PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PFC vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PFC and FSELX is 0.23, 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

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.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
21.97%
-8.24%
PFC
FSELX

Key characteristics

Sharpe Ratio

PFC:

0.32

FSELX:

1.24

Sortino Ratio

PFC:

0.76

FSELX:

1.76

Omega Ratio

PFC:

1.09

FSELX:

1.22

Calmar Ratio

PFC:

0.32

FSELX:

1.85

Martin Ratio

PFC:

1.04

FSELX:

5.07

Ulcer Index

PFC:

11.03%

FSELX:

8.87%

Daily Std Dev

PFC:

35.63%

FSELX:

36.33%

Max Drawdown

PFC:

-85.07%

FSELX:

-81.70%

Current Drawdown

PFC:

-14.32%

FSELX:

-8.24%

Returns By Period

In the year-to-date period, PFC achieves a -3.32% return, which is significantly lower than FSELX's 3.76% return. Over the past 10 years, PFC has underperformed FSELX with an annualized return of 7.74%, while FSELX has yielded a comparatively higher 17.43% annualized return.


PFC

YTD

-3.32%

1M

-11.56%

6M

21.97%

1Y

13.57%

5Y*

0.44%

10Y*

7.74%

FSELX

YTD

3.76%

1M

-1.61%

6M

-8.24%

1Y

44.83%

5Y*

22.70%

10Y*

17.43%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 5959
Overall Rank
The Sharpe Ratio Rank of PFC is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of PFC is 5555
Sortino Ratio Rank
The Omega Ratio Rank of PFC is 5353
Omega Ratio Rank
The Calmar Ratio Rank of PFC is 6363
Calmar Ratio Rank
The Martin Ratio Rank of PFC is 6161
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 7373
Overall Rank
The Sharpe Ratio Rank of FSELX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 6666
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.


Sharpe ratio
The chart of Sharpe ratio for PFC, currently valued at 0.32, compared to the broader market-4.00-2.000.002.000.321.24
The chart of Sortino ratio for PFC, currently valued at 0.76, compared to the broader market-4.00-2.000.002.004.000.761.76
The chart of Omega ratio for PFC, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.22
The chart of Calmar ratio for PFC, currently valued at 0.32, compared to the broader market0.002.004.006.000.321.85
The chart of Martin ratio for PFC, currently valued at 1.04, compared to the broader market-10.000.0010.0020.001.045.07
PFC
FSELX

The current PFC Sharpe Ratio is 0.32, which is lower than the FSELX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of PFC and FSELX, 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 Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.32
1.24
PFC
FSELX

Dividends

PFC vs. FSELX - Dividend Comparison

PFC's dividend yield for the trailing twelve months is around 5.02%, while FSELX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
PFC
Premier Financial Corp.
5.02%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
0.00%0.00%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%

Drawdowns

PFC vs. FSELX - Drawdown Comparison

The maximum PFC drawdown since its inception was -85.07%, roughly equal to the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for PFC and FSELX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-14.32%
-8.24%
PFC
FSELX

Volatility

PFC vs. FSELX - Volatility Comparison

The current volatility for Premier Financial Corp. (PFC) is 6.74%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 9.89%. This indicates that PFC experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%AugustSeptemberOctoberNovemberDecember2025
6.74%
9.89%
PFC
FSELX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab