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VWDRY vs. FBGRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VWDRY and FBGRX is 0.35, 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.


Performance

VWDRY vs. FBGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vestas Wind Systems A/S (VWDRY) and Fidelity Blue Chip Growth Fund (FBGRX). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%December2025FebruaryMarchAprilMay
69.23%
604.32%
VWDRY
FBGRX

Key characteristics

Sharpe Ratio

VWDRY:

-0.95

FBGRX:

0.03

Sortino Ratio

VWDRY:

-1.27

FBGRX:

0.24

Omega Ratio

VWDRY:

0.84

FBGRX:

1.03

Calmar Ratio

VWDRY:

-0.59

FBGRX:

0.03

Martin Ratio

VWDRY:

-1.12

FBGRX:

0.10

Ulcer Index

VWDRY:

40.22%

FBGRX:

9.10%

Daily Std Dev

VWDRY:

48.87%

FBGRX:

28.18%

Max Drawdown

VWDRY:

-97.29%

FBGRX:

-57.42%

Current Drawdown

VWDRY:

-71.30%

FBGRX:

-14.48%

Returns By Period

In the year-to-date period, VWDRY achieves a 8.61% return, which is significantly higher than FBGRX's -10.27% return. Over the past 10 years, VWDRY has underperformed FBGRX with an annualized return of 4.77%, while FBGRX has yielded a comparatively higher 11.59% annualized return.


VWDRY

YTD

8.61%

1M

16.87%

6M

-1.00%

1Y

-46.34%

5Y*

-3.03%

10Y*

4.77%

FBGRX

YTD

-10.27%

1M

4.18%

6M

-9.66%

1Y

0.94%

5Y*

12.61%

10Y*

11.59%

*Annualized

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Risk-Adjusted Performance

VWDRY vs. FBGRX — Risk-Adjusted Performance Rank

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

VWDRY
The Risk-Adjusted Performance Rank of VWDRY is 1313
Overall Rank
The Sharpe Ratio Rank of VWDRY is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of VWDRY is 99
Sortino Ratio Rank
The Omega Ratio Rank of VWDRY is 1010
Omega Ratio Rank
The Calmar Ratio Rank of VWDRY is 1515
Calmar Ratio Rank
The Martin Ratio Rank of VWDRY is 2323
Martin Ratio Rank

FBGRX
The Risk-Adjusted Performance Rank of FBGRX is 2525
Overall Rank
The Sharpe Ratio Rank of FBGRX is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of FBGRX is 2727
Sortino Ratio Rank
The Omega Ratio Rank of FBGRX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FBGRX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of FBGRX is 2323
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.

VWDRY vs. FBGRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vestas Wind Systems A/S (VWDRY) and Fidelity Blue Chip Growth Fund (FBGRX). 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 VWDRY Sharpe Ratio is -0.95, which is lower than the FBGRX Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of VWDRY and FBGRX, 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-1.000.001.002.00December2025FebruaryMarchAprilMay
-0.95
0.03
VWDRY
FBGRX

Dividends

VWDRY vs. FBGRX - Dividend Comparison

VWDRY's dividend yield for the trailing twelve months is around 0.57%, more than FBGRX's 0.26% yield.


TTM20242023202220212020201920182017201620152014
VWDRY
Vestas Wind Systems A/S
0.57%0.00%0.00%0.19%0.89%0.49%1.11%1.27%1.24%0.99%0.54%0.00%
FBGRX
Fidelity Blue Chip Growth Fund
0.26%0.23%0.00%0.00%0.00%0.00%0.00%0.12%0.09%0.22%5.07%6.08%

Drawdowns

VWDRY vs. FBGRX - Drawdown Comparison

The maximum VWDRY drawdown since its inception was -97.29%, which is greater than FBGRX's maximum drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for VWDRY and FBGRX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-71.30%
-14.48%
VWDRY
FBGRX

Volatility

VWDRY vs. FBGRX - Volatility Comparison

Vestas Wind Systems A/S (VWDRY) has a higher volatility of 15.38% compared to Fidelity Blue Chip Growth Fund (FBGRX) at 8.93%. This indicates that VWDRY's price experiences larger fluctuations and is considered to be riskier than FBGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
15.38%
8.93%
VWDRY
FBGRX