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FIX vs. FTLF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FIX vs. FTLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Comfort Systems USA, Inc. (FIX) and FitLife Brands Inc. Common Stock (FTLF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FIX achieves a 101.37% return, which is significantly higher than FTLF's -32.33% return. Both investments have delivered pretty close results over the past 10 years, with FIX having a 51.27% annualized return and FTLF not far behind at 50.47%.


FIX

1D
1.85%
1M
-5.78%
YTD
101.37%
6M
94.15%
1Y
281.93%
3Y*
128.82%
5Y*
86.97%
10Y*
51.27%

FTLF

1D
-4.92%
1M
4.86%
YTD
-32.33%
6M
-38.73%
1Y
-21.36%
3Y*
11.70%
5Y*
18.62%
10Y*
50.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIX vs. FTLF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIX
Comfort Systems USA, Inc.
101.37%120.86%106.89%79.62%16.98%88.98%6.73%15.07%0.73%32.13%
FTLF
FitLife Brands Inc. Common Stock
-32.33%-0.18%70.68%19.75%-0.31%196.30%53.19%3,182.89%78.96%-74.74%

Correlation

The correlation between FIX and FTLF is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (10Y)
Calculated over the trailing 10-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Nov 2, 2007

0.03

Fundamentals

EPS

FIX:

$34.64

FTLF:

$0.68

PE Ratio

FIX:

54.21

FTLF:

16.26

PEG Ratio

FIX:

0.82

FTLF:

1.79

PS Ratio

FIX:

6.54

FTLF:

1.56

Total Revenue (TTM)

FIX:

$10.14B

FTLF:

$70.56M

Gross Profit (TTM)

FIX:

$2.55B

FTLF:

$28.73M

EBITDA (TTM)

FIX:

$1.70B

FTLF:

$11.02M

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Return for Risk

FIX vs. FTLF — Risk / Return Rank

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

FIX
FIX Risk / Return Rank: 9999
Overall Rank
FIX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
FIX Omega Ratio Rank: 9797
Omega Ratio Rank
FIX Calmar Ratio Rank: 9999
Calmar Ratio Rank
FIX Martin Ratio Rank: 9999
Martin Ratio Rank

FTLF
FTLF Risk / Return Rank: 2626
Overall Rank
FTLF Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FTLF Sortino Ratio Rank: 2424
Sortino Ratio Rank
FTLF Omega Ratio Rank: 2424
Omega Ratio Rank
FTLF Calmar Ratio Rank: 2929
Calmar Ratio Rank
FTLF Martin Ratio Rank: 2727
Martin Ratio Rank
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. FTLF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Comfort Systems USA, Inc. (FIX) and FitLife Brands Inc. Common Stock (FTLF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FIXFTLFDifference
Sharpe ratioReturn per unit of total volatility

+5.57

Sortino ratioReturn per unit of downside risk

+5.28

Omega ratioGain probability vs. loss probability

1.66

0.96

+0.70

Calmar ratioReturn relative to maximum drawdown

17.58

-0.40

+17.99

Martin ratioReturn relative to average drawdown

59.47

-0.81

+60.28

FIX vs. FTLF - Sharpe Ratio Comparison

The current FIX Sharpe Ratio is 5.13, which is higher than the FTLF Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of FIX and FTLF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FIX vs. FTLF - Drawdown Comparison

The maximum FIX drawdown since its inception was -93.36%, smaller than the maximum FTLF drawdown of -99.68%. Use the drawdown chart below to compare losses from any high point for FIX and FTLF.


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Drawdown Indicators


FIXFTLFDifference

Max Drawdown

Largest peak-to-trough decline

-93.36%

-99.68%

+6.32%

Max Drawdown (1Y)

Largest decline over 1 year

-15.78%

-57.23%

+41.45%

Max Drawdown (3Y)

Largest decline over 3 years

-46.05%

-57.23%

+11.18%

Max Drawdown (5Y)

Largest decline over 5 years

-46.05%

-57.23%

+11.18%

Max Drawdown (10Y)

Largest decline over 10 years

-49.68%

-89.06%

+39.38%

Current Drawdown

Current decline from peak

-8.03%

-46.97%

+38.94%

Average Drawdown

Average peak-to-trough decline

-38.06%

-70.89%

+32.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.66%

28.39%

-23.73%

Volatility

FIX vs. FTLF - Volatility Comparison

The current volatility for Comfort Systems USA, Inc. (FIX) is 15.34%, while FitLife Brands Inc. Common Stock (FTLF) has a volatility of 19.36%. This indicates that FIX experiences smaller price fluctuations and is considered to be less risky than FTLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIXFTLFDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.34%

19.36%

-4.02%

Volatility (6M)

Calculated over the trailing 6-month period

38.30%

37.63%

+0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

54.05%

52.03%

+2.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.66%

45.37%

-0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.44%

305.80%

-263.36%

Dividends

FIX vs. FTLF - Dividend Comparison

FIX's dividend yield for the trailing twelve months is around 0.14%, while FTLF has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FIX
Comfort Systems USA, Inc.
0.14%0.21%0.28%0.41%0.49%0.49%0.81%0.79%0.76%0.68%0.83%0.88%
FTLF
FitLife Brands Inc. Common Stock
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

FIX vs. FTLF - Financials Comparison

This section allows you to compare key financial metrics between Comfort Systems USA, Inc. and FitLife Brands Inc. Common Stock. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00M1.00B1.50B2.00B2.50B3.00B20222023202420252026
2.87B
23.49M
(FIX) Total Revenue
(FTLF) Total Revenue
Values in USD except per share items

Frequently Asked Questions


FIX and FTLF have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTLF has higher volatility (19.36%) compared to FIX (15.34%). In terms of maximum drawdown, FIX dropped -93.36% vs FTLF's -99.68%.

FIX currently has the higher Sharpe Ratio (5.13 vs -0.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FIX and FTLF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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