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SP vs. FBCVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SP and FBCVX is 0.42, 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.


-0.50.00.51.00.4

Performance

SP vs. FBCVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SP Plus Corporation (SP) and Fidelity Blue Chip Value Fund (FBCVX). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
763.84%
260.03%
SP
FBCVX

Key characteristics

Returns By Period


SP

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FBCVX

YTD

1.71%

1M

-8.65%

6M

-1.34%

1Y

2.95%

5Y*

5.71%

10Y*

6.17%

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Risk-Adjusted Performance

SP vs. FBCVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SP Plus Corporation (SP) and Fidelity Blue Chip Value Fund (FBCVX). 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 SP, currently valued at 1.01, compared to the broader market-4.00-2.000.002.001.010.35
The chart of Sortino ratio for SP, currently valued at 2.23, compared to the broader market-4.00-2.000.002.004.002.230.57
The chart of Omega ratio for SP, currently valued at 1.45, compared to the broader market0.501.001.502.001.451.07
The chart of Calmar ratio for SP, currently valued at 1.42, compared to the broader market0.002.004.006.001.420.35
The chart of Martin ratio for SP, currently valued at 7.84, compared to the broader market-5.000.005.0010.0015.0020.0025.007.841.51
SP
FBCVX


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.01
0.35
SP
FBCVX

Dividends

SP vs. FBCVX - Dividend Comparison

SP has not paid dividends to shareholders, while FBCVX's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
SP
SP Plus Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FBCVX
Fidelity Blue Chip Value Fund
0.91%1.53%1.07%1.26%1.07%1.48%1.62%1.09%1.05%1.77%1.39%0.60%

Drawdowns

SP vs. FBCVX - Drawdown Comparison


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-11.06%
SP
FBCVX

Volatility

SP vs. FBCVX - Volatility Comparison

The current volatility for SP Plus Corporation (SP) is 0.00%, while Fidelity Blue Chip Value Fund (FBCVX) has a volatility of 3.45%. This indicates that SP experiences smaller price fluctuations and is considered to be less risky than FBCVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember0
3.45%
SP
FBCVX
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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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