FHI vs. ^GSPC
Compare and contrast key facts about Federated Hermes, Inc. (FHI) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FHI or ^GSPC.
Correlation
The correlation between FHI and ^GSPC is 0.55, 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.
Performance
FHI vs. ^GSPC - Performance Comparison
Key characteristics
FHI:
0.99
^GSPC:
1.74
FHI:
1.45
^GSPC:
2.35
FHI:
1.18
^GSPC:
1.32
FHI:
0.85
^GSPC:
2.62
FHI:
4.11
^GSPC:
10.82
FHI:
4.82%
^GSPC:
2.05%
FHI:
19.99%
^GSPC:
12.77%
FHI:
-64.89%
^GSPC:
-56.78%
FHI:
-11.94%
^GSPC:
-4.06%
Returns By Period
In the year-to-date period, FHI achieves a -7.22% return, which is significantly lower than ^GSPC's -0.66% return. Over the past 10 years, FHI has underperformed ^GSPC with an annualized return of 6.99%, while ^GSPC has yielded a comparatively higher 11.24% annualized return.
FHI
-7.22%
-10.47%
12.27%
20.91%
7.27%
6.99%
^GSPC
-0.66%
-3.44%
3.10%
22.14%
12.04%
11.24%
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Risk-Adjusted Performance
FHI vs. ^GSPC — Risk-Adjusted Performance Rank
FHI
^GSPC
FHI vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes, Inc. (FHI) 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
FHI vs. ^GSPC - Drawdown Comparison
The maximum FHI drawdown since its inception was -64.89%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FHI and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
FHI vs. ^GSPC - Volatility Comparison
Federated Hermes, Inc. (FHI) has a higher volatility of 5.50% compared to S&P 500 (^GSPC) at 4.57%. This indicates that FHI'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.