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

Correlation

The correlation between PK and FSELX is 0.39, 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.


-0.50.00.51.00.4

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%100.00%200.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
-9.44%
259.45%
PK
FSELX

Key characteristics

Sharpe Ratio

PK:

0.23

FSELX:

0.93

Sortino Ratio

PK:

0.52

FSELX:

1.42

Omega Ratio

PK:

1.06

FSELX:

1.18

Calmar Ratio

PK:

0.14

FSELX:

1.39

Martin Ratio

PK:

0.50

FSELX:

3.87

Ulcer Index

PK:

12.64%

FSELX:

8.72%

Daily Std Dev

PK:

27.89%

FSELX:

36.41%

Max Drawdown

PK:

-84.22%

FSELX:

-81.70%

Current Drawdown

PK:

-37.85%

FSELX:

-11.44%

Returns By Period

In the year-to-date period, PK achieves a 1.87% return, which is significantly lower than FSELX's 38.23% return.


PK

YTD

1.87%

1M

4.58%

6M

3.66%

1Y

3.83%

5Y*

-5.36%

10Y*

N/A

FSELX

YTD

38.23%

1M

-1.64%

6M

-6.19%

1Y

39.26%

5Y*

22.02%

10Y*

16.98%

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

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.


Sharpe ratio
The chart of Sharpe ratio for PK, currently valued at 0.23, compared to the broader market-4.00-2.000.002.000.230.93
The chart of Sortino ratio for PK, currently valued at 0.52, compared to the broader market-4.00-2.000.002.004.000.521.42
The chart of Omega ratio for PK, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.18
The chart of Calmar ratio for PK, currently valued at 0.14, compared to the broader market0.002.004.006.000.141.39
The chart of Martin ratio for PK, currently valued at 0.50, compared to the broader market-5.000.005.0010.0015.0020.0025.000.503.87
PK
FSELX

The current PK Sharpe Ratio is 0.23, which is lower than the FSELX Sharpe Ratio of 0.93. 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.23
0.93
PK
FSELX

Dividends

PK vs. FSELX - Dividend Comparison

PK's dividend yield for the trailing twelve months is around 16.50%, while FSELX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
PK
Park Hotels & Resorts Inc.
16.50%14.05%2.37%0.00%2.62%7.34%10.55%16.10%0.00%0.00%0.00%0.00%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%0.61%

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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-37.85%
-11.44%
PK
FSELX

Volatility

PK vs. FSELX - Volatility Comparison

Park Hotels & Resorts Inc. (PK) has a higher volatility of 10.32% compared to Fidelity Select Semiconductors Portfolio (FSELX) at 8.36%. This indicates that PK's price experiences larger fluctuations and is considered to be riskier 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%JulyAugustSeptemberOctoberNovemberDecember
10.32%
8.36%
PK
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 © 2024 PortfoliosLab