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JAGX vs. FSHCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JAGX and FSHCX is 0.18, 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

JAGX vs. FSHCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jaguar Health, Inc. (JAGX) and Fidelity Select Health Care Services Portfolio (FSHCX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JAGX:

-0.73

FSHCX:

-0.31

Sortino Ratio

JAGX:

-1.94

FSHCX:

-0.31

Omega Ratio

JAGX:

0.72

FSHCX:

0.96

Calmar Ratio

JAGX:

-0.96

FSHCX:

-0.38

Martin Ratio

JAGX:

-1.27

FSHCX:

-0.78

Ulcer Index

JAGX:

75.16%

FSHCX:

9.08%

Daily Std Dev

JAGX:

130.95%

FSHCX:

21.15%

Max Drawdown

JAGX:

-100.00%

FSHCX:

-57.80%

Current Drawdown

JAGX:

-100.00%

FSHCX:

-16.99%

Returns By Period

In the year-to-date period, JAGX achieves a -82.57% return, which is significantly lower than FSHCX's 0.73% return. Over the past 10 years, JAGX has underperformed FSHCX with an annualized return of -70.87%, while FSHCX has yielded a comparatively higher 7.38% annualized return.


JAGX

YTD

-82.57%

1M

-62.93%

6M

-83.08%

1Y

-95.83%

3Y*

-95.25%

5Y*

-87.80%

10Y*

-70.87%

FSHCX

YTD

0.73%

1M

-6.35%

6M

-11.55%

1Y

-9.07%

3Y*

-2.53%

5Y*

4.23%

10Y*

7.38%

*Annualized

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Jaguar Health, Inc.

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

Risk-Adjusted Performance

JAGX vs. FSHCX — Risk-Adjusted Performance Rank

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

JAGX
The Risk-Adjusted Performance Rank of JAGX is 66
Overall Rank
The Sharpe Ratio Rank of JAGX is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of JAGX is 22
Sortino Ratio Rank
The Omega Ratio Rank of JAGX is 22
Omega Ratio Rank
The Calmar Ratio Rank of JAGX is 11
Calmar Ratio Rank
The Martin Ratio Rank of JAGX is 1414
Martin Ratio Rank

FSHCX
The Risk-Adjusted Performance Rank of FSHCX is 33
Overall Rank
The Sharpe Ratio Rank of FSHCX is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of FSHCX is 33
Sortino Ratio Rank
The Omega Ratio Rank of FSHCX is 33
Omega Ratio Rank
The Calmar Ratio Rank of FSHCX is 22
Calmar Ratio Rank
The Martin Ratio Rank of FSHCX is 33
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.

JAGX vs. FSHCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jaguar Health, Inc. (JAGX) and Fidelity Select Health Care Services Portfolio (FSHCX). 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 JAGX Sharpe Ratio is -0.73, which is lower than the FSHCX Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of JAGX and FSHCX, 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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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

JAGX vs. FSHCX - Dividend Comparison

JAGX has not paid dividends to shareholders, while FSHCX's dividend yield for the trailing twelve months is around 11.98%.


TTM20242023202220212020201920182017201620152014
JAGX
Jaguar Health, 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%
FSHCX
Fidelity Select Health Care Services Portfolio
11.98%16.63%0.57%5.32%7.09%0.76%0.27%12.92%13.41%4.62%4.06%9.07%

Drawdowns

JAGX vs. FSHCX - Drawdown Comparison

The maximum JAGX drawdown since its inception was -100.00%, which is greater than FSHCX's maximum drawdown of -57.80%. Use the drawdown chart below to compare losses from any high point for JAGX and FSHCX.


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

Volatility

JAGX vs. FSHCX - Volatility Comparison

Jaguar Health, Inc. (JAGX) has a higher volatility of 45.28% compared to Fidelity Select Health Care Services Portfolio (FSHCX) at 8.13%. This indicates that JAGX's price experiences larger fluctuations and is considered to be riskier than FSHCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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