FSUGY vs. ^NDX
Compare and contrast key facts about Fortescue Metals Group Ltd ADR (FSUGY) and NASDAQ 100 (^NDX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSUGY or ^NDX.
Correlation
The correlation between FSUGY and ^NDX is 0.31, 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
FSUGY vs. ^NDX - Performance Comparison
Key characteristics
FSUGY:
-0.90
^NDX:
1.25
FSUGY:
-1.21
^NDX:
1.72
FSUGY:
0.86
^NDX:
1.23
FSUGY:
-0.76
^NDX:
1.71
FSUGY:
-1.25
^NDX:
5.85
FSUGY:
24.72%
^NDX:
3.97%
FSUGY:
34.10%
^NDX:
18.58%
FSUGY:
-82.54%
^NDX:
-82.90%
FSUGY:
-34.41%
^NDX:
-2.53%
Returns By Period
In the year-to-date period, FSUGY achieves a 4.48% return, which is significantly higher than ^NDX's 2.86% return. Over the past 10 years, FSUGY has outperformed ^NDX with an annualized return of 32.95%, while ^NDX has yielded a comparatively lower 17.16% annualized return.
FSUGY
4.48%
-2.36%
2.30%
-26.95%
24.15%
32.95%
^NDX
2.86%
-1.09%
9.60%
20.05%
18.05%
17.16%
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Risk-Adjusted Performance
FSUGY vs. ^NDX — Risk-Adjusted Performance Rank
FSUGY
^NDX
FSUGY vs. ^NDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fortescue Metals Group Ltd ADR (FSUGY) and NASDAQ 100 (^NDX). 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.
Drawdowns
FSUGY vs. ^NDX - Drawdown Comparison
The maximum FSUGY drawdown since its inception was -82.54%, roughly equal to the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for FSUGY and ^NDX. For additional features, visit the drawdowns tool.
Volatility
FSUGY vs. ^NDX - Volatility Comparison
Fortescue Metals Group Ltd ADR (FSUGY) has a higher volatility of 8.87% compared to NASDAQ 100 (^NDX) at 5.13%. This indicates that FSUGY's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.