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ISS.CO vs. FXAIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ISS.CO vs. FXAIX

Last updated Jul 22, 2026
Documentation

ISS.CO (ISS A/S) is a stock, while FXAIX (Fidelity 500 Index Fund) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, ISS.CO returned 3.10%/yr vs 14.60%/yr for FXAIX. At a 0.19 correlation, their price movements are largely independent.

Performance

ISS.CO vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a DKK 10,000 investment in ISS A/S (ISS.CO) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ISS.CO is traded in DKK, while FXAIX is traded in USD. To make them comparable, the FXAIX values have been converted to DKK using the latest available exchange rates.

Returns By Period

In the year-to-date period, ISS.CO achieves a 34.45% return, which is significantly higher than FXAIX's 12.69% return. Over the past 10 years, ISS.CO has underperformed FXAIX with an annualized return of 3.10%, while FXAIX has yielded a comparatively higher 14.60% annualized return.

ISS.CO

1D
-2.24%
1M
9.17%
6M
23.53%
YTD
34.45%
1Y
56.00%
3Y*
29.86%
5Y*
16.63%
10Y*
3.10%
ALL TIME*
6.12%

FXAIX

1D
0.01%
1M
-0.31%
6M
13.22%
YTD
12.69%
1Y
22.56%
3Y*
18.64%
5Y*
13.75%
10Y*
14.60%
ALL TIME*
15.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISS.CO vs. FXAIX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ISS.CO
ISS A/S		34.45%68.86%3.74%-11.14%17.84%18.60%-34.06%-8.92%-21.43%3.78%
FXAIX
Fidelity 500 Index Fund		12.70%4.04%33.32%22.81%-13.03%38.14%8.23%34.56%0.30%6.95%

Correlation

The correlation between ISS.CO and FXAIX is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (10Y)
Calculated over the trailing 10-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2014

0.19

The correlation between ISS.CO and FXAIX shifts across timeframes, from 0.05 (3 years) to 0.19 (all time), reflecting how their relationship changes across market environments.

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ISS A/S

Fidelity 500 Index Fund

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Return for Risk

ISS.CO vs. FXAIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ISS.CO
ISS.CO Risk / Return Rank: 9292
Overall Rank
ISS.CO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
ISS.CO Sortino Ratio Rank: 9494
Sortino Ratio Rank
ISS.CO Omega Ratio Rank: 9494
Omega Ratio Rank
ISS.CO Calmar Ratio Rank: 8888
Calmar Ratio Rank
ISS.CO Martin Ratio Rank: 9090
Martin Ratio Rank
FXAIX
FXAIX Risk / Return Rank: 5656
Overall Rank
FXAIX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 5151
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 5252
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 5555
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 6868
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.

ISS.CO vs. FXAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ISS A/S (ISS.CO) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

ISS.COFXAIXDifference
Sharpe ratioReturn per unit of total volatility
2.53
1.75

+0.78

Sortino ratioReturn per unit of downside risk
3.29
2.30

+0.99

Omega ratioGain probability vs. loss probability

1.45

1.32

+0.13

Calmar ratioReturn relative to maximum drawdown

3.21

3.01

+0.20

Martin ratioReturn relative to average drawdown

9.86

11.29

-1.43

ISS.CO vs. FXAIX - Sharpe Ratio Comparison

The current ISS.CO Sharpe Ratio is 2.53, which is higher than the FXAIX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of ISS.CO and FXAIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

ISS.CO vs. FXAIX - Drawdown Comparison

The maximum ISS.CO drawdown since its inception was -73.38%, which is greater than FXAIX's maximum drawdown of -33.29%. Use the drawdown chart below to compare losses from any high point for ISS.CO and FXAIX.

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Drawdown Indicators

ISS.COFXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-73.38%

-33.29%

-40.09%

Max Drawdown (1Y)

Largest decline over 1 year

-17.91%

-7.34%

-10.57%

Max Drawdown (3Y)

Largest decline over 3 years

-31.98%

-23.75%

-8.23%

Max Drawdown (5Y)

Largest decline over 5 years

-37.30%

-23.75%

-13.55%

Max Drawdown (10Y)

Largest decline over 10 years

-73.38%

-33.29%

-40.09%

Current Drawdown

Current decline from peak

-2.24%

-1.72%

-0.52%

Average Drawdown

Average peak-to-trough decline

-30.30%

-3.91%

-26.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.77%

1.95%

+3.82%

Volatility

ISS.CO vs. FXAIX - Volatility Comparison

ISS A/S (ISS.CO) has a higher volatility of 6.64% compared to Fidelity 500 Index Fund (FXAIX) at 2.80%. This indicates that ISS.CO'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.

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Volatility by Period

ISS.COFXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.64%

2.80%

+3.84%

Volatility (6M)

Calculated over the trailing 6-month period

17.00%

9.24%

+7.76%

Volatility (1Y)

Calculated over the trailing 1-year period

22.67%

12.63%

+10.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.30%

16.86%

+11.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.77%

18.58%

+13.19%

Dividends

ISS.CO vs. FXAIX - Dividend Comparison

ISS.CO's dividend yield for the trailing twelve months is around 1.11%, more than FXAIX's 1.07% yield.

PositionTTM20252024202320222021202020192018201720162015
FXAIX
Fidelity 500 Index Fund		1.07%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%
ISS.CO
ISS A/S		1.11%1.43%1.75%1.63%0.00%0.00%0.00%4.82%4.23%3.20%4.78%1.97%

Frequently Asked Questions

ISS.CO and FXAIX have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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