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

Key characteristics


REPXFPBFX
YTD Return30.28%13.32%
1Y Return37.07%16.64%
3Y Return (Ann)15.85%-9.69%
5Y Return (Ann)44.91%1.21%
10Y Return (Ann)-2.37%3.63%
Sharpe Ratio0.740.93
Sortino Ratio1.281.40
Omega Ratio1.171.18
Calmar Ratio0.360.40
Martin Ratio2.225.02
Ulcer Index15.87%3.25%
Daily Std Dev47.74%17.46%
Max Drawdown-99.74%-68.30%
Current Drawdown-97.78%-28.77%

Correlation

-0.50.00.51.00.1

The correlation between REPX and FPBFX is 0.14, 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.

Performance

REPX vs. FPBFX - Performance Comparison

In the year-to-date period, REPX achieves a 30.28% return, which is significantly higher than FPBFX's 13.32% return. Over the past 10 years, REPX has underperformed FPBFX with an annualized return of -2.37%, while FPBFX has yielded a comparatively higher 3.63% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
33.60%
8.16%
REPX
FPBFX

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

REPX vs. FPBFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Riley Exploration Permian, Inc. (REPX) and Fidelity Pacific Basin Fund (FPBFX). 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.


REPX
Sharpe ratio
The chart of Sharpe ratio for REPX, currently valued at 0.74, compared to the broader market-4.00-2.000.002.004.000.74
Sortino ratio
The chart of Sortino ratio for REPX, currently valued at 1.28, compared to the broader market-4.00-2.000.002.004.006.001.28
Omega ratio
The chart of Omega ratio for REPX, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for REPX, currently valued at 0.36, compared to the broader market0.002.004.006.000.36
Martin ratio
The chart of Martin ratio for REPX, currently valued at 2.22, compared to the broader market0.0010.0020.0030.002.22
FPBFX
Sharpe ratio
The chart of Sharpe ratio for FPBFX, currently valued at 0.93, compared to the broader market-4.00-2.000.002.004.000.93
Sortino ratio
The chart of Sortino ratio for FPBFX, currently valued at 1.40, compared to the broader market-4.00-2.000.002.004.006.001.40
Omega ratio
The chart of Omega ratio for FPBFX, currently valued at 1.18, compared to the broader market0.501.001.502.001.18
Calmar ratio
The chart of Calmar ratio for FPBFX, currently valued at 0.40, compared to the broader market0.002.004.006.000.40
Martin ratio
The chart of Martin ratio for FPBFX, currently valued at 5.02, compared to the broader market0.0010.0020.0030.005.02

REPX vs. FPBFX - Sharpe Ratio Comparison

The current REPX Sharpe Ratio is 0.74, which is comparable to the FPBFX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of REPX and FPBFX, 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-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.74
0.93
REPX
FPBFX

Dividends

REPX vs. FPBFX - Dividend Comparison

REPX's dividend yield for the trailing twelve months is around 4.35%, more than FPBFX's 0.74% yield.


TTM20232022202120202019201820172016201520142013
REPX
Riley Exploration Permian, Inc.
4.35%5.07%4.32%4.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FPBFX
Fidelity Pacific Basin Fund
0.74%0.84%0.00%3.04%0.22%0.75%0.74%0.65%0.65%6.36%7.55%15.42%

Drawdowns

REPX vs. FPBFX - Drawdown Comparison

The maximum REPX drawdown since its inception was -99.74%, which is greater than FPBFX's maximum drawdown of -68.30%. Use the drawdown chart below to compare losses from any high point for REPX and FPBFX. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-97.78%
-28.77%
REPX
FPBFX

Volatility

REPX vs. FPBFX - Volatility Comparison

Riley Exploration Permian, Inc. (REPX) has a higher volatility of 14.10% compared to Fidelity Pacific Basin Fund (FPBFX) at 5.03%. This indicates that REPX's price experiences larger fluctuations and is considered to be riskier than FPBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.10%
5.03%
REPX
FPBFX