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SSTK vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SSTK and FXAIX is 0.45, 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

SSTK vs. FXAIX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SSTK:

-0.99

FXAIX:

0.72

Sortino Ratio

SSTK:

-1.52

FXAIX:

1.14

Omega Ratio

SSTK:

0.83

FXAIX:

1.17

Calmar Ratio

SSTK:

-0.57

FXAIX:

0.77

Martin Ratio

SSTK:

-1.46

FXAIX:

2.96

Ulcer Index

SSTK:

33.97%

FXAIX:

4.86%

Daily Std Dev

SSTK:

52.28%

FXAIX:

19.75%

Max Drawdown

SSTK:

-87.39%

FXAIX:

-33.79%

Current Drawdown

SSTK:

-83.24%

FXAIX:

-3.95%

Returns By Period

In the year-to-date period, SSTK achieves a -35.25% return, which is significantly lower than FXAIX's 0.50% return. Over the past 10 years, SSTK has underperformed FXAIX with an annualized return of -9.71%, while FXAIX has yielded a comparatively higher 12.57% annualized return.


SSTK

YTD

-35.25%

1M

24.53%

6M

-37.12%

1Y

-51.67%

5Y*

-9.84%

10Y*

-9.71%

FXAIX

YTD

0.50%

1M

9.84%

6M

-1.01%

1Y

14.22%

5Y*

17.42%

10Y*

12.57%

*Annualized

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Risk-Adjusted Performance

SSTK vs. FXAIX — Risk-Adjusted Performance Rank

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

SSTK
The Risk-Adjusted Performance Rank of SSTK is 88
Overall Rank
The Sharpe Ratio Rank of SSTK is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of SSTK is 55
Sortino Ratio Rank
The Omega Ratio Rank of SSTK is 88
Omega Ratio Rank
The Calmar Ratio Rank of SSTK is 1414
Calmar Ratio Rank
The Martin Ratio Rank of SSTK is 77
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 7171
Overall Rank
The Sharpe Ratio Rank of FXAIX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 7272
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.

SSTK vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Shutterstock, Inc. (SSTK) 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.


The current SSTK Sharpe Ratio is -0.99, which is lower than the FXAIX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of SSTK 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.


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Dividends

SSTK vs. FXAIX - Dividend Comparison

SSTK's dividend yield for the trailing twelve months is around 6.36%, more than FXAIX's 1.26% yield.


TTM20242023202220212020201920182017201620152014
SSTK
Shutterstock, Inc.
6.36%3.95%2.24%1.82%0.76%0.95%0.00%8.33%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
1.26%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%

Drawdowns

SSTK vs. FXAIX - Drawdown Comparison

The maximum SSTK drawdown since its inception was -87.39%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for SSTK and FXAIX. For additional features, visit the drawdowns tool.


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Volatility

SSTK vs. FXAIX - Volatility Comparison

Shutterstock, Inc. (SSTK) has a higher volatility of 14.69% compared to Fidelity 500 Index Fund (FXAIX) at 6.15%. This indicates that SSTK'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.


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