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FSUTX vs. CRWD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSUTX vs. CRWD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Utilities Portfolio (FSUTX) and CrowdStrike Holdings, Inc. (CRWD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSUTX achieves a 4.57% return, which is significantly lower than CRWD's 40.54% return.


FSUTX

1D
0.15%
1M
-2.33%
YTD
4.57%
6M
4.57%
1Y
14.82%
3Y*
17.45%
5Y*
13.04%
10Y*
11.47%

CRWD

1D
-1.82%
1M
24.83%
YTD
40.54%
6M
27.87%
1Y
40.64%
3Y*
63.94%
5Y*
25.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSUTX vs. CRWD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FSUTX
Fidelity Select Utilities Portfolio
4.57%16.19%28.76%-1.12%5.20%17.64%0.75%9.34%
CRWD
CrowdStrike Holdings, Inc.
40.54%37.00%34.01%142.49%-48.58%-3.34%324.74%-14.02%

Correlation

The correlation between FSUTX and CRWD is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2019

0.12

The correlation between FSUTX and CRWD shifts across timeframes, from 0.00 (1 year) to 0.13 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FSUTX vs. CRWD — Risk / Return Rank

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

FSUTX
FSUTX Risk / Return Rank: 1515
Overall Rank
FSUTX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
FSUTX Sortino Ratio Rank: 1313
Sortino Ratio Rank
FSUTX Omega Ratio Rank: 1313
Omega Ratio Rank
FSUTX Calmar Ratio Rank: 2424
Calmar Ratio Rank
FSUTX Martin Ratio Rank: 1515
Martin Ratio Rank

CRWD
CRWD Risk / Return Rank: 6666
Overall Rank
CRWD Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
CRWD Sortino Ratio Rank: 6666
Sortino Ratio Rank
CRWD Omega Ratio Rank: 6565
Omega Ratio Rank
CRWD Calmar Ratio Rank: 6464
Calmar Ratio Rank
CRWD Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FSUTX vs. CRWD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Utilities Portfolio (FSUTX) and CrowdStrike Holdings, Inc. (CRWD). 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.


FSUTXCRWDDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.17

1.19

-0.01

Calmar ratioReturn relative to maximum drawdown

1.68

1.10

+0.58

Martin ratioReturn relative to average drawdown

3.87

2.52

+1.35

FSUTX vs. CRWD - Sharpe Ratio Comparison

The current FSUTX Sharpe Ratio is 0.95, which is comparable to the CRWD Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of FSUTX and CRWD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FSUTXCRWDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.91

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.50

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.75

-0.07

Drawdowns

FSUTX vs. CRWD - Drawdown Comparison

The maximum FSUTX drawdown since its inception was -66.73%, roughly equal to the maximum CRWD drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for FSUTX and CRWD.


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Drawdown Indicators


FSUTXCRWDDifference

Max Drawdown

Largest peak-to-trough decline

-66.73%

-67.69%

+0.96%

Max Drawdown (1Y)

Largest decline over 1 year

-9.21%

-37.18%

+27.97%

Max Drawdown (3Y)

Largest decline over 3 years

-15.20%

-44.44%

+29.24%

Max Drawdown (5Y)

Largest decline over 5 years

-20.15%

-67.69%

+47.54%

Max Drawdown (10Y)

Largest decline over 10 years

-37.61%

Current Drawdown

Current decline from peak

-6.54%

-15.77%

+9.23%

Average Drawdown

Average peak-to-trough decline

-11.26%

-23.64%

+12.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

16.18%

-12.19%

Volatility

FSUTX vs. CRWD - Volatility Comparison

The current volatility for Fidelity Select Utilities Portfolio (FSUTX) is 5.97%, while CrowdStrike Holdings, Inc. (CRWD) has a volatility of 17.60%. This indicates that FSUTX experiences smaller price fluctuations and is considered to be less risky than CRWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSUTXCRWDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.97%

17.60%

-11.63%

Volatility (6M)

Calculated over the trailing 6-month period

13.01%

37.02%

-24.01%

Volatility (1Y)

Calculated over the trailing 1-year period

16.22%

45.06%

-28.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.40%

50.79%

-33.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.39%

55.99%

-36.60%

Dividends

FSUTX vs. CRWD - Dividend Comparison

FSUTX's dividend yield for the trailing twelve months is around 5.02%, while CRWD has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CRWD
CrowdStrike Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSUTX
Fidelity Select Utilities Portfolio
5.02%6.61%6.50%3.52%4.67%2.68%4.86%2.29%8.37%5.61%2.51%4.47%

Frequently Asked Questions


FSUTX and CRWD have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRWD has higher volatility (17.60%) compared to FSUTX (5.97%). In terms of maximum drawdown, FSUTX dropped -66.73% vs CRWD's -67.69%.

FSUTX currently has the higher Sharpe Ratio (0.95 vs 0.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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