FSHCX vs. JNJ
Compare and contrast key facts about Fidelity Select Health Care Services Portfolio (FSHCX) and Johnson & Johnson (JNJ).
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 JNJ.
Performance
FSHCX vs. JNJ - Performance Comparison
Returns By Period
In the year-to-date period, FSHCX achieves a -8.35% return, which is significantly lower than JNJ's 0.56% return. Over the past 10 years, FSHCX has underperformed JNJ with an annualized return of 4.37%, while JNJ has yielded a comparatively higher 6.43% annualized return.
FSHCX
-8.35%
-3.27%
-2.98%
-5.09%
4.52%
4.37%
JNJ
0.56%
-6.26%
1.15%
5.84%
5.55%
6.43%
Key characteristics
| FSHCX | JNJ | |
|---|---|---|
| Sharpe Ratio | -0.34 | 0.45 |
| Sortino Ratio | -0.37 | 0.77 |
| Omega Ratio | 0.95 | 1.09 |
| Calmar Ratio | -0.32 | 0.38 |
| Martin Ratio | -0.81 | 1.30 |
| Ulcer Index | 6.79% | 5.22% |
| Daily Std Dev | 16.07% | 15.10% |
| Max Drawdown | -57.77% | -38.78% |
| Current Drawdown | -15.16% | -10.97% |
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Correlation
The correlation between FSHCX and JNJ is 0.41, 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. JNJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Health Care Services Portfolio (FSHCX) and Johnson & Johnson (JNJ). 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. JNJ - Dividend Comparison
FSHCX's dividend yield for the trailing twelve months is around 0.39%, less than JNJ's 3.16% 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% |
JNJ Johnson & Johnson | 3.16% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
Drawdowns
FSHCX vs. JNJ - Drawdown Comparison
The maximum FSHCX drawdown since its inception was -57.77%, which is greater than JNJ's maximum drawdown of -38.78%. Use the drawdown chart below to compare losses from any high point for FSHCX and JNJ. For additional features, visit the drawdowns tool.
Volatility
FSHCX vs. JNJ - Volatility Comparison
Fidelity Select Health Care Services Portfolio (FSHCX) has a higher volatility of 6.04% compared to Johnson & Johnson (JNJ) at 4.17%. This indicates that FSHCX's price experiences larger fluctuations and is considered to be riskier than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.