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SWBI vs. FSKAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWBI and FSKAX is 0.34, 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.


-0.50.00.51.00.3

Performance

SWBI vs. FSKAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Smith & Wesson Brands, Inc. (SWBI) and Fidelity Total Market Index Fund (FSKAX). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
422.89%
485.16%
SWBI
FSKAX

Key characteristics

Sharpe Ratio

SWBI:

-0.47

FSKAX:

2.00

Sortino Ratio

SWBI:

-0.45

FSKAX:

2.67

Omega Ratio

SWBI:

0.93

FSKAX:

1.37

Calmar Ratio

SWBI:

-0.22

FSKAX:

2.99

Martin Ratio

SWBI:

-1.28

FSKAX:

12.68

Ulcer Index

SWBI:

17.42%

FSKAX:

2.03%

Daily Std Dev

SWBI:

47.78%

FSKAX:

12.88%

Max Drawdown

SWBI:

-100.00%

FSKAX:

-35.01%

Current Drawdown

SWBI:

-100.00%

FSKAX:

-4.07%

Returns By Period

In the year-to-date period, SWBI achieves a -23.08% return, which is significantly lower than FSKAX's 23.68% return. Over the past 10 years, SWBI has underperformed FSKAX with an annualized return of 3.95%, while FSKAX has yielded a comparatively higher 12.12% annualized return.


SWBI

YTD

-23.08%

1M

-23.29%

6M

-27.50%

1Y

-23.37%

5Y*

10.05%

10Y*

3.95%

FSKAX

YTD

23.68%

1M

-0.95%

6M

8.93%

1Y

24.31%

5Y*

13.85%

10Y*

12.12%

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Risk-Adjusted Performance

SWBI vs. FSKAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Smith & Wesson Brands, Inc. (SWBI) and Fidelity Total Market Index Fund (FSKAX). 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 SWBI, currently valued at -0.47, compared to the broader market-4.00-2.000.002.00-0.472.00
The chart of Sortino ratio for SWBI, currently valued at -0.45, compared to the broader market-4.00-2.000.002.004.00-0.452.67
The chart of Omega ratio for SWBI, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.37
The chart of Calmar ratio for SWBI, currently valued at -0.33, compared to the broader market0.002.004.006.00-0.332.99
The chart of Martin ratio for SWBI, currently valued at -1.28, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.2812.68
SWBI
FSKAX

The current SWBI Sharpe Ratio is -0.47, which is lower than the FSKAX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of SWBI and FSKAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.47
2.00
SWBI
FSKAX

Dividends

SWBI vs. FSKAX - Dividend Comparison

SWBI's dividend yield for the trailing twelve months is around 5.08%, more than FSKAX's 0.18% yield.


TTM20232022202120202019201820172016201520142013
SWBI
Smith & Wesson Brands, Inc.
5.08%3.39%4.38%1.63%0.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSKAX
Fidelity Total Market Index Fund
0.18%1.41%1.62%1.15%1.45%1.80%2.06%1.66%1.82%1.96%1.63%1.54%

Drawdowns

SWBI vs. FSKAX - Drawdown Comparison

The maximum SWBI drawdown since its inception was -100.00%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for SWBI and FSKAX. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-68.11%
-4.07%
SWBI
FSKAX

Volatility

SWBI vs. FSKAX - Volatility Comparison

Smith & Wesson Brands, Inc. (SWBI) has a higher volatility of 24.71% compared to Fidelity Total Market Index Fund (FSKAX) at 3.89%. This indicates that SWBI's price experiences larger fluctuations and is considered to be riskier than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
24.71%
3.89%
SWBI
FSKAX
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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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