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

Correlation

The correlation between MPTI and FXAIX is 0.20, 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.


-0.50.00.51.00.2

Performance

MPTI vs. FXAIX - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
280.61%
66.23%
MPTI
FXAIX

Key characteristics

Sharpe Ratio

MPTI:

0.72

FXAIX:

2.20

Sortino Ratio

MPTI:

1.35

FXAIX:

2.93

Omega Ratio

MPTI:

1.18

FXAIX:

1.41

Calmar Ratio

MPTI:

1.16

FXAIX:

3.26

Martin Ratio

MPTI:

2.58

FXAIX:

14.39

Ulcer Index

MPTI:

20.25%

FXAIX:

1.91%

Daily Std Dev

MPTI:

72.63%

FXAIX:

12.50%

Max Drawdown

MPTI:

-46.41%

FXAIX:

-33.79%

Current Drawdown

MPTI:

-28.75%

FXAIX:

-2.91%

Returns By Period

In the year-to-date period, MPTI achieves a 39.66% return, which is significantly higher than FXAIX's 25.57% return.


MPTI

YTD

39.66%

1M

-13.96%

6M

59.20%

1Y

43.69%

5Y*

N/A

10Y*

N/A

FXAIX

YTD

25.57%

1M

0.00%

6M

8.86%

1Y

26.21%

5Y*

14.72%

10Y*

12.86%

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Risk-Adjusted Performance

MPTI vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for M-tron Industries Inc (MPTI) 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 MPTI, currently valued at 0.72, compared to the broader market-4.00-2.000.002.000.722.20
The chart of Sortino ratio for MPTI, currently valued at 1.35, compared to the broader market-4.00-2.000.002.004.001.352.93
The chart of Omega ratio for MPTI, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.41
The chart of Calmar ratio for MPTI, currently valued at 1.16, compared to the broader market0.002.004.006.001.163.26
The chart of Martin ratio for MPTI, currently valued at 2.58, compared to the broader market-5.000.005.0010.0015.0020.0025.002.5814.39
MPTI
FXAIX

The current MPTI Sharpe Ratio is 0.72, which is lower than the FXAIX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of MPTI 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.72
2.20
MPTI
FXAIX

Dividends

MPTI vs. FXAIX - Dividend Comparison

MPTI has not paid dividends to shareholders, while FXAIX's dividend yield for the trailing twelve months is around 0.88%.


TTM20232022202120202019201820172016201520142013
MPTI
M-tron Industries Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
0.88%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%1.84%

Drawdowns

MPTI vs. FXAIX - Drawdown Comparison

The maximum MPTI drawdown since its inception was -46.41%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for MPTI and FXAIX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-28.75%
-2.91%
MPTI
FXAIX

Volatility

MPTI vs. FXAIX - Volatility Comparison

M-tron Industries Inc (MPTI) has a higher volatility of 21.68% compared to Fidelity 500 Index Fund (FXAIX) at 3.70%. This indicates that MPTI'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.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
21.68%
3.70%
MPTI
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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