PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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.

-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-8.16%
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

0.75%

1M

-2.15%

6M

-8.16%

1Y

0.67%

5Y*

4.24%

10Y*

5.78%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

SP vs. FBCVX — Risk-Adjusted Performance Rank

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

SP
The Risk-Adjusted Performance Rank of SP is 9292
Overall Rank
The Sharpe Ratio Rank of SP is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of SP is 9999
Sortino Ratio Rank
The Omega Ratio Rank of SP is 9797
Omega Ratio Rank
The Calmar Ratio Rank of SP is 9292
Calmar Ratio Rank
The Martin Ratio Rank of SP is 9494
Martin Ratio Rank

FBCVX
The Risk-Adjusted Performance Rank of FBCVX is 99
Overall Rank
The Sharpe Ratio Rank of FBCVX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of FBCVX is 88
Sortino Ratio Rank
The Omega Ratio Rank of FBCVX is 88
Omega Ratio Rank
The Calmar Ratio Rank of FBCVX is 99
Calmar Ratio Rank
The Martin Ratio Rank of FBCVX is 99
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.

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 0.92, compared to the broader market-2.000.002.004.000.920.01
The chart of Sortino ratio for SP, currently valued at 2.08, compared to the broader market-4.00-2.000.002.004.002.080.09
The chart of Omega ratio for SP, currently valued at 1.46, compared to the broader market0.501.001.502.001.461.01
The chart of Calmar ratio for SP, currently valued at 1.26, compared to the broader market0.002.004.006.001.260.01
The chart of Martin ratio for SP, currently valued at 7.10, compared to the broader market-10.000.0010.0020.0030.007.100.02
SP
FBCVX


Rolling 12-month Sharpe Ratio0.000.501.00AugustSeptemberOctoberNovemberDecember2025
0.92
0.01
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 1.76%.


TTM20242023202220212020201920182017201620152014
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
1.76%1.77%1.53%1.07%1.26%1.07%1.48%1.62%1.09%1.05%2.90%2.77%

Drawdowns

SP vs. FBCVX - Drawdown Comparison


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-11.28%
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 4.01%. 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%AugustSeptemberOctoberNovemberDecember20250
4.01%
SP
FBCVX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab