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KNCRY vs. FXAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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KNCRY vs. FXAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KNCRY
Konecranes Abp ADR
-61.12%65.37%68.94%47.44%-25.17%33.80%0.52%-5.92%-26.44%1.11%
FXAIX
Fidelity 500 Index Fund
-4.34%17.84%25.01%26.29%-18.14%28.71%18.42%31.48%-4.43%7.42%

Returns By Period

In the year-to-date period, KNCRY achieves a -61.12% return, which is significantly lower than FXAIX's -4.34% return.


KNCRY

1D
0.00%
1M
-64.18%
YTD
-61.12%
6M
-53.85%
1Y
-44.41%
3Y*
8.89%
5Y*
5.99%
10Y*

FXAIX

1D
2.92%
1M
-5.02%
YTD
-4.34%
6M
-2.14%
1Y
17.32%
3Y*
18.30%
5Y*
11.79%
10Y*
14.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

KNCRY vs. FXAIX — Risk / Return Rank

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

KNCRY
KNCRY Risk / Return Rank: 1515
Overall Rank
KNCRY Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
KNCRY Sortino Ratio Rank: 2525
Sortino Ratio Rank
KNCRY Omega Ratio Rank: 1717
Omega Ratio Rank
KNCRY Calmar Ratio Rank: 1919
Calmar Ratio Rank
KNCRY Martin Ratio Rank: 00
Martin Ratio Rank

FXAIX
FXAIX Risk / Return Rank: 6060
Overall Rank
FXAIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 5353
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 5656
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 7676
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.

KNCRY vs. FXAIX - Risk-Adjusted Trends 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.


KNCRYFXAIXDifference

Sharpe ratio

Return per unit of total volatility

-0.57

0.97

-1.54

Sortino ratio

Return per unit of downside risk

-0.18

1.49

-1.67

Omega ratio

Gain probability vs. loss probability

0.93

1.23

-0.30

Calmar ratio

Return relative to maximum drawdown

-0.64

1.52

-2.16

Martin ratio

Return relative to average drawdown

-4.14

7.30

-11.43

KNCRY vs. FXAIX - Sharpe Ratio Comparison

The current KNCRY Sharpe Ratio is -0.57, which is lower than the FXAIX Sharpe Ratio of 0.97. 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.


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Sharpe Ratios by Period


KNCRYFXAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.57

0.97

-1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.70

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.76

-0.72

Correlation

The correlation between KNCRY and FXAIX is 0.02, 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.


Dividends

KNCRY vs. FXAIX - Dividend Comparison

KNCRY's dividend yield for the trailing twelve months is around 6.95%, more than FXAIX's 1.16% yield.


TTM20252024202320222021202020192018201720162015
KNCRY
Konecranes Abp ADR
6.95%1.71%2.28%3.42%8.39%2.68%2.11%0.00%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
1.16%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%

Drawdowns

KNCRY vs. FXAIX - Drawdown Comparison

The maximum KNCRY drawdown since its inception was -69.38%, 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.


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Drawdown Indicators


KNCRYFXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-69.38%

-33.79%

-35.59%

Max Drawdown (1Y)

Largest decline over 1 year

-69.38%

-12.13%

-57.25%

Max Drawdown (5Y)

Largest decline over 5 years

-69.38%

-24.50%

-44.88%

Max Drawdown (10Y)

Largest decline over 10 years

-33.79%

Current Drawdown

Current decline from peak

-67.09%

-6.23%

-60.86%

Average Drawdown

Average peak-to-trough decline

-16.46%

-3.83%

-12.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.73%

2.53%

+8.20%

Volatility

KNCRY vs. FXAIX - Volatility Comparison

Konecranes Abp ADR (KNCRY) has a higher volatility of 99.70% compared to Fidelity 500 Index Fund (FXAIX) at 5.34%. 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.


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Volatility by Period


KNCRYFXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

99.70%

5.34%

+94.36%

Volatility (6M)

Calculated over the trailing 6-month period

104.79%

9.53%

+95.26%

Volatility (1Y)

Calculated over the trailing 1-year period

78.58%

18.32%

+60.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.71%

16.92%

+34.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.22%

18.05%

+34.17%