FKURF vs. FSELX
FKURF (Fujikura Ltd) is a stock, while FSELX (Fidelity Select Semiconductors Portfolio) is Semiconductors fund managed by Fidelity. Over the past 3 years, FKURF returned 55.74%/yr vs 60.59%/yr for FSELX. At a 0.17 correlation, their price movements are largely independent.
Performance
FKURF vs. FSELX - Performance Comparison
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Returns By Period
In the year-to-date period, FKURF achieves a -71.13% return, which is significantly lower than FSELX's 69.83% return.
FKURF
- 1D
- 0.00%
- 1M
- 17.94%
- 6M
- -72.42%
- YTD
- -71.13%
- 1Y
- -40.24%
- 3Y*
- 55.74%
- 5Y*
- —
- 10Y*
- —
FSELX
- 1D
- 0.19%
- 1M
- -3.27%
- 6M
- 58.34%
- YTD
- 69.83%
- 1Y
- 111.52%
- 3Y*
- 60.59%
- 5Y*
- 42.55%
- 10Y*
- 37.70%
FKURF vs. FSELX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FKURF Fujikura Ltd | -71.13% | 147.24% | 480.56% | -8.86% |
FSELX Fidelity Select Semiconductors Portfolio | 69.83% | 52.17% | 49.68% | 15.11% |
Correlation
The correlation between FKURF and FSELX is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jun 8, 2023 | 0.17 |
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Return for Risk
FKURF vs. FSELX — Risk / Return Rank
FKURF
FSELX
FKURF vs. FSELX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fujikura Ltd (FKURF) and Fidelity Select Semiconductors Portfolio (FSELX). 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.
| FKURF | FSELX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.22 | ||
| Sortino ratioReturn per unit of downside risk | -2.24 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.43 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.46 | 7.21 | -7.67 |
| Martin ratioReturn relative to average drawdown | -0.89 | 24.10 | -24.99 |
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Drawdowns
FKURF vs. FSELX - Drawdown Comparison
The maximum FKURF drawdown since its inception was -87.49%, which is greater than FSELX's maximum drawdown of -82.54%. Use the drawdown chart below to compare losses from any high point for FKURF and FSELX.
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Drawdown Indicators
| FKURF | FSELX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.49% | -82.54% | -4.95% |
Max Drawdown (1Y)Largest decline over 1 year | -87.49% | -15.52% | -71.97% |
Max Drawdown (3Y)Largest decline over 3 years | -87.49% | -36.31% | -51.18% |
Max Drawdown (5Y)Largest decline over 5 years | — | -46.37% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.37% | — |
Current DrawdownCurrent decline from peak | -84.98% | -10.20% | -74.78% |
Average DrawdownAverage peak-to-trough decline | -14.51% | -28.64% | +14.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.40% | 4.63% | +40.77% |
Volatility
FKURF vs. FSELX - Volatility Comparison
Fujikura Ltd (FKURF) has a higher volatility of 42.30% compared to Fidelity Select Semiconductors Portfolio (FSELX) at 18.91%. This indicates that FKURF's price experiences larger fluctuations and is considered to be riskier than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FKURF | FSELX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 42.30% | 18.91% | +23.39% |
Volatility (6M)Calculated over the trailing 6-month period | 201.05% | 31.93% | +169.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 132.30% | 38.40% | +93.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 95.30% | 40.02% | +55.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 95.30% | 35.57% | +59.73% |
Dividends
FKURF vs. FSELX - Dividend Comparison
FKURF has not paid dividends to shareholders, while FSELX's dividend yield for the trailing twelve months is around 9.64%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FKURF Fujikura Ltd | 0.00% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FSELX Fidelity Select Semiconductors Portfolio | 9.64% | 11.11% | 7.97% | 7.20% | 6.69% | 6.99% | 8.13% | 3.36% | 26.80% | 14.44% | 3.82% | 15.22% |
Frequently Asked Questions
FKURF and FSELX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FKURF has higher volatility (42.30%) compared to FSELX (18.91%). In terms of maximum drawdown, FKURF dropped -87.49% vs FSELX's -82.54%.
FSELX currently has the higher Sharpe Ratio (2.91 vs -0.31), 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.
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