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

Key characteristics


SHOCFSELX
YTD Return22.76%50.19%
1Y Return50.51%65.25%
Sharpe Ratio1.421.79
Sortino Ratio1.912.31
Omega Ratio1.251.30
Calmar Ratio1.922.65
Martin Ratio4.887.60
Ulcer Index10.13%8.48%
Daily Std Dev34.73%36.10%
Max Drawdown-25.71%-81.70%
Current Drawdown-11.25%-3.78%

Correlation

-0.50.00.51.01.0

The correlation between SHOC and FSELX is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

SHOC vs. FSELX - Performance Comparison

In the year-to-date period, SHOC achieves a 22.76% return, which is significantly lower than FSELX's 50.19% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


60.00%80.00%100.00%120.00%140.00%160.00%JuneJulyAugustSeptemberOctoberNovember
96.51%
146.39%
SHOC
FSELX

Compare stocks, funds, or ETFs

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


SHOC vs. FSELX - Expense Ratio Comparison

SHOC has a 0.40% expense ratio, which is lower than FSELX's 0.68% expense ratio.


FSELX
Fidelity Select Semiconductors Portfolio
Expense ratio chart for FSELX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for SHOC: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

SHOC vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive U.S. Semiconductor ETF (SHOC) and Fidelity Select Semiconductors Portfolio (FSELX). 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.


SHOC
Sharpe ratio
The chart of Sharpe ratio for SHOC, currently valued at 1.42, compared to the broader market-2.000.002.004.001.42
Sortino ratio
The chart of Sortino ratio for SHOC, currently valued at 1.91, compared to the broader market0.005.0010.001.91
Omega ratio
The chart of Omega ratio for SHOC, currently valued at 1.25, compared to the broader market1.001.502.002.503.001.25
Calmar ratio
The chart of Calmar ratio for SHOC, currently valued at 1.92, compared to the broader market0.005.0010.0015.001.92
Martin ratio
The chart of Martin ratio for SHOC, currently valued at 4.88, compared to the broader market0.0020.0040.0060.0080.00100.00120.004.88
FSELX
Sharpe ratio
The chart of Sharpe ratio for FSELX, currently valued at 1.79, compared to the broader market-2.000.002.004.001.79
Sortino ratio
The chart of Sortino ratio for FSELX, currently valued at 2.31, compared to the broader market0.005.0010.002.31
Omega ratio
The chart of Omega ratio for FSELX, currently valued at 1.30, compared to the broader market1.001.502.002.503.001.30
Calmar ratio
The chart of Calmar ratio for FSELX, currently valued at 2.65, compared to the broader market0.005.0010.0015.002.65
Martin ratio
The chart of Martin ratio for FSELX, currently valued at 7.60, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.60

SHOC vs. FSELX - Sharpe Ratio Comparison

The current SHOC Sharpe Ratio is 1.42, which is comparable to the FSELX Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of SHOC and FSELX, 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.42
1.79
SHOC
FSELX

Dividends

SHOC vs. FSELX - Dividend Comparison

SHOC's dividend yield for the trailing twelve months is around 0.39%, more than FSELX's 0.07% yield.


TTM20232022202120202019201820172016201520142013
SHOC
Strive U.S. Semiconductor ETF
0.39%0.65%0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSELX
Fidelity Select Semiconductors Portfolio
0.07%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%0.61%

Drawdowns

SHOC vs. FSELX - Drawdown Comparison

The maximum SHOC drawdown since its inception was -25.71%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for SHOC and FSELX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.25%
-3.78%
SHOC
FSELX

Volatility

SHOC vs. FSELX - Volatility Comparison

Strive U.S. Semiconductor ETF (SHOC) and Fidelity Select Semiconductors Portfolio (FSELX) have volatilities of 9.93% and 9.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
9.93%
9.56%
SHOC
FSELX