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FCEL vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCEL and FXAIX is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

FCEL vs. FXAIX - Performance Comparison

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

-80.00%-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-56.25%
7.99%
FCEL
FXAIX

Key characteristics

Sharpe Ratio

FCEL:

-0.76

FXAIX:

2.03

Sortino Ratio

FCEL:

-1.52

FXAIX:

2.71

Omega Ratio

FCEL:

0.84

FXAIX:

1.38

Calmar Ratio

FCEL:

-0.79

FXAIX:

3.03

Martin Ratio

FCEL:

-1.29

FXAIX:

13.52

Ulcer Index

FCEL:

60.73%

FXAIX:

1.89%

Daily Std Dev

FCEL:

102.98%

FXAIX:

12.59%

Max Drawdown

FCEL:

-100.00%

FXAIX:

-33.79%

Current Drawdown

FCEL:

-100.00%

FXAIX:

-3.54%

Returns By Period

In the year-to-date period, FCEL achieves a -79.54% return, which is significantly lower than FXAIX's 24.76% return. Over the past 10 years, FCEL has underperformed FXAIX with an annualized return of -48.13%, while FXAIX has yielded a comparatively higher 12.94% annualized return.


FCEL

YTD

-79.54%

1M

21.09%

6M

-57.49%

1Y

-77.58%

5Y*

-15.99%

10Y*

-48.13%

FXAIX

YTD

24.76%

1M

-0.24%

6M

7.73%

1Y

24.84%

5Y*

14.60%

10Y*

12.94%

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Risk-Adjusted Performance

FCEL vs. FXAIX - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for FCEL, currently valued at -0.76, compared to the broader market-4.00-2.000.002.00-0.762.03
The chart of Sortino ratio for FCEL, currently valued at -1.52, compared to the broader market-4.00-2.000.002.004.00-1.522.71
The chart of Omega ratio for FCEL, currently valued at 0.84, compared to the broader market0.501.001.502.000.841.38
The chart of Calmar ratio for FCEL, currently valued at -0.79, compared to the broader market0.002.004.006.00-0.793.03
The chart of Martin ratio for FCEL, currently valued at -1.29, compared to the broader market0.0010.0020.00-1.2913.52
FCEL
FXAIX

The current FCEL Sharpe Ratio is -0.76, which is lower than the FXAIX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of FCEL and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.76
2.03
FCEL
FXAIX

Dividends

FCEL vs. FXAIX - Dividend Comparison

FCEL has not paid dividends to shareholders, while FXAIX's dividend yield for the trailing twelve months is around 0.89%.


TTM20232022202120202019201820172016201520142013
FCEL
FuelCell Energy, 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
0.89%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%1.84%

Drawdowns

FCEL vs. FXAIX - Drawdown Comparison

The maximum FCEL drawdown since its inception was -100.00%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FCEL and FXAIX. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-99.94%
-3.54%
FCEL
FXAIX

Volatility

FCEL vs. FXAIX - Volatility Comparison

FuelCell Energy, Inc. (FCEL) has a higher volatility of 32.89% compared to Fidelity 500 Index Fund (FXAIX) at 3.65%. This indicates that FCEL's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
32.89%
3.65%
FCEL
FXAIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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