ratio Rank: 4444
Calmar Ratio Rank
CVNA Martin Ratio Rank: 4444
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.

FCEL vs. CVNA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FuelCell Energy, Inc. (FCEL) and Carvana Co. (CVNA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FCELCVNADifference
Sharpe ratioReturn per unit of total volatility

+2.52

Sortino ratioReturn per unit of downside risk

+2.71

Omega ratioGain probability vs. loss probability

1.36

1.07

+0.30

Calmar ratioReturn relative to maximum drawdown

6.56

0.10

+6.46

Martin ratioReturn relative to average drawdown

11.43

0.22

+11.21

FCEL vs. CVNA - Sharpe Ratio Comparison

The current FCEL Sharpe Ratio is 2.59, which is higher than the CVNA Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of FCEL and CVNA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FCEL vs. CVNA - Drawdown Comparison

The maximum FCEL drawdown since its inception was -100.00%, roughly equal to the maximum CVNA drawdown of -98.99%. Use the drawdown chart below to compare losses from any high point for FCEL and CVNA.


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Drawdown Indicators


FCELCVNADifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-98.99%

-1.01%

Max Drawdown (1Y)

Largest decline over 1 year

-47.51%

-41.21%

-6.30%

Max Drawdown (3Y)

Largest decline over 3 years

-95.01%

-53.47%

-41.54%

Max Drawdown (5Y)

Largest decline over 5 years

-98.89%

-98.99%

+0.10%

Max Drawdown (10Y)

Largest decline over 10 years

-99.84%

Current Drawdown

Current decline from peak

-99.99%

-30.33%

-69.66%

Average Drawdown

Average peak-to-trough decline

-83.86%

-38.22%

-45.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.20%

19.24%

+7.96%

Volatility

FCEL vs. CVNA - Volatility Comparison

FuelCell Energy, Inc. (FCEL) has a higher volatility of 52.35% compared to Carvana Co. (CVNA) at 21.04%. This indicates that FCEL's price experiences larger fluctuations and is considered to be riskier than CVNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCELCVNADifference

Volatility (1M)

Calculated over the trailing 1-month period

52.35%

21.04%

+31.31%

Volatility (6M)

Calculated over the trailing 6-month period

94.02%

44.18%

+49.84%

Volatility (1Y)

Calculated over the trailing 1-year period

120.67%

60.70%

+59.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

98.10%

111.39%

-13.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

123.05%

99.32%

+23.73%

Dividends

FCEL vs. CVNA - Dividend Comparison

Neither FCEL nor CVNA has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

FCEL vs. CVNA - Financials Comparison

This section allows you to compare key financial metrics between FuelCell Energy, Inc. and Carvana Co.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
35.59M
6.43B
(FCEL) Total Revenue
(CVNA) Total Revenue
Values in USD except per share items

Frequently Asked Questions


FCEL and CVNA have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCEL has higher volatility (52.35%) compared to CVNA (21.04%). In terms of maximum drawdown, FCEL dropped -100.00% vs CVNA's -98.99%.

FCEL currently has the higher Sharpe Ratio (2.59 vs 0.07), 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.

Portfolio Optimizer

Find the right allocation for FCEL and CVNA

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