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

Correlation

The correlation between USPH and FXAIX 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.


-0.50.00.51.00.4

Performance

USPH vs. FXAIX - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-4.51%
8.03%
USPH
FXAIX

Key characteristics

Sharpe Ratio

USPH:

-0.11

FXAIX:

2.03

Sortino Ratio

USPH:

0.08

FXAIX:

2.71

Omega Ratio

USPH:

1.01

FXAIX:

1.37

Calmar Ratio

USPH:

-0.08

FXAIX:

3.09

Martin Ratio

USPH:

-0.21

FXAIX:

12.93

Ulcer Index

USPH:

16.57%

FXAIX:

2.02%

Daily Std Dev

USPH:

32.46%

FXAIX:

12.87%

Max Drawdown

USPH:

-67.21%

FXAIX:

-33.79%

Current Drawdown

USPH:

-34.36%

FXAIX:

-2.17%

Returns By Period

In the year-to-date period, USPH achieves a 1.09% return, which is significantly lower than FXAIX's 1.21% return. Over the past 10 years, USPH has underperformed FXAIX with an annualized return of 9.81%, while FXAIX has yielded a comparatively higher 13.28% annualized return.


USPH

YTD

1.09%

1M

-6.15%

6M

-7.43%

1Y

-4.44%

5Y*

-4.48%

10Y*

9.81%

FXAIX

YTD

1.21%

1M

-1.95%

6M

7.19%

1Y

26.57%

5Y*

14.15%

10Y*

13.28%

*Annualized

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Risk-Adjusted Performance

USPH vs. FXAIX — Risk-Adjusted Performance Rank

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

USPH
The Risk-Adjusted Performance Rank of USPH is 4040
Overall Rank
The Sharpe Ratio Rank of USPH is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of USPH is 3636
Sortino Ratio Rank
The Omega Ratio Rank of USPH is 3636
Omega Ratio Rank
The Calmar Ratio Rank of USPH is 4343
Calmar Ratio Rank
The Martin Ratio Rank of USPH is 4444
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 9191
Overall Rank
The Sharpe Ratio Rank of FXAIX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 9090
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 9393
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.

USPH vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for U.S. Physical Therapy, Inc. (USPH) 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.


Sharpe ratio
The chart of Sharpe ratio for USPH, currently valued at -0.11, compared to the broader market-2.000.002.00-0.112.03
The chart of Sortino ratio for USPH, currently valued at 0.08, compared to the broader market-4.00-2.000.002.004.000.082.71
The chart of Omega ratio for USPH, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.37
The chart of Calmar ratio for USPH, currently valued at -0.08, compared to the broader market0.002.004.006.00-0.083.09
The chart of Martin ratio for USPH, currently valued at -0.21, compared to the broader market-30.00-20.00-10.000.0010.0020.00-0.2112.93
USPH
FXAIX

The current USPH Sharpe Ratio is -0.11, which is lower than the FXAIX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of USPH 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.11
2.03
USPH
FXAIX

Dividends

USPH vs. FXAIX - Dividend Comparison

USPH's dividend yield for the trailing twelve months is around 1.96%, more than FXAIX's 1.23% yield.


TTM20242023202220212020201920182017201620152014
USPH
U.S. Physical Therapy, Inc.
1.96%1.98%1.85%2.02%1.53%0.27%1.00%0.90%1.11%0.97%1.12%1.14%
FXAIX
Fidelity 500 Index Fund
1.23%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%

Drawdowns

USPH vs. FXAIX - Drawdown Comparison

The maximum USPH drawdown since its inception was -67.21%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for USPH and FXAIX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-34.36%
-2.17%
USPH
FXAIX

Volatility

USPH vs. FXAIX - Volatility Comparison

U.S. Physical Therapy, Inc. (USPH) has a higher volatility of 6.44% compared to Fidelity 500 Index Fund (FXAIX) at 4.98%. This indicates that USPH'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.


0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
6.44%
4.98%
USPH
FXAIX
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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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