SUZ vs. FTEC

Last updated Apr 1, 2026

Compare and contrast key facts about Suzano S.A. (SUZ) and Fidelity MSCI Information Technology Index ETF (FTEC).

FTEC is a passively managed fund by Fidelity that tracks the performance of the MSCI USA IMI Information Technology 25/50 Index. It was launched on Oct 21, 2013.

Performance

SUZ vs. FTEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Suzano S.A. (SUZ) and Fidelity MSCI Information Technology Index ETF (FTEC). The values are adjusted to include any dividend payments, if applicable.

SUZ vs. FTEC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SUZ Suzano S.A.	7.17%	-5.68%	-7.94%	25.85%	-9.16%	-3.40%	13.62%	0.50%	65.71%	48.72%
FTEC Fidelity MSCI Information Technology Index ETF	-7.30%	22.11%	29.40%	53.30%	-29.59%	30.49%	45.83%	48.93%	-0.39%	36.83%

Returns By Period

In the year-to-date period, SUZ achieves a 7.17% return, which is significantly higher than FTEC's -7.30% return. Over the past 10 years, SUZ has underperformed FTEC with an annualized return of 14.32%, while FTEC has yielded a comparatively higher 21.13% annualized return.

SUZ

• 1D: 4.16%
• 1M: -11.65%
• YTD: 7.17%
• 6M: 8.83%
• 1Y: 10.12%
• 3Y*: 9.64%
• 5Y*: -1.08%
• 10Y*: 14.32%

FTEC

• 1D: 4.32%
• 1M: -3.83%
• YTD: -7.30%
• 6M: -6.15%
• 1Y: 29.59%
• 3Y*: 22.94%
• 5Y*: 14.76%
• 10Y*: 21.13%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SUZ vs. FTEC — Risk / Return Rank

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

SUZ

SUZ Risk / Return Rank: 53
SUZ Sharpe Ratio Rank: 55
SUZ Sortino Ratio Rank: 52
SUZ Omega Ratio Rank: 48
SUZ Calmar Ratio Rank: 56
SUZ Martin Ratio Rank: 56

FTEC

FTEC Risk / Return Rank: 68
FTEC Sharpe Ratio Rank: 65
FTEC Sortino Ratio Rank: 69
FTEC Omega Ratio Rank: 67
FTEC Calmar Ratio Rank: 74
FTEC Martin Ratio Rank: 62

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SUZ vs. FTEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Suzano S.A. (SUZ) and Fidelity MSCI Information Technology Index ETF (FTEC). 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.

	SUZ	FTEC	Difference
Sharpe ratio Return per unit of total volatility	0.35	1.08	-0.73
Sortino ratio Return per unit of downside risk	0.85	1.66	-0.81
Omega ratio Gain probability vs. loss probability	1.09	1.23	-0.14
Calmar ratio Return relative to maximum drawdown	0.59	1.81	-1.22
Martin ratio Return relative to average drawdown	1.43	5.63	-4.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SUZ vs. FTEC - Sharpe Ratio Comparison

The current SUZ Sharpe Ratio is 0.35, which is lower than the FTEC Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of SUZ and FTEC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SUZ	FTEC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.35	1.08	-0.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.03	0.59	-0.63
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.34	0.86	-0.53
Sharpe Ratio (All Time) Calculated using the full available price history	0.02	0.85	-0.83

Correlation

The correlation between SUZ and FTEC is 0.19, 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.

Dividends

SUZ vs. FTEC - Dividend Comparison

SUZ's dividend yield for the trailing twelve months is around 2.03%, more than FTEC's 0.46% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SUZ Suzano S.A.	2.03%	2.18%	3.33%	2.10%	6.49%	0.00%	0.00%	1.17%	0.50%	4.30%	1.64%	1.44%
FTEC Fidelity MSCI Information Technology Index ETF	0.46%	0.43%	0.49%	0.77%	0.93%	0.63%	0.83%	1.03%	1.20%	0.96%	1.25%	1.27%

Drawdowns

SUZ vs. FTEC - Drawdown Comparison

The maximum SUZ drawdown since its inception was -85.59%, which is greater than FTEC's maximum drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for SUZ and FTEC.

Drawdown Indicators

	SUZ	FTEC	Difference
Max Drawdown Largest peak-to-trough decline	-85.59%	-34.95%	-50.64%
Max Drawdown (1Y) Largest decline over 1 year	-17.89%	-16.26%	-1.63%
Max Drawdown (5Y) Largest decline over 5 years	-38.95%	-34.95%	-4.00%
Max Drawdown (10Y) Largest decline over 10 years	-65.05%	-34.95%	-30.10%
Current Drawdown Current decline from peak	-33.72%	-12.65%	-21.07%
Average Drawdown Average peak-to-trough decline	-50.92%	-5.61%	-45.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.31%	5.22%	+2.09%

Volatility

SUZ vs. FTEC - Volatility Comparison

Suzano S.A. (SUZ) has a higher volatility of 10.27% compared to Fidelity MSCI Information Technology Index ETF (FTEC) at 7.97%. This indicates that SUZ's price experiences larger fluctuations and is considered to be riskier than FTEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SUZ	FTEC	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.27%	7.97%	+2.30%
Volatility (6M) Calculated over the trailing 6-month period	21.37%	16.35%	+5.02%
Volatility (1Y) Calculated over the trailing 1-year period	28.69%	27.51%	+1.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.23%	25.12%	+6.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.63%	24.57%	+18.06%