FCEL vs. ^GSPC
Compare and contrast key facts about FuelCell Energy, Inc. (FCEL) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FCEL or ^GSPC.
Performance
FCEL vs. ^GSPC - Performance Comparison
Returns By Period
In the year-to-date period, FCEL achieves a -87.17% return, which is significantly lower than ^GSPC's 23.62% return. Over the past 10 years, FCEL has underperformed ^GSPC with an annualized return of -37.23%, while ^GSPC has yielded a comparatively higher 11.16% annualized return.
FCEL
-87.17%
-38.25%
-74.42%
-83.17%
-22.47%
-37.23%
^GSPC
23.62%
0.54%
11.19%
30.63%
13.61%
11.16%
Key characteristics
| FCEL | ^GSPC | |
|---|---|---|
| Sharpe Ratio | -0.90 | 2.51 |
| Sortino Ratio | -2.08 | 3.37 |
| Omega Ratio | 0.79 | 1.47 |
| Calmar Ratio | -0.83 | 3.63 |
| Martin Ratio | -1.49 | 16.15 |
| Ulcer Index | 55.89% | 1.91% |
| Daily Std Dev | 93.21% | 12.27% |
| Max Drawdown | -99.97% | -56.78% |
| Current Drawdown | -99.97% | -1.75% |
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Correlation
The correlation between FCEL and ^GSPC is 0.35, 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.
Risk-Adjusted Performance
FCEL vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FuelCell Energy, Inc. (FCEL) and S&P 500 (^GSPC). 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
FCEL vs. ^GSPC - Drawdown Comparison
The maximum FCEL drawdown since its inception was -99.97%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FCEL and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
FCEL vs. ^GSPC - Volatility Comparison
FuelCell Energy, Inc. (FCEL) has a higher volatility of 41.58% compared to S&P 500 (^GSPC) at 4.07%. This indicates that FCEL's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.