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

Correlation

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.


-0.50.00.51.00.1

Performance

FNGR vs. PHYL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FingerMotion Inc (FNGR) and PGIM Active High Yield Bond ETF (PHYL). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-42.57%
5.32%
FNGR
PHYL

Key characteristics

Sharpe Ratio

FNGR:

-0.61

PHYL:

2.60

Sortino Ratio

FNGR:

-0.50

PHYL:

3.68

Omega Ratio

FNGR:

0.93

PHYL:

1.50

Calmar Ratio

FNGR:

-0.60

PHYL:

4.27

Martin Ratio

FNGR:

-1.39

PHYL:

15.88

Ulcer Index

FNGR:

40.09%

PHYL:

0.65%

Daily Std Dev

FNGR:

91.80%

PHYL:

4.00%

Max Drawdown

FNGR:

-97.86%

PHYL:

-22.06%

Current Drawdown

FNGR:

-92.75%

PHYL:

0.00%

Returns By Period

In the year-to-date period, FNGR achieves a -3.33% return, which is significantly lower than PHYL's 1.30% return.


FNGR

YTD

-3.33%

1M

3.57%

6M

-42.57%

1Y

-52.26%

5Y*

5.49%

10Y*

N/A

PHYL

YTD

1.30%

1M

1.62%

6M

5.32%

1Y

10.34%

5Y*

4.22%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

FNGR vs. PHYL — Risk-Adjusted Performance Rank

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

FNGR
The Risk-Adjusted Performance Rank of FNGR is 1515
Overall Rank
The Sharpe Ratio Rank of FNGR is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of FNGR is 2020
Sortino Ratio Rank
The Omega Ratio Rank of FNGR is 1919
Omega Ratio Rank
The Calmar Ratio Rank of FNGR is 1212
Calmar Ratio Rank
The Martin Ratio Rank of FNGR is 88
Martin Ratio Rank

PHYL
The Risk-Adjusted Performance Rank of PHYL is 9292
Overall Rank
The Sharpe Ratio Rank of PHYL is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of PHYL is 9393
Sortino Ratio Rank
The Omega Ratio Rank of PHYL is 9292
Omega Ratio Rank
The Calmar Ratio Rank of PHYL is 9292
Calmar Ratio Rank
The Martin Ratio Rank of PHYL is 8989
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.

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.


Sharpe ratio
The chart of Sharpe ratio for FNGR, currently valued at -0.61, compared to the broader market-2.000.002.004.00-0.612.60
The chart of Sortino ratio for FNGR, currently valued at -0.50, compared to the broader market-4.00-2.000.002.004.006.00-0.503.68
The chart of Omega ratio for FNGR, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.50
The chart of Calmar ratio for FNGR, currently valued at -0.60, compared to the broader market0.002.004.006.00-0.604.27
The chart of Martin ratio for FNGR, currently valued at -1.39, compared to the broader market0.0010.0020.0030.00-1.3915.88
FNGR
PHYL

The current FNGR Sharpe Ratio is -0.61, which is lower than the PHYL Sharpe Ratio of 2.60. 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.61
2.60
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 8.17%.


TTM2024202320222021202020192018
FNGR
FingerMotion Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PHYL
PGIM Active High Yield Bond ETF
8.17%8.28%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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-92.75%
0
FNGR
PHYL

Volatility

FNGR vs. PHYL - Volatility Comparison

FingerMotion Inc (FNGR) has a higher volatility of 65.87% compared to PGIM Active High Yield Bond ETF (PHYL) at 1.16%. 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%10.00%20.00%30.00%40.00%50.00%60.00%70.00%AugustSeptemberOctoberNovemberDecember2025
65.87%
1.16%
FNGR
PHYL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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