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KNCRY vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KNCRY 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.


-0.50.00.51.00.1

Performance

KNCRY vs. FXAIX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-11.85%
10.54%
KNCRY
FXAIX

Key characteristics

Sharpe Ratio

KNCRY:

2.66

FXAIX:

1.87

Sortino Ratio

KNCRY:

3.92

FXAIX:

2.52

Omega Ratio

KNCRY:

2.34

FXAIX:

1.34

Calmar Ratio

KNCRY:

3.45

FXAIX:

2.83

Martin Ratio

KNCRY:

14.02

FXAIX:

11.72

Ulcer Index

KNCRY:

7.10%

FXAIX:

2.04%

Daily Std Dev

KNCRY:

31.04%

FXAIX:

12.76%

Max Drawdown

KNCRY:

-57.40%

FXAIX:

-33.79%

Current Drawdown

KNCRY:

-16.54%

FXAIX:

-0.42%

Returns By Period

In the year-to-date period, KNCRY achieves a -7.12% return, which is significantly lower than FXAIX's 4.19% return.


KNCRY

YTD

-7.12%

1M

-8.96%

6M

-11.85%

1Y

17.68%

5Y*

80.77%

10Y*

N/A

FXAIX

YTD

4.19%

1M

1.25%

6M

10.54%

1Y

24.46%

5Y*

14.70%

10Y*

13.09%

*Annualized

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Risk-Adjusted Performance

KNCRY vs. FXAIX — Risk-Adjusted Performance Rank

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

KNCRY
The Risk-Adjusted Performance Rank of KNCRY is 9696
Overall Rank
The Sharpe Ratio Rank of KNCRY is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of KNCRY is 9696
Sortino Ratio Rank
The Omega Ratio Rank of KNCRY is 9999
Omega Ratio Rank
The Calmar Ratio Rank of KNCRY is 9696
Calmar Ratio Rank
The Martin Ratio Rank of KNCRY is 9595
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 8787
Overall Rank
The Sharpe Ratio Rank of FXAIX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 9090
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.

KNCRY vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Konecranes Abp ADR (KNCRY) 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.


Sharpe ratio
The chart of Sharpe ratio for KNCRY, currently valued at 0.69, compared to the broader market-2.000.002.000.691.93
The chart of Sortino ratio for KNCRY, currently valued at 1.21, compared to the broader market-4.00-2.000.002.004.006.001.212.60
The chart of Omega ratio for KNCRY, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.36
The chart of Calmar ratio for KNCRY, currently valued at 1.26, compared to the broader market0.002.004.006.001.262.91
The chart of Martin ratio for KNCRY, currently valued at 2.94, compared to the broader market-10.000.0010.0020.0030.002.9412.04
KNCRY
FXAIX

The current KNCRY Sharpe Ratio is 2.66, which is higher than the FXAIX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of KNCRY 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
0.69
1.93
KNCRY
FXAIX

Dividends

KNCRY vs. FXAIX - Dividend Comparison

KNCRY's dividend yield for the trailing twelve months is around 2.45%, more than FXAIX's 1.20% yield.


TTM20242023202220212020201920182017201620152014
KNCRY
Konecranes Abp ADR
2.45%2.28%3.34%7.81%2.71%5.86%4.25%4.24%2.44%3.35%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
1.20%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%

Drawdowns

KNCRY vs. FXAIX - Drawdown Comparison

The maximum KNCRY drawdown since its inception was -57.40%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for KNCRY and FXAIX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-16.54%
-0.42%
KNCRY
FXAIX

Volatility

KNCRY vs. FXAIX - Volatility Comparison

Konecranes Abp ADR (KNCRY) has a higher volatility of 9.39% compared to Fidelity 500 Index Fund (FXAIX) at 3.00%. This indicates that KNCRY'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.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
9.39%
3.00%
KNCRY
FXAIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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