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POAHY vs. FFSDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

POAHY vs. FFSDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Porsche Automobile Holding SE (POAHY) and Fidelity Freedom 2065 Fund Class K (FFSDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, POAHY achieves a -25.18% return, which is significantly lower than FFSDX's 12.10% return.


POAHY

1D
-2.40%
1M
3.82%
6M
-18.82%
YTD
-25.18%
1Y
-12.86%
3Y*
-12.96%
5Y*
-17.28%
10Y*
-0.20%
ALL TIME*
0.22%

FFSDX

1D
2.28%
1M
-1.16%
6M
7.98%
YTD
12.10%
1Y
24.66%
3Y*
17.94%
5Y*
10.06%
10Y*
ALL TIME*
12.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$1.89M$2.08M$1.69M

POAHY vs. FFSDX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
POAHY
Porsche Automobile Holding SE
-25.18%31.31%-22.82%-1.56%-40.49%37.28%-0.64%13.90%
FFSDX
Fidelity Freedom 2065 Fund Class K
12.10%23.80%14.16%20.69%-18.22%16.59%18.26%9.09%

Correlation

The correlation between POAHY and FFSDX is 0.48, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.48

Correlation (3Y)
Balances recent behavior with more history.

0.47

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.53

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2019

0.57

The correlation between POAHY and FFSDX shifts across timeframes, from 0.47 (3 years) to 0.57 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

POAHY vs. FFSDX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

POAHY
POAHY Risk / Return Rank: 2424
Overall Rank
POAHY Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
POAHY Sortino Ratio Rank: 1919
Sortino Ratio Rank
POAHY Omega Ratio Rank: 2020
Omega Ratio Rank
POAHY Calmar Ratio Rank: 3030
Calmar Ratio Rank
POAHY Martin Ratio Rank: 2929
Martin Ratio Rank

FFSDX
FFSDX Risk / Return Rank: 7171
Overall Rank
FFSDX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FFSDX Sortino Ratio Rank: 6666
Sortino Ratio Rank
FFSDX Omega Ratio Rank: 6767
Omega Ratio Rank
FFSDX Calmar Ratio Rank: 7373
Calmar Ratio Rank
FFSDX Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

POAHY vs. FFSDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Porsche Automobile Holding SE (POAHY) and Fidelity Freedom 2065 Fund Class K (FFSDX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


POAHYFFSDXDifference
Sharpe ratioReturn per unit of total volatility

-2.13

Sortino ratioReturn per unit of downside risk

-2.87

Omega ratioGain probability vs. loss probability

0.93

1.29

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.41

2.34

-2.75

Martin ratioReturn relative to average drawdown

-0.76

9.80

-10.56

POAHY vs. FFSDX - Sharpe Ratio Comparison

The current POAHY Sharpe Ratio is -0.54, which is lower than the FFSDX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of POAHY and FFSDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

POAHY vs. FFSDX - Drawdown Comparison

The maximum POAHY drawdown since its inception was -67.86%, which is greater than FFSDX's maximum drawdown of -31.03%. Use the drawdown chart below to compare losses from any high point for POAHY and FFSDX.


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Drawdown Indicators


POAHYFFSDXDifference

Max Drawdown

Largest peak-to-trough decline

-67.86%

-31.03%

-36.83%

Max Drawdown (1Y)

Largest decline over 1 year

-33.29%

-9.80%

-23.49%

Max Drawdown (3Y)

Largest decline over 3 years

-37.68%

-15.40%

-22.28%

Max Drawdown (5Y)

Largest decline over 5 years

-64.30%

-27.29%

-37.01%

Max Drawdown (10Y)

Largest decline over 10 years

-67.86%

Current Drawdown

Current decline from peak

-65.16%

-2.51%

-62.65%

Average Drawdown

Average peak-to-trough decline

-35.30%

-5.78%

-29.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.79%

2.34%

+15.45%

Volatility

POAHY vs. FFSDX - Volatility Comparison

Porsche Automobile Holding SE (POAHY) has a higher volatility of 9.30% compared to Fidelity Freedom 2065 Fund Class K (FFSDX) at 4.38%. This indicates that POAHY's price experiences larger fluctuations and is considered to be riskier than FFSDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


POAHYFFSDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.30%

4.38%

+4.92%

Volatility (6M)

Calculated over the trailing 6-month period

18.01%

12.44%

+5.57%

Volatility (1Y)

Calculated over the trailing 1-year period

25.20%

14.46%

+10.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.34%

15.31%

+16.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.54%

17.06%

+16.48%

Dividends

POAHY vs. FFSDX - Dividend Comparison

POAHY's dividend yield for the trailing twelve months is around 5.27%, more than FFSDX's 4.99% yield.


PositionTTM20252024202320222021202020192018201720162015
FFSDX
Fidelity Freedom 2065 Fund Class K
4.99%3.68%2.75%2.15%8.83%7.86%2.31%1.49%0.00%0.00%0.00%0.00%
POAHY
Porsche Automobile Holding SE
5.27%4.69%7.39%5.50%5.21%2.81%3.67%2.17%2.42%2.32%5.61%3.95%

Frequently Asked Questions


POAHY and FFSDX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

POAHY has higher volatility (9.30%) compared to FFSDX (4.38%). In terms of maximum drawdown, POAHY dropped -67.86% vs FFSDX's -31.03%.

FFSDX currently has the higher Sharpe Ratio (1.59 vs -0.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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