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HON vs. FIDU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HON vs. FIDU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Honeywell International Inc (HON) and Fidelity MSCI Industrials Index ETF (FIDU). The values are adjusted to include any dividend payments, if applicable.

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HON vs. FIDU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HON
Honeywell International Inc
17.55%-6.37%10.02%0.02%4.90%-0.29%22.97%36.70%-8.27%35.10%
FIDU
Fidelity MSCI Industrials Index ETF
6.98%18.61%16.51%22.62%-8.36%20.96%13.72%30.69%-13.85%22.22%

Returns By Period

In the year-to-date period, HON achieves a 17.55% return, which is significantly higher than FIDU's 6.98% return. Over the past 10 years, HON has underperformed FIDU with an annualized return of 10.62%, while FIDU has yielded a comparatively higher 13.67% annualized return.


HON

1D
0.96%
1M
-8.00%
YTD
17.55%
6M
16.46%
1Y
15.86%
3Y*
10.55%
5Y*
4.35%
10Y*
10.62%

FIDU

1D
1.68%
1M
-7.71%
YTD
6.98%
6M
7.90%
1Y
28.97%
3Y*
20.09%
5Y*
12.43%
10Y*
13.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

HON vs. FIDU — Risk / Return Rank

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

HON
HON Risk / Return Rank: 5959
Overall Rank
HON Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
HON Sortino Ratio Rank: 5656
Sortino Ratio Rank
HON Omega Ratio Rank: 5656
Omega Ratio Rank
HON Calmar Ratio Rank: 6464
Calmar Ratio Rank
HON Martin Ratio Rank: 5959
Martin Ratio Rank

FIDU
FIDU Risk / Return Rank: 7878
Overall Rank
FIDU Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FIDU Sortino Ratio Rank: 7878
Sortino Ratio Rank
FIDU Omega Ratio Rank: 7373
Omega Ratio Rank
FIDU Calmar Ratio Rank: 8181
Calmar Ratio Rank
FIDU Martin Ratio Rank: 8181
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.

HON vs. FIDU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Honeywell International Inc (HON) and Fidelity MSCI Industrials Index ETF (FIDU). 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.


HONFIDUDifference

Sharpe ratio

Return per unit of total volatility

0.63

1.42

-0.79

Sortino ratio

Return per unit of downside risk

1.07

2.04

-0.97

Omega ratio

Gain probability vs. loss probability

1.14

1.28

-0.14

Calmar ratio

Return relative to maximum drawdown

1.05

2.39

-1.34

Martin ratio

Return relative to average drawdown

1.92

9.27

-7.35

HON vs. FIDU - Sharpe Ratio Comparison

The current HON Sharpe Ratio is 0.63, which is lower than the FIDU Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of HON and FIDU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HONFIDUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

1.42

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.69

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.68

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.64

-0.35

Correlation

The correlation between HON and FIDU is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HON vs. FIDU - Dividend Comparison

HON's dividend yield for the trailing twelve months is around 1.98%, more than FIDU's 1.02% yield.


TTM20252024202320222021202020192018201720162015
HON
Honeywell International Inc
1.98%2.25%1.93%1.99%1.85%1.81%1.71%1.90%2.24%1.79%2.11%2.07%
FIDU
Fidelity MSCI Industrials Index ETF
1.02%1.02%1.42%1.42%1.48%1.12%1.28%1.73%1.99%1.60%1.63%1.98%

Drawdowns

HON vs. FIDU - Drawdown Comparison

The maximum HON drawdown since its inception was -70.09%, which is greater than FIDU's maximum drawdown of -42.31%. Use the drawdown chart below to compare losses from any high point for HON and FIDU.


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Drawdown Indicators


HONFIDUDifference

Max Drawdown

Largest peak-to-trough decline

-70.09%

-42.31%

-27.78%

Max Drawdown (1Y)

Largest decline over 1 year

-16.03%

-12.53%

-3.50%

Max Drawdown (5Y)

Largest decline over 5 years

-27.13%

-22.87%

-4.26%

Max Drawdown (10Y)

Largest decline over 10 years

-43.01%

-42.31%

-0.70%

Current Drawdown

Current decline from peak

-8.00%

-7.71%

-0.29%

Average Drawdown

Average peak-to-trough decline

-20.31%

-4.84%

-15.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.73%

3.22%

+5.51%

Volatility

HON vs. FIDU - Volatility Comparison

The current volatility for Honeywell International Inc (HON) is 6.54%, while Fidelity MSCI Industrials Index ETF (FIDU) has a volatility of 7.13%. This indicates that HON experiences smaller price fluctuations and is considered to be less risky than FIDU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HONFIDUDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.54%

7.13%

-0.59%

Volatility (6M)

Calculated over the trailing 6-month period

16.35%

12.63%

+3.72%

Volatility (1Y)

Calculated over the trailing 1-year period

25.40%

20.50%

+4.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.39%

18.08%

+3.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.26%

20.20%

+3.06%