FLOWX vs. KTWIY
FLOWX (Fidelity Water Sustainability Fund) is Energy Equities fund managed by Fidelity, while KTWIY (Kurita Water Industries Ltd) is a stock. Over the past 5 years, FLOWX returned 7.80%/yr vs 7.07%/yr for KTWIY. At a 0.11 correlation, their price movements are largely independent.
Performance
FLOWX vs. KTWIY - Performance Comparison
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Returns By Period
In the year-to-date period, FLOWX achieves a 1.85% return, which is significantly lower than KTWIY's 49.26% return.
FLOWX
- 1D
- 1.48%
- 1M
- 1.23%
- YTD
- 1.85%
- 6M
- 0.63%
- 1Y
- 7.94%
- 3Y*
- 12.64%
- 5Y*
- 7.80%
- 10Y*
- —
KTWIY
- 1D
- 0.00%
- 1M
- 16.70%
- YTD
- 49.26%
- 6M
- 48.68%
- 1Y
- 69.28%
- 3Y*
- 16.86%
- 5Y*
- 7.07%
- 10Y*
- 6.79%
FLOWX vs. KTWIY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FLOWX Fidelity Water Sustainability Fund | 1.85% | 18.02% | 8.78% | 18.58% | -19.94% | 28.52% | 35.89% |
KTWIY Kurita Water Industries Ltd | 49.26% | 18.82% | -11.74% | -3.23% | -12.65% | 19.37% | 58.16% |
Correlation
The correlation between FLOWX and KTWIY is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2020 | 0.11 |
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Return for Risk
FLOWX vs. KTWIY — Risk / Return Rank
FLOWX
KTWIY
FLOWX vs. KTWIY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Water Sustainability Fund (FLOWX) and Kurita Water Industries Ltd (KTWIY). 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.
| FLOWX | KTWIY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.34 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | 3.51 | -2.93 |
| Martin ratioReturn relative to average drawdown | 1.46 | 7.42 | -5.96 |
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Drawdowns
FLOWX vs. KTWIY - Drawdown Comparison
The maximum FLOWX drawdown since its inception was -30.63%, smaller than the maximum KTWIY drawdown of -95.16%. Use the drawdown chart below to compare losses from any high point for FLOWX and KTWIY.
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Drawdown Indicators
| FLOWX | KTWIY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.63% | -95.16% | +64.53% |
Max Drawdown (1Y)Largest decline over 1 year | -12.84% | -19.85% | +7.01% |
Max Drawdown (3Y)Largest decline over 3 years | -16.13% | -41.09% | +24.96% |
Max Drawdown (5Y)Largest decline over 5 years | -30.63% | -50.02% | +19.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.02% | — |
Current DrawdownCurrent decline from peak | -8.74% | 0.00% | -8.74% |
Average DrawdownAverage peak-to-trough decline | -7.40% | -9.51% | +2.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.05% | 9.36% | -4.31% |
Volatility
FLOWX vs. KTWIY - Volatility Comparison
The current volatility for Fidelity Water Sustainability Fund (FLOWX) is 4.61%, while Kurita Water Industries Ltd (KTWIY) has a volatility of 18.57%. This indicates that FLOWX experiences smaller price fluctuations and is considered to be less risky than KTWIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLOWX | KTWIY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 18.57% | -13.96% |
Volatility (6M)Calculated over the trailing 6-month period | 11.67% | 34.85% | -23.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.64% | 50.73% | -36.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.88% | 43.75% | -25.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.15% | 34.83% | -16.68% |
Dividends
FLOWX vs. KTWIY - Dividend Comparison
FLOWX's dividend yield for the trailing twelve months is around 2.88%, while KTWIY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
FLOWX Fidelity Water Sustainability Fund | 2.88% | 2.93% | 2.51% | 0.42% | 0.08% | 1.41% | 1.49% |
KTWIY Kurita Water Industries Ltd | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FLOWX and KTWIY have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KTWIY has higher volatility (18.57%) compared to FLOWX (4.61%). In terms of maximum drawdown, FLOWX dropped -30.63% vs KTWIY's -95.16%.
KTWIY currently has the higher Sharpe Ratio (1.37 vs 0.51), 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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