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PFC vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PFC and FSELX is 0.30, 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.


Performance

PFC vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Premier Financial Corp. (PFC) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


PFC

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

FSELX

YTD

-4.43%

1M

16.45%

6M

-2.93%

1Y

-1.06%

3Y*

27.55%

5Y*

30.01%

10Y*

23.75%

*Annualized

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Premier Financial Corp.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PFC vs. FSELX — Risk-Adjusted Performance Rank

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

PFC
The Risk-Adjusted Performance Rank of PFC is 8989
Overall Rank
The Sharpe Ratio Rank of PFC is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of PFC is 9090
Sortino Ratio Rank
The Omega Ratio Rank of PFC is 8585
Omega Ratio Rank
The Calmar Ratio Rank of PFC is 8989
Calmar Ratio Rank
The Martin Ratio Rank of PFC is 9292
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 1010
Overall Rank
The Sharpe Ratio Rank of FSELX is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 66
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 77
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.

PFC vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Premier Financial Corp. (PFC) and Fidelity Select Semiconductors Portfolio (FSELX). 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.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PFC vs. FSELX - Dividend Comparison

PFC has not paid dividends to shareholders, while FSELX's dividend yield for the trailing twelve months is around 9.03%.


TTM20242023202220212020201920182017201620152014
PFC
Premier Financial Corp.
3.32%4.85%5.15%4.45%3.40%3.83%2.51%2.61%1.92%1.73%2.05%1.83%
FSELX
Fidelity Select Semiconductors Portfolio
9.03%3.99%7.20%6.69%6.99%8.13%3.36%19.33%14.65%3.82%15.22%3.01%

Drawdowns

PFC vs. FSELX - Drawdown Comparison


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PFC vs. FSELX - Volatility Comparison


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