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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.


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.

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Key characteristics

Sharpe Ratio

LMAT:

0.19

FXAIX:

0.52

Sortino Ratio

LMAT:

0.48

FXAIX:

0.88

Omega Ratio

LMAT:

1.07

FXAIX:

1.13

Calmar Ratio

LMAT:

0.24

FXAIX:

0.56

Martin Ratio

LMAT:

0.59

FXAIX:

2.18

Ulcer Index

LMAT:

11.23%

FXAIX:

4.85%

Daily Std Dev

LMAT:

34.60%

FXAIX:

19.47%

Max Drawdown

LMAT:

-75.69%

FXAIX:

-33.79%

Current Drawdown

LMAT:

-25.48%

FXAIX:

-7.66%

Returns By Period

In the year-to-date period, LMAT achieves a -12.68% return, which is significantly lower than FXAIX's -3.38% return. Over the past 10 years, LMAT has outperformed FXAIX with an annualized return of 24.28%, while FXAIX has yielded a comparatively lower 12.44% annualized return.


LMAT

YTD

-12.68%

1M

-1.35%

6M

-22.70%

1Y

6.27%

5Y*

26.20%

10Y*

24.28%

FXAIX

YTD

-3.38%

1M

7.51%

6M

-5.01%

1Y

9.78%

5Y*

15.87%

10Y*

12.44%

*Annualized

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Risk-Adjusted Performance

LMAT vs. FXAIX — Risk-Adjusted Performance Rank

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

LMAT
The Risk-Adjusted Performance Rank of LMAT is 5757
Overall Rank
The Sharpe Ratio Rank of LMAT is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of LMAT is 5151
Sortino Ratio Rank
The Omega Ratio Rank of LMAT is 5151
Omega Ratio Rank
The Calmar Ratio Rank of LMAT is 6363
Calmar Ratio Rank
The Martin Ratio Rank of LMAT is 5959
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 6464
Overall Rank
The Sharpe Ratio Rank of FXAIX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 6464
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.

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.


The current LMAT Sharpe Ratio is 0.19, which is lower than the FXAIX Sharpe Ratio of 0.52. 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.


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Dividends

LMAT vs. FXAIX - Dividend Comparison

LMAT's dividend yield for the trailing twelve months is around 0.85%, less than FXAIX's 1.32% yield.


TTM20242023202220212020201920182017201620152014
LMAT
LeMaitre Vascular, Inc.
0.85%0.69%0.99%1.09%0.88%0.94%0.95%1.18%0.69%0.71%0.93%1.83%
FXAIX
Fidelity 500 Index Fund
1.32%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%2.63%

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.


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Volatility

LMAT vs. FXAIX - Volatility Comparison

LeMaitre Vascular, Inc. (LMAT) has a higher volatility of 16.18% compared to Fidelity 500 Index Fund (FXAIX) at 6.81%. 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.


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