PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FIP vs. ESEB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIP and ESEB is 0.17, 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.


-0.50.00.51.00.2

Performance

FIP vs. ESEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FTAI Infrastructure Inc. (FIP) and Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF (ESEB). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-13.54%
0
FIP
ESEB

Key characteristics

Returns By Period


FIP

YTD

85.84%

1M

-15.94%

6M

-14.16%

1Y

70.91%

5Y*

N/A

10Y*

N/A

ESEB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FIP vs. ESEB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FTAI Infrastructure Inc. (FIP) and Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF (ESEB). 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 FIP, currently valued at 1.45, compared to the broader market-4.00-2.000.002.001.45-0.36
The chart of Sortino ratio for FIP, currently valued at 2.04, compared to the broader market-4.00-2.000.002.004.002.04-0.47
The chart of Omega ratio for FIP, currently valued at 1.25, compared to the broader market0.501.001.502.001.250.89
The chart of Calmar ratio for FIP, currently valued at 2.37, compared to the broader market0.002.004.006.002.37-0.38
The chart of Martin ratio for FIP, currently valued at 6.88, compared to the broader market-5.000.005.0010.0015.0020.0025.006.88-0.83
FIP
ESEB


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.45
-0.36
FIP
ESEB

Dividends

FIP vs. ESEB - Dividend Comparison

FIP's dividend yield for the trailing twelve months is around 1.69%, while ESEB has not paid dividends to shareholders.


TTM202320222021202020192018201720162015
FIP
FTAI Infrastructure Inc.
1.69%3.08%1.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ESEB
Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF
0.85%6.07%5.06%4.00%3.53%4.46%4.62%4.53%4.99%4.59%

Drawdowns

FIP vs. ESEB - Drawdown Comparison


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-30.48%
-1.33%
FIP
ESEB

Volatility

FIP vs. ESEB - Volatility Comparison

FTAI Infrastructure Inc. (FIP) has a higher volatility of 13.25% compared to Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF (ESEB) at 0.00%. This indicates that FIP's price experiences larger fluctuations and is considered to be riskier than ESEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
13.25%
0
FIP
ESEB
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab