FIX vs. ^SP400

Last updated Apr 1, 2026

Compare and contrast key facts about Comfort Systems USA, Inc. (FIX) and S&P 400 Index (^SP400).

Performance

FIX vs. ^SP400 - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Comfort Systems USA, Inc. (FIX) and S&P 400 Index (^SP400). The values are adjusted to include any dividend payments, if applicable.

FIX vs. ^SP400 - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FIX Comfort Systems USA, Inc.	47.83%	120.86%	106.89%	79.62%	16.98%	88.98%	6.73%	15.07%	0.73%	32.13%
^SP400 S&P 400 Index	2.15%	5.90%	12.20%	14.45%	-14.48%	23.21%	11.81%	24.05%	-12.50%	14.45%

Returns By Period

In the year-to-date period, FIX achieves a 47.83% return, which is significantly higher than ^SP400's 2.15% return. Over the past 10 years, FIX has outperformed ^SP400 with an annualized return of 46.46%, while ^SP400 has yielded a comparatively lower 8.81% annualized return.

FIX

• 1D: 8.31%
• 1M: -3.47%
• YTD: 47.83%
• 6M: 67.30%
• 1Y: 329.03%
• 3Y*: 112.20%
• 5Y*: 79.33%
• 10Y*: 46.46%

^SP400

• 1D: 2.82%
• 1M: -5.56%
• YTD: 2.15%
• 6M: 3.45%
• 1Y: 15.66%
• 3Y*: 10.36%
• 5Y*: 4.98%
• 10Y*: 8.81%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FIX vs. ^SP400 — Risk / Return Rank

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

FIX

FIX Risk / Return Rank: 99
FIX Sharpe Ratio Rank: 100
FIX Sortino Ratio Rank: 99
FIX Omega Ratio Rank: 98
FIX Calmar Ratio Rank: 100
FIX Martin Ratio Rank: 100

^SP400

^SP400 Risk / Return Rank: 60
^SP400 Sharpe Ratio Rank: 55
^SP400 Sortino Ratio Rank: 58
^SP400 Omega Ratio Rank: 54
^SP400 Calmar Ratio Rank: 60
^SP400 Martin Ratio Rank: 71

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FIX vs. ^SP400 - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Comfort Systems USA, Inc. (FIX) and S&P 400 Index (^SP400). 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.

	FIX	^SP400	Difference
Sharpe ratio Return per unit of total volatility	5.97	0.75	+5.22
Sortino ratio Return per unit of downside risk	5.33	1.20	+4.13
Omega ratio Gain probability vs. loss probability	1.74	1.16	+0.57
Calmar ratio Return relative to maximum drawdown	23.72	1.12	+22.60
Martin ratio Return relative to average drawdown	80.80	4.77	+76.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FIX vs. ^SP400 - Sharpe Ratio Comparison

The current FIX Sharpe Ratio is 5.97, which is higher than the ^SP400 Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of FIX and ^SP400, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FIX	^SP400	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	5.97	0.75	+5.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.82	0.25	+1.56
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.11	0.42	+0.69
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.48	-0.10

Correlation

The correlation between FIX and ^SP400 is 0.53, 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.

Drawdowns

FIX vs. ^SP400 - Drawdown Comparison

The maximum FIX drawdown since its inception was -93.36%, which is greater than ^SP400's maximum drawdown of -56.32%. Use the drawdown chart below to compare losses from any high point for FIX and ^SP400.

Drawdown Indicators

	FIX	^SP400	Difference
Max Drawdown Largest peak-to-trough decline	-93.36%	-56.32%	-37.04%
Max Drawdown (1Y) Largest decline over 1 year	-13.77%	-14.11%	+0.34%
Max Drawdown (5Y) Largest decline over 5 years	-46.05%	-24.46%	-21.59%
Max Drawdown (10Y) Largest decline over 10 years	-49.68%	-42.14%	-7.54%
Current Drawdown Current decline from peak	-6.23%	-6.39%	+0.16%
Average Drawdown Average peak-to-trough decline	-38.30%	-7.18%	-31.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.04%	3.32%	+0.72%

Volatility

FIX vs. ^SP400 - Volatility Comparison

Comfort Systems USA, Inc. (FIX) has a higher volatility of 20.47% compared to S&P 400 Index (^SP400) at 6.48%. This indicates that FIX's price experiences larger fluctuations and is considered to be riskier than ^SP400 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FIX	^SP400	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.47%	6.48%	+13.99%
Volatility (6M) Calculated over the trailing 6-month period	40.82%	11.81%	+29.01%
Volatility (1Y) Calculated over the trailing 1-year period	55.55%	20.97%	+34.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.92%	19.64%	+24.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.12%	20.98%	+21.14%