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

Correlation

The correlation between PK and FSELX is 0.52, 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

PK vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Park Hotels & Resorts Inc. (PK) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
-34.22%
473.75%
PK
FSELX

Key characteristics

Sharpe Ratio

PK:

-0.99

FSELX:

-0.10

Sortino Ratio

PK:

-1.44

FSELX:

0.18

Omega Ratio

PK:

0.83

FSELX:

1.02

Calmar Ratio

PK:

-0.56

FSELX:

-0.12

Martin Ratio

PK:

-2.15

FSELX:

-0.34

Ulcer Index

PK:

15.62%

FSELX:

13.53%

Daily Std Dev

PK:

33.92%

FSELX:

46.53%

Max Drawdown

PK:

-84.22%

FSELX:

-81.70%

Current Drawdown

PK:

-54.92%

FSELX:

-28.62%

Returns By Period

In the year-to-date period, PK achieves a -26.82% return, which is significantly lower than FSELX's -22.29% return.


PK

YTD

-26.82%

1M

-5.54%

6M

-22.84%

1Y

-32.74%

5Y*

6.62%

10Y*

N/A

FSELX

YTD

-22.29%

1M

-6.00%

6M

-23.29%

1Y

-10.26%

5Y*

25.70%

10Y*

22.49%

*Annualized

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Risk-Adjusted Performance

PK vs. FSELX — Risk-Adjusted Performance Rank

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

PK
The Risk-Adjusted Performance Rank of PK is 77
Overall Rank
The Sharpe Ratio Rank of PK is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of PK is 77
Sortino Ratio Rank
The Omega Ratio Rank of PK is 99
Omega Ratio Rank
The Calmar Ratio Rank of PK is 1616
Calmar Ratio Rank
The Martin Ratio Rank of PK is 00
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 2020
Overall Rank
The Sharpe Ratio Rank of FSELX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 2525
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 1616
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.

PK vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Park Hotels & Resorts Inc. (PK) 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.


The chart of Sharpe ratio for PK, currently valued at -0.99, compared to the broader market-2.00-1.000.001.002.003.00
PK: -0.99
FSELX: -0.10
The chart of Sortino ratio for PK, currently valued at -1.44, compared to the broader market-6.00-4.00-2.000.002.004.00
PK: -1.44
FSELX: 0.18
The chart of Omega ratio for PK, currently valued at 0.83, compared to the broader market0.501.001.502.00
PK: 0.83
FSELX: 1.02
The chart of Calmar ratio for PK, currently valued at -0.56, compared to the broader market0.001.002.003.004.005.00
PK: -0.56
FSELX: -0.12
The chart of Martin ratio for PK, currently valued at -2.15, compared to the broader market-5.000.005.0010.0015.0020.00
PK: -2.15
FSELX: -0.34

The current PK Sharpe Ratio is -0.99, which is lower than the FSELX Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of PK 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 Ratio-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-0.99
-0.10
PK
FSELX

Dividends

PK vs. FSELX - Dividend Comparison

PK's dividend yield for the trailing twelve months is around 13.92%, more than FSELX's 5.13% yield.


TTM20242023202220212020201920182017201620152014
PK
Park Hotels & Resorts Inc.
13.92%9.95%14.05%2.37%0.00%2.62%7.34%10.55%16.10%0.00%0.00%0.00%
FSELX
Fidelity Select Semiconductors Portfolio
5.13%3.99%7.20%6.69%6.99%8.13%3.36%26.80%14.65%3.82%16.31%3.48%

Drawdowns

PK vs. FSELX - Drawdown Comparison

The maximum PK drawdown since its inception was -84.22%, roughly equal to the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for PK and FSELX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-54.92%
-28.62%
PK
FSELX

Volatility

PK vs. FSELX - Volatility Comparison

The current volatility for Park Hotels & Resorts Inc. (PK) is 20.21%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 26.45%. This indicates that PK 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.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
20.21%
26.45%
PK
FSELX