WEYS vs. FXAIX
Compare and contrast key facts about Weyco Group, Inc. (WEYS) and Fidelity 500 Index Fund (FXAIX).
FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WEYS or FXAIX.
Performance
WEYS vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, WEYS achieves a 19.80% return, which is significantly lower than FXAIX's 25.06% return. Over the past 10 years, WEYS has underperformed FXAIX with an annualized return of 6.46%, while FXAIX has yielded a comparatively higher 13.01% annualized return.
WEYS
19.80%
4.67%
22.02%
32.50%
13.64%
6.46%
FXAIX
25.06%
0.60%
11.76%
32.39%
15.52%
13.01%
Key characteristics
| WEYS | FXAIX | |
|---|---|---|
| Sharpe Ratio | 0.95 | 2.66 |
| Sortino Ratio | 1.66 | 3.55 |
| Omega Ratio | 1.21 | 1.49 |
| Calmar Ratio | 2.34 | 3.86 |
| Martin Ratio | 5.06 | 17.38 |
| Ulcer Index | 6.92% | 1.87% |
| Daily Std Dev | 36.89% | 12.27% |
| Max Drawdown | -57.92% | -33.79% |
| Current Drawdown | -10.73% | -1.74% |
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Correlation
The correlation between WEYS and FXAIX is 0.41, 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.
Risk-Adjusted Performance
WEYS vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Weyco Group, Inc. (WEYS) 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.
Dividends
WEYS vs. FXAIX - Dividend Comparison
WEYS's dividend yield for the trailing twelve months is around 3.52%, more than FXAIX's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WEYS Weyco Group, Inc. | 3.52% | 3.16% | 4.54% | 4.01% | 6.06% | 3.59% | 3.12% | 2.93% | 2.65% | 2.95% | 2.53% | 1.83% |
FXAIX Fidelity 500 Index Fund | 1.23% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
WEYS vs. FXAIX - Drawdown Comparison
The maximum WEYS drawdown since its inception was -57.92%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for WEYS and FXAIX. For additional features, visit the drawdowns tool.
Volatility
WEYS vs. FXAIX - Volatility Comparison
Weyco Group, Inc. (WEYS) has a higher volatility of 20.83% compared to Fidelity 500 Index Fund (FXAIX) at 4.05%. This indicates that WEYS'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.