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MBLY vs. FZROX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MBLY and FZROX is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

MBLY vs. FZROX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mobileye Global Inc. Class A Common Stock (MBLY) and Fidelity ZERO Total Market Index Fund (FZROX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MBLY:

-0.56

FZROX:

0.48

Sortino Ratio

MBLY:

-0.55

FZROX:

0.83

Omega Ratio

MBLY:

0.93

FZROX:

1.12

Calmar Ratio

MBLY:

-0.57

FZROX:

0.51

Martin Ratio

MBLY:

-0.92

FZROX:

1.95

Ulcer Index

MBLY:

47.75%

FZROX:

5.08%

Daily Std Dev

MBLY:

75.60%

FZROX:

19.72%

Max Drawdown

MBLY:

-77.52%

FZROX:

-34.96%

Current Drawdown

MBLY:

-65.33%

FZROX:

-7.93%

Returns By Period

In the year-to-date period, MBLY achieves a -18.17% return, which is significantly lower than FZROX's -3.68% return.


MBLY

YTD

-18.17%

1M

7.66%

6M

-0.91%

1Y

-41.87%

5Y*

N/A

10Y*

N/A

FZROX

YTD

-3.68%

1M

4.20%

6M

-5.57%

1Y

9.37%

5Y*

15.40%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

MBLY vs. FZROX — Risk-Adjusted Performance Rank

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

MBLY
The Risk-Adjusted Performance Rank of MBLY is 2222
Overall Rank
The Sharpe Ratio Rank of MBLY is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of MBLY is 2222
Sortino Ratio Rank
The Omega Ratio Rank of MBLY is 2323
Omega Ratio Rank
The Calmar Ratio Rank of MBLY is 1616
Calmar Ratio Rank
The Martin Ratio Rank of MBLY is 3030
Martin Ratio Rank

FZROX
The Risk-Adjusted Performance Rank of FZROX is 5959
Overall Rank
The Sharpe Ratio Rank of FZROX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of FZROX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of FZROX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of FZROX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FZROX is 6060
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.

MBLY vs. FZROX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mobileye Global Inc. Class A Common Stock (MBLY) and Fidelity ZERO Total Market Index Fund (FZROX). 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 MBLY Sharpe Ratio is -0.56, which is lower than the FZROX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of MBLY and FZROX, 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

MBLY vs. FZROX - Dividend Comparison

MBLY has not paid dividends to shareholders, while FZROX's dividend yield for the trailing twelve months is around 1.20%.


TTM2024202320222021202020192018
MBLY
Mobileye Global Inc. Class A Common Stock
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FZROX
Fidelity ZERO Total Market Index Fund
1.20%1.16%1.36%1.57%1.25%1.27%1.51%0.74%

Drawdowns

MBLY vs. FZROX - Drawdown Comparison

The maximum MBLY drawdown since its inception was -77.52%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for MBLY and FZROX. For additional features, visit the drawdowns tool.


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Volatility

MBLY vs. FZROX - Volatility Comparison


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