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FNGR vs. PHYL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FNGRPHYL
YTD Return-47.51%8.83%
1Y Return-53.63%15.63%
3Y Return (Ann)-32.96%2.74%
5Y Return (Ann)5.08%4.55%
Sharpe Ratio-0.673.69
Sortino Ratio-0.835.91
Omega Ratio0.911.78
Calmar Ratio-0.602.22
Martin Ratio-1.1125.53
Ulcer Index48.26%0.64%
Daily Std Dev79.43%4.38%
Max Drawdown-97.86%-22.06%
Current Drawdown-86.81%-0.06%

Correlation

-0.50.00.51.00.1

The correlation between FNGR and PHYL is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

FNGR vs. PHYL - Performance Comparison

In the year-to-date period, FNGR achieves a -47.51% return, which is significantly lower than PHYL's 8.83% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-37.94%
7.38%
FNGR
PHYL

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Risk-Adjusted Performance

FNGR vs. PHYL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FingerMotion Inc (FNGR) and PGIM Active High Yield Bond ETF (PHYL). 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.


FNGR
Sharpe ratio
The chart of Sharpe ratio for FNGR, currently valued at -0.67, compared to the broader market-4.00-2.000.002.004.00-0.67
Sortino ratio
The chart of Sortino ratio for FNGR, currently valued at -0.83, compared to the broader market-4.00-2.000.002.004.006.00-0.83
Omega ratio
The chart of Omega ratio for FNGR, currently valued at 0.91, compared to the broader market0.501.001.502.000.91
Calmar ratio
The chart of Calmar ratio for FNGR, currently valued at -0.60, compared to the broader market0.002.004.006.00-0.60
Martin ratio
The chart of Martin ratio for FNGR, currently valued at -1.11, compared to the broader market0.0010.0020.0030.00-1.11
PHYL
Sharpe ratio
The chart of Sharpe ratio for PHYL, currently valued at 3.69, compared to the broader market-4.00-2.000.002.004.003.69
Sortino ratio
The chart of Sortino ratio for PHYL, currently valued at 5.91, compared to the broader market-4.00-2.000.002.004.006.005.91
Omega ratio
The chart of Omega ratio for PHYL, currently valued at 1.78, compared to the broader market0.501.001.502.001.78
Calmar ratio
The chart of Calmar ratio for PHYL, currently valued at 2.22, compared to the broader market0.002.004.006.002.22
Martin ratio
The chart of Martin ratio for PHYL, currently valued at 25.53, compared to the broader market0.0010.0020.0030.0025.53

FNGR vs. PHYL - Sharpe Ratio Comparison

The current FNGR Sharpe Ratio is -0.67, which is lower than the PHYL Sharpe Ratio of 3.69. The chart below compares the historical Sharpe Ratios of FNGR and PHYL, 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 Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.67
3.69
FNGR
PHYL

Dividends

FNGR vs. PHYL - Dividend Comparison

FNGR has not paid dividends to shareholders, while PHYL's dividend yield for the trailing twelve months is around 8.16%.


TTM202320222021202020192018
FNGR
FingerMotion Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PHYL
PGIM Active High Yield Bond ETF
8.16%7.62%6.55%6.13%7.51%7.30%1.79%

Drawdowns

FNGR vs. PHYL - Drawdown Comparison

The maximum FNGR drawdown since its inception was -97.86%, which is greater than PHYL's maximum drawdown of -22.06%. Use the drawdown chart below to compare losses from any high point for FNGR and PHYL. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-86.81%
-0.06%
FNGR
PHYL

Volatility

FNGR vs. PHYL - Volatility Comparison

FingerMotion Inc (FNGR) has a higher volatility of 20.60% compared to PGIM Active High Yield Bond ETF (PHYL) at 1.03%. This indicates that FNGR's price experiences larger fluctuations and is considered to be riskier than PHYL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
20.60%
1.03%
FNGR
PHYL