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

Correlation

The correlation between LMAT and FXAIX is 0.33, 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.


-0.50.00.51.00.3

Performance

LMAT vs. FXAIX - Performance Comparison

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

500.00%1,000.00%1,500.00%JulyAugustSeptemberOctoberNovemberDecember
1,412.65%
454.50%
LMAT
FXAIX

Key characteristics

Sharpe Ratio

LMAT:

1.86

FXAIX:

2.03

Sortino Ratio

LMAT:

2.71

FXAIX:

2.71

Omega Ratio

LMAT:

1.35

FXAIX:

1.38

Calmar Ratio

LMAT:

3.17

FXAIX:

3.03

Martin Ratio

LMAT:

13.31

FXAIX:

13.52

Ulcer Index

LMAT:

4.87%

FXAIX:

1.89%

Daily Std Dev

LMAT:

34.75%

FXAIX:

12.59%

Max Drawdown

LMAT:

-75.69%

FXAIX:

-33.79%

Current Drawdown

LMAT:

-16.33%

FXAIX:

-3.54%

Returns By Period

In the year-to-date period, LMAT achieves a 60.44% return, which is significantly higher than FXAIX's 24.76% return. Over the past 10 years, LMAT has outperformed FXAIX with an annualized return of 29.94%, while FXAIX has yielded a comparatively lower 12.94% annualized return.


LMAT

YTD

60.44%

1M

-12.62%

6M

8.45%

1Y

62.44%

5Y*

21.84%

10Y*

29.94%

FXAIX

YTD

24.76%

1M

-0.24%

6M

7.73%

1Y

24.84%

5Y*

14.60%

10Y*

12.94%

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Risk-Adjusted Performance

LMAT vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for LeMaitre Vascular, Inc. (LMAT) 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 LMAT, currently valued at 1.86, compared to the broader market-4.00-2.000.002.001.862.03
The chart of Sortino ratio for LMAT, currently valued at 2.71, compared to the broader market-4.00-2.000.002.004.002.712.71
The chart of Omega ratio for LMAT, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.38
The chart of Calmar ratio for LMAT, currently valued at 3.17, compared to the broader market0.002.004.006.003.173.03
The chart of Martin ratio for LMAT, currently valued at 13.31, compared to the broader market0.0010.0020.0013.3113.52
LMAT
FXAIX

The current LMAT Sharpe Ratio is 1.86, which is comparable to the FXAIX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of LMAT 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.86
2.03
LMAT
FXAIX

Dividends

LMAT vs. FXAIX - Dividend Comparison

LMAT's dividend yield for the trailing twelve months is around 0.71%, less than FXAIX's 0.89% yield.


TTM20232022202120202019201820172016201520142013
LMAT
LeMaitre Vascular, Inc.
0.71%0.99%1.09%0.88%0.94%0.95%1.18%0.69%0.71%0.93%1.83%1.50%
FXAIX
Fidelity 500 Index Fund
0.89%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%1.84%

Drawdowns

LMAT vs. FXAIX - Drawdown Comparison

The maximum LMAT drawdown since its inception was -75.69%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for LMAT and FXAIX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.33%
-3.54%
LMAT
FXAIX

Volatility

LMAT vs. FXAIX - Volatility Comparison

LeMaitre Vascular, Inc. (LMAT) has a higher volatility of 11.26% compared to Fidelity 500 Index Fund (FXAIX) at 3.65%. This indicates that LMAT'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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
11.26%
3.65%
LMAT
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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