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LSXMA vs. FBCG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSXMA vs. FBCG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Liberty SiriusXM Group (LSXMA) and Fidelity Blue Chip Growth ETF (FBCG). The values are adjusted to include any dividend payments, if applicable.

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LSXMA vs. FBCG - Yearly Performance Comparison


Returns By Period


LSXMA

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

FBCG

1D
4.81%
1M
-5.43%
YTD
-8.61%
6M
-6.56%
1Y
25.45%
3Y*
25.41%
5Y*
10.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

LSXMA vs. FBCG — Risk / Return Rank

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

LSXMA

FBCG
FBCG Risk / Return Rank: 6464
Overall Rank
FBCG Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FBCG Sortino Ratio Rank: 6464
Sortino Ratio Rank
FBCG Omega Ratio Rank: 6262
Omega Ratio Rank
FBCG Calmar Ratio Rank: 6969
Calmar Ratio Rank
FBCG Martin Ratio Rank: 6464
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.

LSXMA vs. FBCG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Liberty SiriusXM Group (LSXMA) and Fidelity Blue Chip Growth ETF (FBCG). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

LSXMA vs. FBCG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LSXMAFBCGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

Dividends

LSXMA vs. FBCG - Dividend Comparison

LSXMA has not paid dividends to shareholders, while FBCG's dividend yield for the trailing twelve months is around 0.05%.


TTM202520242023202220212020
LSXMA
The Liberty SiriusXM Group
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FBCG
Fidelity Blue Chip Growth ETF
0.05%0.05%0.12%0.02%0.00%0.00%0.01%

Drawdowns

LSXMA vs. FBCG - Drawdown Comparison

The maximum LSXMA drawdown since its inception was 0.00%, smaller than the maximum FBCG drawdown of -43.56%. Use the drawdown chart below to compare losses from any high point for LSXMA and FBCG.


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Drawdown Indicators


LSXMAFBCGDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-43.56%

+43.56%

Max Drawdown (1Y)

Largest decline over 1 year

-15.17%

Max Drawdown (5Y)

Largest decline over 5 years

-43.56%

Current Drawdown

Current decline from peak

0.00%

-11.09%

+11.09%

Average Drawdown

Average peak-to-trough decline

0.00%

-11.79%

+11.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.23%

Volatility

LSXMA vs. FBCG - Volatility Comparison


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Volatility by Period


LSXMAFBCGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.22%

Volatility (6M)

Calculated over the trailing 6-month period

14.74%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

26.28%

-26.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

25.82%

-25.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

25.92%

-25.92%