GOOD.L vs. FXAIX
Compare and contrast key facts about Good Energy Group plc (GOOD.L) and Fidelity 500 Index Fund (FXAIX).
FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GOOD.L or FXAIX.
Performance
GOOD.L vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, GOOD.L achieves a -4.05% return, which is significantly lower than FXAIX's 26.26% return. Over the past 10 years, GOOD.L has underperformed FXAIX with an annualized return of 5.06%, while FXAIX has yielded a comparatively higher 13.07% annualized return.
GOOD.L
-4.05%
21.93%
38.92%
12.51%
19.57%
5.06%
FXAIX
26.26%
1.79%
13.68%
32.38%
15.71%
13.07%
Key characteristics
| GOOD.L | FXAIX | |
|---|---|---|
| Sharpe Ratio | 0.19 | 2.69 |
| Sortino Ratio | 0.74 | 3.59 |
| Omega Ratio | 1.10 | 1.50 |
| Calmar Ratio | 0.30 | 3.90 |
| Martin Ratio | 0.40 | 17.53 |
| Ulcer Index | 31.35% | 1.88% |
| Daily Std Dev | 65.21% | 12.24% |
| Max Drawdown | -67.88% | -33.79% |
| Current Drawdown | -14.53% | -0.81% |
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Correlation
The correlation between GOOD.L and FXAIX is 0.08, 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.
Risk-Adjusted Performance
GOOD.L vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Good Energy Group plc (GOOD.L) and Fidelity 500 Index Fund (FXAIX). 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
GOOD.L vs. FXAIX - Dividend Comparison
GOOD.L's dividend yield for the trailing twelve months is around 0.96%, less than FXAIX's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOOD.L Good Energy Group plc | 0.96% | 0.82% | 1.42% | 0.31% | 0.00% | 1.71% | 3.53% | 1.81% | 1.20% | 2.73% | 1.56% | 1.31% |
FXAIX Fidelity 500 Index Fund | 1.22% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
GOOD.L vs. FXAIX - Drawdown Comparison
The maximum GOOD.L drawdown since its inception was -67.88%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for GOOD.L and FXAIX. For additional features, visit the drawdowns tool.
Volatility
GOOD.L vs. FXAIX - Volatility Comparison
Good Energy Group plc (GOOD.L) has a higher volatility of 24.13% compared to Fidelity 500 Index Fund (FXAIX) at 3.95%. This indicates that GOOD.L's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.