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

Key characteristics


SPFINFX

Correlation

-0.50.00.51.00.4

The correlation between SP and FINFX is 0.44, 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

SP vs. FINFX - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember0
10.00%
SP
FINFX

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Risk-Adjusted Performance

SP vs. FINFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SP Plus Corporation (SP) and American Funds Fundamental Investors® Class F-2 (FINFX). 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.


SP
Sharpe ratio
The chart of Sharpe ratio for SP, currently valued at 1.02, compared to the broader market-4.00-2.000.002.004.001.02
Sortino ratio
The chart of Sortino ratio for SP, currently valued at 2.06, compared to the broader market-4.00-2.000.002.004.006.002.06
Omega ratio
The chart of Omega ratio for SP, currently valued at 1.36, compared to the broader market0.501.001.502.001.36
Calmar ratio
The chart of Calmar ratio for SP, currently valued at 1.57, compared to the broader market0.002.004.006.001.57
Martin ratio
The chart of Martin ratio for SP, currently valued at 8.28, compared to the broader market0.0010.0020.0030.008.28
FINFX
Sharpe ratio
The chart of Sharpe ratio for FINFX, currently valued at 2.83, compared to the broader market-4.00-2.000.002.004.002.83
Sortino ratio
The chart of Sortino ratio for FINFX, currently valued at 3.77, compared to the broader market-4.00-2.000.002.004.006.003.77
Omega ratio
The chart of Omega ratio for FINFX, currently valued at 1.52, compared to the broader market0.501.001.502.001.52
Calmar ratio
The chart of Calmar ratio for FINFX, currently valued at 4.49, compared to the broader market0.002.004.006.004.49
Martin ratio
The chart of Martin ratio for FINFX, currently valued at 19.67, compared to the broader market0.0010.0020.0030.0019.67

SP vs. FINFX - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.02
2.83
SP
FINFX

Dividends

SP vs. FINFX - Dividend Comparison

SP has not paid dividends to shareholders, while FINFX's dividend yield for the trailing twelve months is around 1.13%.


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%
FINFX
American Funds Fundamental Investors® Class F-2
1.13%1.38%1.83%1.45%1.68%1.71%2.12%1.64%1.79%3.22%10.13%3.70%

Drawdowns

SP vs. FINFX - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.66%
SP
FINFX

Volatility

SP vs. FINFX - Volatility Comparison

The current volatility for SP Plus Corporation (SP) is 0.00%, while American Funds Fundamental Investors® Class F-2 (FINFX) has a volatility of 3.67%. This indicates that SP experiences smaller price fluctuations and is considered to be less risky than FINFX 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%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember0
3.67%
SP
FINFX