KRYS vs. FXAIX
Compare and contrast key facts about Krystal Biotech, Inc. (KRYS) and Fidelity 500 Index Fund (FXAIX).
FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KRYS or FXAIX.
Performance
KRYS vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, KRYS achieves a 46.94% return, which is significantly higher than FXAIX's 26.26% return.
KRYS
46.94%
4.05%
11.41%
78.68%
27.42%
N/A
FXAIX
26.26%
1.79%
13.68%
32.38%
15.71%
13.07%
Key characteristics
| KRYS | FXAIX | |
|---|---|---|
| Sharpe Ratio | 1.39 | 2.69 |
| Sortino Ratio | 2.78 | 3.59 |
| Omega Ratio | 1.32 | 1.50 |
| Calmar Ratio | 3.49 | 3.90 |
| Martin Ratio | 7.84 | 17.53 |
| Ulcer Index | 10.21% | 1.88% |
| Daily Std Dev | 57.41% | 12.24% |
| Max Drawdown | -53.42% | -33.79% |
| Current Drawdown | -14.68% | -0.81% |
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Correlation
The correlation between KRYS and FXAIX is 0.35, 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.
Risk-Adjusted Performance
KRYS vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Krystal Biotech, Inc. (KRYS) 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.
Dividends
KRYS vs. FXAIX - Dividend Comparison
KRYS has not paid dividends to shareholders, while FXAIX's dividend yield for the trailing twelve months is around 1.22%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KRYS Krystal Biotech, 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% |
FXAIX Fidelity 500 Index Fund | 1.22% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
KRYS vs. FXAIX - Drawdown Comparison
The maximum KRYS drawdown since its inception was -53.42%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for KRYS and FXAIX. For additional features, visit the drawdowns tool.
Volatility
KRYS vs. FXAIX - Volatility Comparison
Krystal Biotech, Inc. (KRYS) has a higher volatility of 13.49% compared to Fidelity 500 Index Fund (FXAIX) at 3.95%. This indicates that KRYS'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.