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FPRO vs. AOMR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FPRO and AOMR is 0.35, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

FPRO vs. AOMR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Real Estate Investment ETF (FPRO) and Angel Oak Mortgage, Inc. (AOMR). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%NovemberDecember2025FebruaryMarchApril
2.01%
-28.92%
FPRO
AOMR

Key characteristics

Sharpe Ratio

FPRO:

0.86

AOMR:

-0.27

Sortino Ratio

FPRO:

1.27

AOMR:

-0.18

Omega Ratio

FPRO:

1.17

AOMR:

0.98

Calmar Ratio

FPRO:

0.62

AOMR:

-0.22

Martin Ratio

FPRO:

2.97

AOMR:

-0.45

Ulcer Index

FPRO:

5.25%

AOMR:

18.32%

Daily Std Dev

FPRO:

18.17%

AOMR:

30.00%

Max Drawdown

FPRO:

-32.80%

AOMR:

-71.22%

Current Drawdown

FPRO:

-12.24%

AOMR:

-29.86%

Returns By Period

In the year-to-date period, FPRO achieves a -0.11% return, which is significantly higher than AOMR's -5.64% return.


FPRO

YTD

-0.11%

1M

-2.60%

6M

-6.02%

1Y

16.26%

5Y*

N/A

10Y*

N/A

AOMR

YTD

-5.64%

1M

-12.40%

6M

-3.08%

1Y

-12.39%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

FPRO vs. AOMR — Risk-Adjusted Performance Rank

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

FPRO
The Risk-Adjusted Performance Rank of FPRO is 7474
Overall Rank
The Sharpe Ratio Rank of FPRO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of FPRO is 7676
Sortino Ratio Rank
The Omega Ratio Rank of FPRO is 7474
Omega Ratio Rank
The Calmar Ratio Rank of FPRO is 7171
Calmar Ratio Rank
The Martin Ratio Rank of FPRO is 7373
Martin Ratio Rank

AOMR
The Risk-Adjusted Performance Rank of AOMR is 3737
Overall Rank
The Sharpe Ratio Rank of AOMR is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of AOMR is 3232
Sortino Ratio Rank
The Omega Ratio Rank of AOMR is 3333
Omega Ratio Rank
The Calmar Ratio Rank of AOMR is 3939
Calmar Ratio Rank
The Martin Ratio Rank of AOMR is 4343
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.

FPRO vs. AOMR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Real Estate Investment ETF (FPRO) and Angel Oak Mortgage, Inc. (AOMR). 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 FPRO, currently valued at 0.86, compared to the broader market-1.000.001.002.003.004.00
FPRO: 0.86
AOMR: -0.27
The chart of Sortino ratio for FPRO, currently valued at 1.27, compared to the broader market-2.000.002.004.006.008.00
FPRO: 1.27
AOMR: -0.18
The chart of Omega ratio for FPRO, currently valued at 1.17, compared to the broader market0.501.001.502.00
FPRO: 1.17
AOMR: 0.98
The chart of Calmar ratio for FPRO, currently valued at 0.62, compared to the broader market0.002.004.006.008.0010.0012.00
FPRO: 0.62
AOMR: -0.22
The chart of Martin ratio for FPRO, currently valued at 2.97, compared to the broader market0.0020.0040.0060.00
FPRO: 2.97
AOMR: -0.45

The current FPRO Sharpe Ratio is 0.86, which is higher than the AOMR Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of FPRO and AOMR, 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.86
-0.27
FPRO
AOMR

Dividends

FPRO vs. AOMR - Dividend Comparison

FPRO's dividend yield for the trailing twelve months is around 2.45%, less than AOMR's 15.09% yield.


TTM2024202320222021
FPRO
Fidelity Real Estate Investment ETF
2.45%2.50%2.83%2.67%1.69%
AOMR
Angel Oak Mortgage, Inc.
15.09%13.79%12.08%35.31%2.93%

Drawdowns

FPRO vs. AOMR - Drawdown Comparison

The maximum FPRO drawdown since its inception was -32.80%, smaller than the maximum AOMR drawdown of -71.22%. Use the drawdown chart below to compare losses from any high point for FPRO and AOMR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.24%
-29.86%
FPRO
AOMR

Volatility

FPRO vs. AOMR - Volatility Comparison

The current volatility for Fidelity Real Estate Investment ETF (FPRO) is 10.60%, while Angel Oak Mortgage, Inc. (AOMR) has a volatility of 14.65%. This indicates that FPRO experiences smaller price fluctuations and is considered to be less risky than AOMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
10.60%
14.65%
FPRO
AOMR