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HIMX vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HIMX and FSELX 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.


-0.50.00.51.00.4

Performance

HIMX vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Himax Technologies, Inc. (HIMX) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-8.49%
-4.25%
HIMX
FSELX

Key characteristics

Sharpe Ratio

HIMX:

0.46

FSELX:

0.95

Sortino Ratio

HIMX:

1.47

FSELX:

1.44

Omega Ratio

HIMX:

1.17

FSELX:

1.18

Calmar Ratio

HIMX:

0.46

FSELX:

1.42

Martin Ratio

HIMX:

1.38

FSELX:

3.89

Ulcer Index

HIMX:

21.27%

FSELX:

8.87%

Daily Std Dev

HIMX:

64.07%

FSELX:

36.44%

Max Drawdown

HIMX:

-87.55%

FSELX:

-81.70%

Current Drawdown

HIMX:

-40.82%

FSELX:

-8.32%

Returns By Period

In the year-to-date period, HIMX achieves a 30.41% return, which is significantly lower than FSELX's 43.09% return. Over the past 10 years, HIMX has underperformed FSELX with an annualized return of 3.08%, while FSELX has yielded a comparatively higher 17.54% annualized return.


HIMX

YTD

30.41%

1M

46.64%

6M

6.83%

1Y

28.30%

5Y*

31.34%

10Y*

3.08%

FSELX

YTD

43.09%

1M

3.00%

6M

-6.92%

1Y

34.31%

5Y*

22.91%

10Y*

17.54%

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Risk-Adjusted Performance

HIMX vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Himax Technologies, Inc. (HIMX) and Fidelity Select Semiconductors Portfolio (FSELX). 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.


Sharpe ratio
The chart of Sharpe ratio for HIMX, currently valued at 0.46, compared to the broader market-4.00-2.000.002.000.460.95
The chart of Sortino ratio for HIMX, currently valued at 1.47, compared to the broader market-4.00-2.000.002.004.001.471.44
The chart of Omega ratio for HIMX, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.18
The chart of Calmar ratio for HIMX, currently valued at 0.46, compared to the broader market0.002.004.006.000.461.42
The chart of Martin ratio for HIMX, currently valued at 1.38, compared to the broader market0.0010.0020.001.383.89
HIMX
FSELX

The current HIMX Sharpe Ratio is 0.46, which is lower than the FSELX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of HIMX and FSELX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.46
0.95
HIMX
FSELX

Dividends

HIMX vs. FSELX - Dividend Comparison

HIMX's dividend yield for the trailing twelve months is around 3.80%, more than FSELX's 0.07% yield.


TTM20232022202120202019201820172016201520142013
HIMX
Himax Technologies, Inc.
3.80%7.91%20.13%1.70%0.00%0.00%2.92%2.30%2.15%3.66%3.35%1.70%
FSELX
Fidelity Select Semiconductors Portfolio
0.07%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%0.61%

Drawdowns

HIMX vs. FSELX - Drawdown Comparison

The maximum HIMX drawdown since its inception was -87.55%, which is greater than FSELX's maximum drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for HIMX and FSELX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-40.82%
-8.32%
HIMX
FSELX

Volatility

HIMX vs. FSELX - Volatility Comparison

Himax Technologies, Inc. (HIMX) has a higher volatility of 42.80% compared to Fidelity Select Semiconductors Portfolio (FSELX) at 8.13%. This indicates that HIMX's price experiences larger fluctuations and is considered to be riskier than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
42.80%
8.13%
HIMX
FSELX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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