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FDFAX vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDFAX and AAPL is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

FDFAX vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Consumer Staples Portfolio (FDFAX) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FDFAX:

0.08

AAPL:

0.15

Sortino Ratio

FDFAX:

0.05

AAPL:

0.32

Omega Ratio

FDFAX:

1.01

AAPL:

1.04

Calmar Ratio

FDFAX:

-0.05

AAPL:

0.06

Martin Ratio

FDFAX:

-0.11

AAPL:

0.19

Ulcer Index

FDFAX:

5.08%

AAPL:

10.57%

Daily Std Dev

FDFAX:

14.65%

AAPL:

33.12%

Max Drawdown

FDFAX:

-38.19%

AAPL:

-81.80%

Current Drawdown

FDFAX:

-7.24%

AAPL:

-24.43%

Returns By Period

In the year-to-date period, FDFAX achieves a -1.07% return, which is significantly higher than AAPL's -21.83% return. Over the past 10 years, FDFAX has underperformed AAPL with an annualized return of 5.81%, while AAPL has yielded a comparatively higher 21.00% annualized return.


FDFAX

YTD

-1.07%

1M

-0.55%

6M

-3.94%

1Y

1.09%

3Y*

3.96%

5Y*

8.94%

10Y*

5.81%

AAPL

YTD

-21.83%

1M

-6.16%

6M

-14.85%

1Y

3.27%

3Y*

12.23%

5Y*

20.30%

10Y*

21.00%

*Annualized

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Risk-Adjusted Performance

FDFAX vs. AAPL — Risk-Adjusted Performance Rank

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

FDFAX
The Risk-Adjusted Performance Rank of FDFAX is 1616
Overall Rank
The Sharpe Ratio Rank of FDFAX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of FDFAX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of FDFAX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of FDFAX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of FDFAX is 1616
Martin Ratio Rank

AAPL
The Risk-Adjusted Performance Rank of AAPL is 5252
Overall Rank
The Sharpe Ratio Rank of AAPL is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of AAPL is 4747
Sortino Ratio Rank
The Omega Ratio Rank of AAPL is 4747
Omega Ratio Rank
The Calmar Ratio Rank of AAPL is 5555
Calmar Ratio Rank
The Martin Ratio Rank of AAPL is 5454
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.

FDFAX vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Consumer Staples Portfolio (FDFAX) and Apple Inc (AAPL). 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.


The current FDFAX Sharpe Ratio is 0.08, which is lower than the AAPL Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of FDFAX and AAPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FDFAX vs. AAPL - Dividend Comparison

FDFAX's dividend yield for the trailing twelve months is around 9.29%, more than AAPL's 0.52% yield.


TTM20242023202220212020201920182017201620152014
FDFAX
Fidelity Select Consumer Staples Portfolio
9.29%8.49%5.13%3.34%10.73%3.16%2.78%14.36%8.82%4.71%9.06%5.65%
AAPL
Apple Inc
0.52%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%

Drawdowns

FDFAX vs. AAPL - Drawdown Comparison

The maximum FDFAX drawdown since its inception was -38.19%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for FDFAX and AAPL.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FDFAX vs. AAPL - Volatility Comparison

The current volatility for Fidelity Select Consumer Staples Portfolio (FDFAX) is 3.76%, while Apple Inc (AAPL) has a volatility of 9.28%. This indicates that FDFAX experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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