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SNL.AX vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SNL.AX and FXAIX is 0.18, 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.


-0.50.00.51.00.2

Performance

SNL.AX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Supply Network Limited (SNL.AX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
36.39%
10.23%
SNL.AX
FXAIX

Key characteristics

Sharpe Ratio

SNL.AX:

3.91

FXAIX:

1.90

Sortino Ratio

SNL.AX:

4.89

FXAIX:

2.56

Omega Ratio

SNL.AX:

1.63

FXAIX:

1.35

Calmar Ratio

SNL.AX:

10.16

FXAIX:

2.87

Martin Ratio

SNL.AX:

35.71

FXAIX:

11.90

Ulcer Index

SNL.AX:

3.18%

FXAIX:

2.04%

Daily Std Dev

SNL.AX:

29.32%

FXAIX:

12.79%

Max Drawdown

SNL.AX:

-87.47%

FXAIX:

-33.79%

Current Drawdown

SNL.AX:

-0.27%

FXAIX:

0.00%

Returns By Period

In the year-to-date period, SNL.AX achieves a 12.42% return, which is significantly higher than FXAIX's 4.38% return. Over the past 10 years, SNL.AX has outperformed FXAIX with an annualized return of 40.71%, while FXAIX has yielded a comparatively lower 13.11% annualized return.


SNL.AX

YTD

12.42%

1M

11.34%

6M

44.56%

1Y

114.67%

5Y*

59.08%

10Y*

40.71%

FXAIX

YTD

4.38%

1M

2.32%

6M

10.23%

1Y

24.10%

5Y*

14.52%

10Y*

13.11%

*Annualized

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Risk-Adjusted Performance

SNL.AX vs. FXAIX — Risk-Adjusted Performance Rank

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

SNL.AX
The Risk-Adjusted Performance Rank of SNL.AX is 9898
Overall Rank
The Sharpe Ratio Rank of SNL.AX is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of SNL.AX is 9898
Sortino Ratio Rank
The Omega Ratio Rank of SNL.AX is 9797
Omega Ratio Rank
The Calmar Ratio Rank of SNL.AX is 100100
Calmar Ratio Rank
The Martin Ratio Rank of SNL.AX is 9999
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 8686
Overall Rank
The Sharpe Ratio Rank of FXAIX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 9090
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.

SNL.AX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Supply Network Limited (SNL.AX) 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.


Sharpe ratio
The chart of Sharpe ratio for SNL.AX, currently valued at 3.53, compared to the broader market-2.000.002.004.003.531.79
The chart of Sortino ratio for SNL.AX, currently valued at 4.40, compared to the broader market-6.00-4.00-2.000.002.004.006.004.402.40
The chart of Omega ratio for SNL.AX, currently valued at 1.56, compared to the broader market0.501.001.502.001.561.33
The chart of Calmar ratio for SNL.AX, currently valued at 8.36, compared to the broader market0.002.004.006.008.362.66
The chart of Martin ratio for SNL.AX, currently valued at 26.85, compared to the broader market0.0010.0020.0030.0026.8510.99
SNL.AX
FXAIX

The current SNL.AX Sharpe Ratio is 3.91, which is higher than the FXAIX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of SNL.AX 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.


Rolling 12-month Sharpe Ratio2.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
3.53
1.79
SNL.AX
FXAIX

Dividends

SNL.AX vs. FXAIX - Dividend Comparison

SNL.AX's dividend yield for the trailing twelve months is around 1.51%, more than FXAIX's 1.19% yield.


TTM20242023202220212020201920182017201620152014
SNL.AX
Supply Network Limited
1.51%1.70%2.93%2.56%1.90%2.78%3.24%3.58%2.54%4.63%16.83%4.07%
FXAIX
Fidelity 500 Index Fund
1.19%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%

Drawdowns

SNL.AX vs. FXAIX - Drawdown Comparison

The maximum SNL.AX drawdown since its inception was -87.47%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for SNL.AX and FXAIX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February00
SNL.AX
FXAIX

Volatility

SNL.AX vs. FXAIX - Volatility Comparison

Supply Network Limited (SNL.AX) has a higher volatility of 6.82% compared to Fidelity 500 Index Fund (FXAIX) at 2.96%. This indicates that SNL.AX'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
6.82%
2.96%
SNL.AX
FXAIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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