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FIX vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIX and SPY is 0.47, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

FIX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Comfort Systems USA, Inc. (FIX) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

1,000.00%2,000.00%3,000.00%4,000.00%NovemberDecember2025FebruaryMarchApril
2,991.04%
905.61%
FIX
SPY

Key characteristics

Sharpe Ratio

FIX:

0.50

SPY:

0.51

Sortino Ratio

FIX:

0.99

SPY:

0.86

Omega Ratio

FIX:

1.15

SPY:

1.13

Calmar Ratio

FIX:

0.64

SPY:

0.55

Martin Ratio

FIX:

1.60

SPY:

2.26

Ulcer Index

FIX:

18.31%

SPY:

4.55%

Daily Std Dev

FIX:

58.94%

SPY:

20.08%

Max Drawdown

FIX:

-93.36%

SPY:

-55.19%

Current Drawdown

FIX:

-27.69%

SPY:

-9.89%

Returns By Period

In the year-to-date period, FIX achieves a -6.16% return, which is significantly lower than SPY's -5.76% return. Over the past 10 years, FIX has outperformed SPY with an annualized return of 35.46%, while SPY has yielded a comparatively lower 11.99% annualized return.


FIX

YTD

-6.16%

1M

14.99%

6M

7.49%

1Y

28.12%

5Y*

67.66%

10Y*

35.46%

SPY

YTD

-5.76%

1M

-3.16%

6M

-4.30%

1Y

10.76%

5Y*

15.96%

10Y*

11.99%

*Annualized

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Risk-Adjusted Performance

FIX vs. SPY — Risk-Adjusted Performance Rank

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

FIX
The Risk-Adjusted Performance Rank of FIX is 7171
Overall Rank
The Sharpe Ratio Rank of FIX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of FIX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of FIX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of FIX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FIX is 7070
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6161
Overall Rank
The Sharpe Ratio Rank of SPY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FIX vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Comfort Systems USA, Inc. (FIX) and SPDR S&P 500 ETF (SPY). 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.


The chart of Sharpe ratio for FIX, currently valued at 0.50, compared to the broader market-2.00-1.000.001.002.003.00
FIX: 0.50
SPY: 0.51
The chart of Sortino ratio for FIX, currently valued at 0.99, compared to the broader market-6.00-4.00-2.000.002.004.00
FIX: 0.99
SPY: 0.86
The chart of Omega ratio for FIX, currently valued at 1.15, compared to the broader market0.501.001.502.00
FIX: 1.15
SPY: 1.13
The chart of Calmar ratio for FIX, currently valued at 0.64, compared to the broader market0.001.002.003.004.005.00
FIX: 0.64
SPY: 0.55
The chart of Martin ratio for FIX, currently valued at 1.60, compared to the broader market-5.000.005.0010.0015.0020.00
FIX: 1.60
SPY: 2.26

The current FIX Sharpe Ratio is 0.50, which is comparable to the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of FIX and SPY, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.50
0.51
FIX
SPY

Dividends

FIX vs. SPY - Dividend Comparison

FIX's dividend yield for the trailing twelve months is around 0.34%, less than SPY's 1.30% yield.


TTM20242023202220212020201920182017201620152014
FIX
Comfort Systems USA, Inc.
0.34%0.28%0.41%0.49%0.49%0.81%0.79%0.76%0.68%0.83%0.88%1.31%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

FIX vs. SPY - Drawdown Comparison

The maximum FIX drawdown since its inception was -93.36%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FIX and SPY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-27.69%
-9.89%
FIX
SPY

Volatility

FIX vs. SPY - Volatility Comparison

Comfort Systems USA, Inc. (FIX) has a higher volatility of 23.51% compared to SPDR S&P 500 ETF (SPY) at 15.12%. This indicates that FIX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
23.51%
15.12%
FIX
SPY