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

Correlation

The correlation between PATK and FXAIX is 0.46, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

PATK vs. FXAIX - Performance Comparison

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

0.00%2,000.00%4,000.00%6,000.00%8,000.00%December2025FebruaryMarchAprilMay
6,095.21%
439.25%
PATK
FXAIX

Key characteristics

Sharpe Ratio

PATK:

0.61

FXAIX:

0.74

Sortino Ratio

PATK:

1.13

FXAIX:

1.14

Omega Ratio

PATK:

1.14

FXAIX:

1.17

Calmar Ratio

PATK:

0.92

FXAIX:

0.77

Martin Ratio

PATK:

2.39

FXAIX:

3.06

Ulcer Index

PATK:

9.15%

FXAIX:

4.72%

Daily Std Dev

PATK:

35.91%

FXAIX:

19.51%

Max Drawdown

PATK:

-99.06%

FXAIX:

-33.79%

Current Drawdown

PATK:

-15.06%

FXAIX:

-7.24%

Returns By Period

In the year-to-date period, PATK achieves a 0.12% return, which is significantly higher than FXAIX's -2.95% return. Over the past 10 years, PATK has underperformed FXAIX with an annualized return of 9.00%, while FXAIX has yielded a comparatively higher 12.36% annualized return.


PATK

YTD

0.12%

1M

-6.04%

6M

9.06%

1Y

15.46%

5Y*

29.25%

10Y*

9.00%

FXAIX

YTD

-2.95%

1M

0.02%

6M

-0.11%

1Y

13.78%

5Y*

16.78%

10Y*

12.36%

*Annualized

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Risk-Adjusted Performance

PATK vs. FXAIX — Risk-Adjusted Performance Rank

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

PATK
The Risk-Adjusted Performance Rank of PATK is 7373
Overall Rank
The Sharpe Ratio Rank of PATK is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of PATK is 6868
Sortino Ratio Rank
The Omega Ratio Rank of PATK is 6464
Omega Ratio Rank
The Calmar Ratio Rank of PATK is 8383
Calmar Ratio Rank
The Martin Ratio Rank of PATK is 7575
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 7272
Overall Rank
The Sharpe Ratio Rank of FXAIX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 7272
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 7272
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.

PATK vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Patrick Industries, Inc. (PATK) 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 chart of Sharpe ratio for PATK, currently valued at 0.61, compared to the broader market-2.00-1.000.001.002.003.00
PATK: 0.61
FXAIX: 0.74
The chart of Sortino ratio for PATK, currently valued at 1.13, compared to the broader market-6.00-4.00-2.000.002.004.00
PATK: 1.13
FXAIX: 1.14
The chart of Omega ratio for PATK, currently valued at 1.14, compared to the broader market0.501.001.502.00
PATK: 1.14
FXAIX: 1.17
The chart of Calmar ratio for PATK, currently valued at 0.92, compared to the broader market0.001.002.003.004.005.00
PATK: 0.92
FXAIX: 0.77
The chart of Martin ratio for PATK, currently valued at 2.39, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
PATK: 2.39
FXAIX: 3.06

The current PATK Sharpe Ratio is 0.61, which is comparable to the FXAIX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of PATK 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.61
0.74
PATK
FXAIX

Dividends

PATK vs. FXAIX - Dividend Comparison

PATK's dividend yield for the trailing twelve months is around 2.66%, more than FXAIX's 1.31% yield.


TTM20242023202220212020201920182017201620152014
PATK
Patrick Industries, Inc.
2.66%2.61%1.89%2.38%1.45%1.51%0.48%0.00%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
1.31%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%

Drawdowns

PATK vs. FXAIX - Drawdown Comparison

The maximum PATK drawdown since its inception was -99.06%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for PATK and FXAIX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-15.06%
-7.24%
PATK
FXAIX

Volatility

PATK vs. FXAIX - Volatility Comparison

Patrick Industries, Inc. (PATK) has a higher volatility of 16.72% compared to Fidelity 500 Index Fund (FXAIX) at 14.31%. This indicates that PATK'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%December2025FebruaryMarchAprilMay
16.72%
14.31%
PATK
FXAIX