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PRYMY vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRYMY and FXAIX is 0.43, 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.


Performance

PRYMY vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prysmian SPA ADR (PRYMY) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PRYMY:

0.05

FXAIX:

0.52

Sortino Ratio

PRYMY:

0.49

FXAIX:

0.88

Omega Ratio

PRYMY:

1.07

FXAIX:

1.13

Calmar Ratio

PRYMY:

0.16

FXAIX:

0.56

Martin Ratio

PRYMY:

0.49

FXAIX:

2.18

Ulcer Index

PRYMY:

13.51%

FXAIX:

4.85%

Daily Std Dev

PRYMY:

40.73%

FXAIX:

19.47%

Max Drawdown

PRYMY:

-52.28%

FXAIX:

-33.79%

Current Drawdown

PRYMY:

-19.86%

FXAIX:

-7.66%

Returns By Period

In the year-to-date period, PRYMY achieves a -5.28% return, which is significantly lower than FXAIX's -3.38% return.


PRYMY

YTD

-5.28%

1M

23.03%

6M

-9.26%

1Y

0.11%

5Y*

27.39%

10Y*

N/A

FXAIX

YTD

-3.38%

1M

7.51%

6M

-5.01%

1Y

9.78%

5Y*

15.87%

10Y*

12.44%

*Annualized

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Risk-Adjusted Performance

PRYMY vs. FXAIX — Risk-Adjusted Performance Rank

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

PRYMY
The Risk-Adjusted Performance Rank of PRYMY is 5555
Overall Rank
The Sharpe Ratio Rank of PRYMY is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of PRYMY is 5151
Sortino Ratio Rank
The Omega Ratio Rank of PRYMY is 5252
Omega Ratio Rank
The Calmar Ratio Rank of PRYMY is 6060
Calmar Ratio Rank
The Martin Ratio Rank of PRYMY is 5959
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 6464
Overall Rank
The Sharpe Ratio Rank of FXAIX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 6464
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.

PRYMY vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Prysmian SPA ADR (PRYMY) and Fidelity 500 Index Fund (FXAIX). 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 current PRYMY Sharpe Ratio is 0.05, which is lower than the FXAIX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of PRYMY and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

PRYMY vs. FXAIX - Dividend Comparison

PRYMY's dividend yield for the trailing twelve months is around 1.49%, more than FXAIX's 1.32% yield.


TTM20242023202220212020201920182017201620152014
PRYMY
Prysmian SPA ADR
1.49%1.16%1.46%1.63%1.61%0.76%3.95%6.59%1.43%1.89%2.13%0.00%
FXAIX
Fidelity 500 Index Fund
1.32%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%2.63%

Drawdowns

PRYMY vs. FXAIX - Drawdown Comparison

The maximum PRYMY drawdown since its inception was -52.28%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for PRYMY and FXAIX. For additional features, visit the drawdowns tool.


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Volatility

PRYMY vs. FXAIX - Volatility Comparison

Prysmian SPA ADR (PRYMY) has a higher volatility of 10.26% compared to Fidelity 500 Index Fund (FXAIX) at 6.81%. This indicates that PRYMY's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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