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LAES vs. FSRNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LAES and FSRNX is 0.25, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

LAES vs. FSRNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEALSQ Corp (LAES) and Fidelity Real Estate Index Fund (FSRNX). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%NovemberDecember2025FebruaryMarchApril
-88.17%
21.17%
LAES
FSRNX

Key characteristics

Sharpe Ratio

LAES:

0.53

FSRNX:

0.72

Sortino Ratio

LAES:

2.83

FSRNX:

1.08

Omega Ratio

LAES:

1.33

FSRNX:

1.14

Calmar Ratio

LAES:

1.19

FSRNX:

0.53

Martin Ratio

LAES:

2.14

FSRNX:

2.44

Ulcer Index

LAES:

54.40%

FSRNX:

5.34%

Daily Std Dev

LAES:

221.80%

FSRNX:

18.22%

Max Drawdown

LAES:

-98.44%

FSRNX:

-44.26%

Current Drawdown

LAES:

-88.17%

FSRNX:

-13.95%

Returns By Period

In the year-to-date period, LAES achieves a -57.72% return, which is significantly lower than FSRNX's -0.87% return.


LAES

YTD

-57.72%

1M

-1.14%

6M

515.53%

1Y

111.38%

5Y*

N/A

10Y*

N/A

FSRNX

YTD

-0.87%

1M

-2.38%

6M

-7.05%

1Y

13.65%

5Y*

6.53%

10Y*

3.57%

*Annualized

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Risk-Adjusted Performance

LAES vs. FSRNX — Risk-Adjusted Performance Rank

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

LAES
The Risk-Adjusted Performance Rank of LAES is 8484
Overall Rank
The Sharpe Ratio Rank of LAES is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of LAES is 9494
Sortino Ratio Rank
The Omega Ratio Rank of LAES is 9090
Omega Ratio Rank
The Calmar Ratio Rank of LAES is 8787
Calmar Ratio Rank
The Martin Ratio Rank of LAES is 7575
Martin Ratio Rank

FSRNX
The Risk-Adjusted Performance Rank of FSRNX is 6767
Overall Rank
The Sharpe Ratio Rank of FSRNX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FSRNX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FSRNX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FSRNX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of FSRNX is 6565
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.

LAES vs. FSRNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SEALSQ Corp (LAES) and Fidelity Real Estate Index Fund (FSRNX). 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 chart of Sharpe ratio for LAES, currently valued at 0.53, compared to the broader market-2.00-1.000.001.002.003.00
LAES: 0.53
FSRNX: 0.72
The chart of Sortino ratio for LAES, currently valued at 2.83, compared to the broader market-6.00-4.00-2.000.002.004.00
LAES: 2.83
FSRNX: 1.08
The chart of Omega ratio for LAES, currently valued at 1.33, compared to the broader market0.501.001.502.00
LAES: 1.33
FSRNX: 1.14
The chart of Calmar ratio for LAES, currently valued at 1.19, compared to the broader market0.001.002.003.004.005.00
LAES: 1.19
FSRNX: 0.74
The chart of Martin ratio for LAES, currently valued at 2.14, compared to the broader market-5.000.005.0010.0015.0020.00
LAES: 2.14
FSRNX: 2.44

The current LAES Sharpe Ratio is 0.53, which is comparable to the FSRNX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of LAES and FSRNX, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.53
0.72
LAES
FSRNX

Dividends

LAES vs. FSRNX - Dividend Comparison

LAES has not paid dividends to shareholders, while FSRNX's dividend yield for the trailing twelve months is around 2.88%.


TTM20242023202220212020201920182017201620152014
LAES
SEALSQ Corp
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSRNX
Fidelity Real Estate Index Fund
2.88%2.86%2.84%2.66%1.25%3.33%3.93%4.43%2.86%3.95%2.57%4.18%

Drawdowns

LAES vs. FSRNX - Drawdown Comparison

The maximum LAES drawdown since its inception was -98.44%, which is greater than FSRNX's maximum drawdown of -44.26%. Use the drawdown chart below to compare losses from any high point for LAES and FSRNX. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-88.17%
-9.44%
LAES
FSRNX

Volatility

LAES vs. FSRNX - Volatility Comparison

SEALSQ Corp (LAES) has a higher volatility of 25.49% compared to Fidelity Real Estate Index Fund (FSRNX) at 10.47%. This indicates that LAES's price experiences larger fluctuations and is considered to be riskier than FSRNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
25.49%
10.47%
LAES
FSRNX