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FYBR vs. FTXL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FYBR vs. FTXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Frontier Communications Parent, Inc. (FYBR) and First Trust Nasdaq Semiconductor ETF (FTXL). The values are adjusted to include any dividend payments, if applicable.

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FYBR vs. FTXL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FYBR
Frontier Communications Parent, Inc.
1.10%9.71%36.94%-0.55%-13.60%9.42%
FTXL
First Trust Nasdaq Semiconductor ETF
17.52%48.94%7.59%54.41%-33.88%32.74%

Returns By Period


FYBR

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

FTXL

1D
3.21%
1M
-2.91%
YTD
17.52%
6M
32.85%
1Y
101.16%
3Y*
33.55%
5Y*
18.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FYBR vs. FTXL — Risk / Return Rank

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

FYBR

FTXL
FTXL Risk / Return Rank: 9595
Overall Rank
FTXL Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FTXL Sortino Ratio Rank: 9494
Sortino Ratio Rank
FTXL Omega Ratio Rank: 9292
Omega Ratio Rank
FTXL Calmar Ratio Rank: 9898
Calmar Ratio Rank
FTXL Martin Ratio Rank: 9797
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.

FYBR vs. FTXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Frontier Communications Parent, Inc. (FYBR) and First Trust Nasdaq Semiconductor ETF (FTXL). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FYBR vs. FTXL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FYBRFTXLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

Correlation

The correlation between FYBR and FTXL is 0.34, 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.


Dividends

FYBR vs. FTXL - Dividend Comparison

FYBR has not paid dividends to shareholders, while FTXL's dividend yield for the trailing twelve months is around 0.23%.


TTM2025202420232022202120202019201820172016
FYBR
Frontier Communications Parent, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTXL
First Trust Nasdaq Semiconductor ETF
0.23%0.28%0.54%0.60%0.89%0.25%0.48%0.92%0.71%0.47%0.12%

Drawdowns

FYBR vs. FTXL - Drawdown Comparison


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Drawdown Indicators


FYBRFTXLDifference

Max Drawdown

Largest peak-to-trough decline

-43.87%

Max Drawdown (1Y)

Largest decline over 1 year

-18.57%

Max Drawdown (5Y)

Largest decline over 5 years

-43.87%

Current Drawdown

Current decline from peak

-6.58%

Average Drawdown

Average peak-to-trough decline

-10.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.79%

Volatility

FYBR vs. FTXL - Volatility Comparison


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Volatility by Period


FYBRFTXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.48%

Volatility (6M)

Calculated over the trailing 6-month period

28.09%

Volatility (1Y)

Calculated over the trailing 1-year period

41.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.99%