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RILY vs. FSPSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RILY and FSPSX is 0.31, 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

RILY vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in B. Riley Financial, Inc. (RILY) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

RILY:

-0.71

FSPSX:

0.62

Sortino Ratio

RILY:

-1.67

FSPSX:

1.00

Omega Ratio

RILY:

0.79

FSPSX:

1.14

Calmar Ratio

RILY:

-0.93

FSPSX:

0.80

Martin Ratio

RILY:

-1.17

FSPSX:

2.33

Ulcer Index

RILY:

76.93%

FSPSX:

4.69%

Daily Std Dev

RILY:

127.77%

FSPSX:

16.72%

Max Drawdown

RILY:

-99.26%

FSPSX:

-33.69%

Current Drawdown

RILY:

-97.36%

FSPSX:

-0.89%

Returns By Period

In the year-to-date period, RILY achieves a -34.20% return, which is significantly lower than FSPSX's 13.04% return. Over the past 10 years, RILY has underperformed FSPSX with an annualized return of -7.54%, while FSPSX has yielded a comparatively higher 5.56% annualized return.


RILY

YTD

-34.20%

1M

2.37%

6M

-42.15%

1Y

-90.45%

5Y*

-24.16%

10Y*

-7.54%

FSPSX

YTD

13.04%

1M

10.85%

6M

9.51%

1Y

10.01%

5Y*

11.91%

10Y*

5.56%

*Annualized

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Risk-Adjusted Performance

RILY vs. FSPSX — Risk-Adjusted Performance Rank

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

RILY
The Risk-Adjusted Performance Rank of RILY is 99
Overall Rank
The Sharpe Ratio Rank of RILY is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of RILY is 44
Sortino Ratio Rank
The Omega Ratio Rank of RILY is 55
Omega Ratio Rank
The Calmar Ratio Rank of RILY is 22
Calmar Ratio Rank
The Martin Ratio Rank of RILY is 2020
Martin Ratio Rank

FSPSX
The Risk-Adjusted Performance Rank of FSPSX is 7070
Overall Rank
The Sharpe Ratio Rank of FSPSX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 6666
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.

RILY vs. FSPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for B. Riley Financial, Inc. (RILY) and Fidelity International Index Fund (FSPSX). 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 RILY Sharpe Ratio is -0.71, which is lower than the FSPSX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of RILY and FSPSX, 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

RILY vs. FSPSX - Dividend Comparison

RILY's dividend yield for the trailing twelve months is around 16.56%, more than FSPSX's 2.56% yield.


TTM20242023202220212020201920182017201620152014
RILY
B. Riley Financial, Inc.
16.56%21.79%19.06%11.70%7.88%2.09%2.88%5.21%3.70%1.52%3.23%0.30%
FSPSX
Fidelity International Index Fund
2.56%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.79%3.53%

Drawdowns

RILY vs. FSPSX - Drawdown Comparison

The maximum RILY drawdown since its inception was -99.26%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for RILY and FSPSX. For additional features, visit the drawdowns tool.


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Volatility

RILY vs. FSPSX - Volatility Comparison

B. Riley Financial, Inc. (RILY) has a higher volatility of 18.85% compared to Fidelity International Index Fund (FSPSX) at 4.03%. This indicates that RILY's price experiences larger fluctuations and is considered to be riskier than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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