FSHCX vs. ABBV
Compare and contrast key facts about Fidelity Select Health Care Services Portfolio (FSHCX) and AbbVie Inc. (ABBV).
FSHCX is managed by Fidelity. It was launched on Jun 30, 1986.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSHCX or ABBV.
Performance
FSHCX vs. ABBV - Performance Comparison
Returns By Period
In the year-to-date period, FSHCX achieves a -8.35% return, which is significantly lower than ABBV's 10.36% return. Over the past 10 years, FSHCX has underperformed ABBV with an annualized return of 4.37%, while ABBV has yielded a comparatively higher 14.41% annualized return.
FSHCX
-8.35%
-3.27%
-2.98%
-5.09%
4.52%
4.37%
ABBV
10.36%
-12.64%
0.86%
23.67%
18.16%
14.41%
Key characteristics
| FSHCX | ABBV | |
|---|---|---|
| Sharpe Ratio | -0.34 | 1.05 |
| Sortino Ratio | -0.37 | 1.37 |
| Omega Ratio | 0.95 | 1.23 |
| Calmar Ratio | -0.32 | 1.27 |
| Martin Ratio | -0.81 | 4.51 |
| Ulcer Index | 6.79% | 5.39% |
| Daily Std Dev | 16.07% | 23.17% |
| Max Drawdown | -57.77% | -45.09% |
| Current Drawdown | -15.16% | -19.07% |
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Correlation
The correlation between FSHCX and ABBV is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
FSHCX vs. ABBV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Health Care Services Portfolio (FSHCX) and AbbVie Inc. (ABBV). 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.
Dividends
FSHCX vs. ABBV - Dividend Comparison
FSHCX's dividend yield for the trailing twelve months is around 0.39%, less than ABBV's 3.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSHCX Fidelity Select Health Care Services Portfolio | 0.39% | 0.35% | 0.23% | 0.21% | 0.76% | 0.27% | 0.12% | 0.11% | 0.16% | 1.91% | 3.52% | 5.98% |
ABBV AbbVie Inc. | 3.76% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
Drawdowns
FSHCX vs. ABBV - Drawdown Comparison
The maximum FSHCX drawdown since its inception was -57.77%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for FSHCX and ABBV. For additional features, visit the drawdowns tool.
Volatility
FSHCX vs. ABBV - Volatility Comparison
The current volatility for Fidelity Select Health Care Services Portfolio (FSHCX) is 6.04%, while AbbVie Inc. (ABBV) has a volatility of 15.61%. This indicates that FSHCX experiences smaller price fluctuations and is considered to be less risky than ABBV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.