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FI vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between FI and ^GSPC is 0.65, 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.


-0.50.00.51.00.6

Performance

FI vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fiserv Inc. (FI) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
37.56%
8.53%
FI
^GSPC

Key characteristics

Sharpe Ratio

FI:

3.10

^GSPC:

2.10

Sortino Ratio

FI:

3.90

^GSPC:

2.80

Omega Ratio

FI:

1.54

^GSPC:

1.39

Calmar Ratio

FI:

5.88

^GSPC:

3.09

Martin Ratio

FI:

15.05

^GSPC:

13.49

Ulcer Index

FI:

3.67%

^GSPC:

1.94%

Daily Std Dev

FI:

17.83%

^GSPC:

12.52%

Max Drawdown

FI:

-37.85%

^GSPC:

-56.78%

Current Drawdown

FI:

-7.37%

^GSPC:

-2.62%

Returns By Period

In the year-to-date period, FI achieves a 55.11% return, which is significantly higher than ^GSPC's 24.34% return. Over the past 10 years, FI has outperformed ^GSPC with an annualized return of 20.88%, while ^GSPC has yielded a comparatively lower 11.06% annualized return.


FI

YTD

55.11%

1M

-5.46%

6M

37.56%

1Y

54.68%

5Y*

12.07%

10Y*

20.88%

^GSPC

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

FI vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fiserv Inc. (FI) 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.


Sharpe ratio
The chart of Sharpe ratio for FI, currently valued at 3.10, compared to the broader market-4.00-2.000.002.003.102.10
The chart of Sortino ratio for FI, currently valued at 3.90, compared to the broader market-4.00-2.000.002.004.003.902.80
The chart of Omega ratio for FI, currently valued at 1.54, compared to the broader market0.501.001.502.001.541.39
The chart of Calmar ratio for FI, currently valued at 5.88, compared to the broader market0.002.004.006.005.883.09
The chart of Martin ratio for FI, currently valued at 15.05, compared to the broader market-5.000.005.0010.0015.0020.0025.0015.0513.49
FI
^GSPC

The current FI Sharpe Ratio is 3.10, which is higher than the ^GSPC Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of FI and ^GSPC, 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
3.10
2.10
FI
^GSPC

Drawdowns

FI vs. ^GSPC - Drawdown Comparison

The maximum FI drawdown since its inception was -37.85%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FI and ^GSPC. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.37%
-2.62%
FI
^GSPC

Volatility

FI vs. ^GSPC - Volatility Comparison

Fiserv Inc. (FI) has a higher volatility of 7.45% compared to S&P 500 (^GSPC) at 3.79%. This indicates that FI'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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
7.45%
3.79%
FI
^GSPC
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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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