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RYI vs. FMILX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


RYIFMILX
YTD Return-28.11%9.70%
1Y Return-34.09%29.02%
3Y Return (Ann)18.09%12.39%
5Y Return (Ann)20.13%14.05%
Sharpe Ratio-0.772.04
Daily Std Dev42.28%13.57%
Max Drawdown-81.24%-56.03%
Current Drawdown-42.74%-4.16%

Correlation

-0.50.00.51.00.5

The correlation between RYI and FMILX is 0.50, 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

RYI vs. FMILX - Performance Comparison

In the year-to-date period, RYI achieves a -28.11% return, which is significantly lower than FMILX's 9.70% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%150.00%200.00%250.00%December2024FebruaryMarchAprilMay
153.71%
163.42%
RYI
FMILX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Ryerson Holding Corporation

Fidelity New Millennium Fund

Risk-Adjusted Performance

RYI vs. FMILX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ryerson Holding Corporation (RYI) and Fidelity New Millennium Fund (FMILX). 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.


RYI
Sharpe ratio
The chart of Sharpe ratio for RYI, currently valued at -0.77, compared to the broader market-2.00-1.000.001.002.003.004.00-0.77
Sortino ratio
The chart of Sortino ratio for RYI, currently valued at -0.89, compared to the broader market-4.00-2.000.002.004.006.00-0.89
Omega ratio
The chart of Omega ratio for RYI, currently valued at 0.88, compared to the broader market0.501.001.500.88
Calmar ratio
The chart of Calmar ratio for RYI, currently valued at -0.76, compared to the broader market0.002.004.006.00-0.76
Martin ratio
The chart of Martin ratio for RYI, currently valued at -1.27, compared to the broader market-10.000.0010.0020.0030.00-1.27
FMILX
Sharpe ratio
The chart of Sharpe ratio for FMILX, currently valued at 2.04, compared to the broader market-2.00-1.000.001.002.003.004.002.04
Sortino ratio
The chart of Sortino ratio for FMILX, currently valued at 2.94, compared to the broader market-4.00-2.000.002.004.006.002.94
Omega ratio
The chart of Omega ratio for FMILX, currently valued at 1.36, compared to the broader market0.501.001.501.36
Calmar ratio
The chart of Calmar ratio for FMILX, currently valued at 2.97, compared to the broader market0.002.004.006.002.97
Martin ratio
The chart of Martin ratio for FMILX, currently valued at 9.62, compared to the broader market-10.000.0010.0020.0030.009.62

RYI vs. FMILX - Sharpe Ratio Comparison

The current RYI Sharpe Ratio is -0.77, which is lower than the FMILX Sharpe Ratio of 2.04. The chart below compares the 12-month rolling Sharpe Ratio of RYI and FMILX.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.77
2.04
RYI
FMILX

Dividends

RYI vs. FMILX - Dividend Comparison

RYI's dividend yield for the trailing twelve months is around 2.97%, less than FMILX's 3.53% yield.


TTM20232022202120202019201820172016201520142013
RYI
Ryerson Holding Corporation
2.97%2.07%1.77%0.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FMILX
Fidelity New Millennium Fund
3.53%3.87%4.19%8.25%8.60%4.72%18.25%8.73%6.65%1.03%9.39%5.63%

Drawdowns

RYI vs. FMILX - Drawdown Comparison

The maximum RYI drawdown since its inception was -81.24%, which is greater than FMILX's maximum drawdown of -56.03%. Use the drawdown chart below to compare losses from any high point for RYI and FMILX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-42.74%
-4.16%
RYI
FMILX

Volatility

RYI vs. FMILX - Volatility Comparison

Ryerson Holding Corporation (RYI) has a higher volatility of 16.60% compared to Fidelity New Millennium Fund (FMILX) at 4.50%. This indicates that RYI's price experiences larger fluctuations and is considered to be riskier than FMILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2024FebruaryMarchAprilMay
16.60%
4.50%
RYI
FMILX