PortfoliosLab logo
HWH vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HWH and FXAIX is 0.05, 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.


Performance

HWH vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HWH International Inc (HWH) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

HWH:

-0.44

FXAIX:

0.75

Sortino Ratio

HWH:

-0.17

FXAIX:

1.07

Omega Ratio

HWH:

0.98

FXAIX:

1.15

Calmar Ratio

HWH:

-0.85

FXAIX:

0.72

Martin Ratio

HWH:

-1.44

FXAIX:

2.73

Ulcer Index

HWH:

56.15%

FXAIX:

4.85%

Daily Std Dev

HWH:

180.10%

FXAIX:

19.78%

Max Drawdown

HWH:

-95.13%

FXAIX:

-33.79%

Current Drawdown

HWH:

-93.72%

FXAIX:

-3.14%

Returns By Period

In the year-to-date period, HWH achieves a -62.79% return, which is significantly lower than FXAIX's 1.34% return.


HWH

YTD

-62.79%

1M

4.35%

6M

-75.51%

1Y

-77.78%

3Y*

N/A

5Y*

N/A

10Y*

N/A

FXAIX

YTD

1.34%

1M

5.62%

6M

-1.07%

1Y

13.84%

3Y*

14.51%

5Y*

16.00%

10Y*

12.68%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HWH International Inc

Fidelity 500 Index Fund

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

HWH vs. FXAIX — Risk-Adjusted Performance Rank

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

HWH
The Risk-Adjusted Performance Rank of HWH is 1919
Overall Rank
The Sharpe Ratio Rank of HWH is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of HWH is 3030
Sortino Ratio Rank
The Omega Ratio Rank of HWH is 3131
Omega Ratio Rank
The Calmar Ratio Rank of HWH is 44
Calmar Ratio Rank
The Martin Ratio Rank of HWH is 77
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 5959
Overall Rank
The Sharpe Ratio Rank of FXAIX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HWH vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for HWH International Inc (HWH) 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.


The current HWH Sharpe Ratio is -0.44, which is lower than the FXAIX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of HWH and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

HWH vs. FXAIX - Dividend Comparison

HWH has not paid dividends to shareholders, while FXAIX's dividend yield for the trailing twelve months is around 1.55%.


TTM20242023202220212020201920182017201620152014
HWH
HWH International 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%
FXAIX
Fidelity 500 Index Fund
1.55%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%2.08%

Drawdowns

HWH vs. FXAIX - Drawdown Comparison

The maximum HWH drawdown since its inception was -95.13%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for HWH and FXAIX.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

HWH vs. FXAIX - Volatility Comparison

HWH International Inc (HWH) has a higher volatility of 47.28% compared to Fidelity 500 Index Fund (FXAIX) at 4.77%. This indicates that HWH'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.


Loading data...