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JOE vs. FAIRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JOE vs. FAIRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The St. Joe Company (JOE) and Fairholme Fund (FAIRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JOE achieves a 9.82% return, which is significantly higher than FAIRX's 7.44% return. Over the past 10 years, JOE has outperformed FAIRX with an annualized return of 14.52%, while FAIRX has yielded a comparatively lower 9.48% annualized return.


JOE

1D
0.87%
1M
0.08%
YTD
9.82%
6M
5.52%
1Y
45.98%
3Y*
13.28%
5Y*
7.63%
10Y*
14.52%

FAIRX

1D
1.11%
1M
-0.63%
YTD
7.44%
6M
4.70%
1Y
36.41%
3Y*
13.20%
5Y*
6.51%
10Y*
9.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JOE vs. FAIRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JOE
The St. Joe Company
9.82%33.68%-24.64%57.12%-25.07%23.45%114.56%50.57%-27.04%-5.00%
FAIRX
Fairholme Fund
7.44%29.49%-17.44%46.72%-20.49%6.87%47.76%32.06%-23.18%-5.94%

Correlation

The correlation between JOE and FAIRX is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.99

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

0.99

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

0.88

Correlation (All Time)
Calculated using the full available price history since Dec 30, 1999

0.64

Over the past year, JOE and FAIRX have become more correlated (0.98) than their long-term average of 0.64, meaning their price movements have been converging.

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Return for Risk

JOE vs. FAIRX — Risk / Return Rank

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

JOE
JOE Risk / Return Rank: 8080
Overall Rank
JOE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
JOE Sortino Ratio Rank: 7979
Sortino Ratio Rank
JOE Omega Ratio Rank: 7777
Omega Ratio Rank
JOE Calmar Ratio Rank: 8080
Calmar Ratio Rank
JOE Martin Ratio Rank: 8383
Martin Ratio Rank

FAIRX
FAIRX Risk / Return Rank: 3333
Overall Rank
FAIRX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FAIRX Sortino Ratio Rank: 2929
Sortino Ratio Rank
FAIRX Omega Ratio Rank: 2828
Omega Ratio Rank
FAIRX Calmar Ratio Rank: 4848
Calmar Ratio Rank
FAIRX Martin Ratio Rank: 3535
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.

JOE vs. FAIRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The St. Joe Company (JOE) and Fairholme Fund (FAIRX). 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.


JOEFAIRXDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.27

1.27

0.00

Calmar ratioReturn relative to maximum drawdown

2.73

2.65

+0.08

Martin ratioReturn relative to average drawdown

7.83

7.67

+0.16

JOE vs. FAIRX - Sharpe Ratio Comparison

The current JOE Sharpe Ratio is 1.49, which is comparable to the FAIRX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of JOE and FAIRX, 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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Sharpe Ratios by Period


JOEFAIRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

1.47

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.25

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.40

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.46

-0.37

Drawdowns

JOE vs. FAIRX - Drawdown Comparison

The maximum JOE drawdown since its inception was -84.33%, which is greater than FAIRX's maximum drawdown of -51.28%. Use the drawdown chart below to compare losses from any high point for JOE and FAIRX.


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Drawdown Indicators


JOEFAIRXDifference

Max Drawdown

Largest peak-to-trough decline

-84.33%

-51.28%

-33.05%

Max Drawdown (1Y)

Largest decline over 1 year

-16.94%

-13.96%

-2.98%

Max Drawdown (3Y)

Largest decline over 3 years

-35.71%

-27.95%

-7.76%

Max Drawdown (5Y)

Largest decline over 5 years

-48.43%

-41.50%

-6.93%

Max Drawdown (10Y)

Largest decline over 10 years

-48.43%

-41.50%

-6.93%

Current Drawdown

Current decline from peak

-16.97%

-9.55%

-7.42%

Average Drawdown

Average peak-to-trough decline

-51.30%

-11.59%

-39.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.89%

4.81%

+1.08%

Volatility

JOE vs. FAIRX - Volatility Comparison

The St. Joe Company (JOE) has a higher volatility of 5.87% compared to Fairholme Fund (FAIRX) at 4.48%. This indicates that JOE's price experiences larger fluctuations and is considered to be riskier than FAIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JOEFAIRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

4.48%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

21.11%

17.72%

+3.39%

Volatility (1Y)

Calculated over the trailing 1-year period

30.92%

25.06%

+5.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.39%

26.34%

+6.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.46%

24.06%

+8.40%

Dividends

JOE vs. FAIRX - Dividend Comparison

JOE's dividend yield for the trailing twelve months is around 0.92%, more than FAIRX's 0.54% yield.


PositionTTM20252024202320222021202020192018201720162015
FAIRX
Fairholme Fund
0.54%0.58%0.71%0.41%0.00%0.00%0.57%0.83%2.23%1.29%7.29%69.79%
JOE
The St. Joe Company
0.92%0.98%1.16%0.73%1.03%0.61%0.16%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.98, JOE and FAIRX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

JOE has higher volatility (5.87%) compared to FAIRX (4.48%). In terms of maximum drawdown, JOE dropped -84.33% vs FAIRX's -51.28%.

JOE currently has the higher Sharpe Ratio (1.49 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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