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NRDS vs. FSRPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NRDS vs. FSRPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NerdWallet, Inc. (NRDS) and Fidelity Select Retailing Portfolio (FSRPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NRDS achieves a -38.38% return, which is significantly lower than FSRPX's 1.89% return.


NRDS

1D
0.85%
1M
-0.00%
YTD
-38.38%
6M
-40.57%
1Y
-23.11%
3Y*
-6.82%
5Y*
10Y*

FSRPX

1D
-1.78%
1M
-2.73%
YTD
1.89%
6M
-9.70%
1Y
-2.09%
3Y*
10.94%
5Y*
2.11%
10Y*
12.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NRDS vs. FSRPX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NRDS
NerdWallet, Inc.
-38.38%1.88%-9.65%53.33%-38.26%-33.83%
FSRPX
Fidelity Select Retailing Portfolio
1.89%-4.15%23.28%26.94%-29.44%-1.80%

Correlation

The correlation between NRDS and FSRPX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2021

0.48

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Return for Risk

NRDS vs. FSRPX — Risk / Return Rank

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

NRDS
NRDS Risk / Return Rank: 2424
Overall Rank
NRDS Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
NRDS Sortino Ratio Rank: 2323
Sortino Ratio Rank
NRDS Omega Ratio Rank: 2323
Omega Ratio Rank
NRDS Calmar Ratio Rank: 2727
Calmar Ratio Rank
NRDS Martin Ratio Rank: 2424
Martin Ratio Rank

FSRPX
FSRPX Risk / Return Rank: 22
Overall Rank
FSRPX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FSRPX Sortino Ratio Rank: 33
Sortino Ratio Rank
FSRPX Omega Ratio Rank: 33
Omega Ratio Rank
FSRPX Calmar Ratio Rank: 22
Calmar Ratio Rank
FSRPX Martin Ratio Rank: 22
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.

NRDS vs. FSRPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NerdWallet, Inc. (NRDS) and Fidelity Select Retailing Portfolio (FSRPX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NRDSFSRPXDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

0.95

1.01

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.44

-0.07

-0.37

Martin ratioReturn relative to average drawdown

-0.91

-0.16

-0.75

NRDS vs. FSRPX - Sharpe Ratio Comparison

The current NRDS Sharpe Ratio is -0.48, which is lower than the FSRPX Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of NRDS and FSRPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NRDS vs. FSRPX - Drawdown Comparison

The maximum NRDS drawdown since its inception was -77.00%, which is greater than FSRPX's maximum drawdown of -55.75%. Use the drawdown chart below to compare losses from any high point for NRDS and FSRPX.


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Drawdown Indicators


NRDSFSRPXDifference

Max Drawdown

Largest peak-to-trough decline

-77.00%

-55.75%

-21.25%

Max Drawdown (1Y)

Largest decline over 1 year

-52.42%

-17.79%

-34.63%

Max Drawdown (3Y)

Largest decline over 3 years

-55.36%

-22.58%

-32.78%

Max Drawdown (5Y)

Largest decline over 5 years

-39.01%

Max Drawdown (10Y)

Largest decline over 10 years

-39.01%

Current Drawdown

Current decline from peak

-70.49%

-11.49%

-59.00%

Average Drawdown

Average peak-to-trough decline

-57.24%

-9.09%

-48.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.41%

7.84%

+17.57%

Volatility

NRDS vs. FSRPX - Volatility Comparison

NerdWallet, Inc. (NRDS) has a higher volatility of 9.49% compared to Fidelity Select Retailing Portfolio (FSRPX) at 5.44%. This indicates that NRDS's price experiences larger fluctuations and is considered to be riskier than FSRPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NRDSFSRPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.49%

5.44%

+4.05%

Volatility (6M)

Calculated over the trailing 6-month period

35.01%

16.97%

+18.04%

Volatility (1Y)

Calculated over the trailing 1-year period

48.40%

19.64%

+28.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.42%

22.77%

+45.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.42%

21.66%

+46.76%

Dividends

NRDS vs. FSRPX - Dividend Comparison

NRDS has not paid dividends to shareholders, while FSRPX's dividend yield for the trailing twelve months is around 6.73%.


PositionTTM20252024202320222021202020192018201720162015
FSRPX
Fidelity Select Retailing Portfolio
6.73%8.75%12.41%7.40%2.90%15.92%6.82%2.13%2.17%3.37%0.14%1.22%
NRDS
NerdWallet, 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%

Frequently Asked Questions


NRDS and FSRPX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NRDS has higher volatility (9.49%) compared to FSRPX (5.44%). In terms of maximum drawdown, NRDS dropped -77.00% vs FSRPX's -55.75%.

FSRPX currently has the higher Sharpe Ratio (-0.06 vs -0.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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