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YTRA vs. FGRTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between YTRA and FGRTX is 0.24, 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.


-0.50.00.51.00.2

Performance

YTRA vs. FGRTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Yatra Online, Inc. (YTRA) and Fidelity Mega Cap Stock Fund (FGRTX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
-21.71%
11.38%
YTRA
FGRTX

Key characteristics

Sharpe Ratio

YTRA:

-0.72

FGRTX:

2.05

Sortino Ratio

YTRA:

-0.85

FGRTX:

2.80

Omega Ratio

YTRA:

0.88

FGRTX:

1.38

Calmar Ratio

YTRA:

-0.41

FGRTX:

3.03

Martin Ratio

YTRA:

-1.96

FGRTX:

12.41

Ulcer Index

YTRA:

19.42%

FGRTX:

2.00%

Daily Std Dev

YTRA:

52.81%

FGRTX:

12.15%

Max Drawdown

YTRA:

-95.50%

FGRTX:

-57.06%

Current Drawdown

YTRA:

-91.77%

FGRTX:

-0.51%

Returns By Period

In the year-to-date period, YTRA achieves a -19.84% return, which is significantly lower than FGRTX's 5.81% return.


YTRA

YTD

-19.84%

1M

-17.89%

6M

-21.71%

1Y

-37.27%

5Y*

-22.16%

10Y*

N/A

FGRTX

YTD

5.81%

1M

1.19%

6M

11.38%

1Y

25.10%

5Y*

13.72%

10Y*

6.94%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

YTRA vs. FGRTX — Risk-Adjusted Performance Rank

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

YTRA
The Risk-Adjusted Performance Rank of YTRA is 1212
Overall Rank
The Sharpe Ratio Rank of YTRA is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of YTRA is 1313
Sortino Ratio Rank
The Omega Ratio Rank of YTRA is 1313
Omega Ratio Rank
The Calmar Ratio Rank of YTRA is 2121
Calmar Ratio Rank
The Martin Ratio Rank of YTRA is 11
Martin Ratio Rank

FGRTX
The Risk-Adjusted Performance Rank of FGRTX is 8989
Overall Rank
The Sharpe Ratio Rank of FGRTX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of FGRTX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of FGRTX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of FGRTX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of FGRTX is 9191
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.

YTRA vs. FGRTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Yatra Online, Inc. (YTRA) and Fidelity Mega Cap Stock Fund (FGRTX). 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 YTRA, currently valued at -0.72, compared to the broader market-2.000.002.00-0.722.05
The chart of Sortino ratio for YTRA, currently valued at -0.85, compared to the broader market-4.00-2.000.002.004.006.00-0.852.80
The chart of Omega ratio for YTRA, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.38
The chart of Calmar ratio for YTRA, currently valued at -0.41, compared to the broader market0.002.004.006.00-0.413.03
The chart of Martin ratio for YTRA, currently valued at -1.96, compared to the broader market-10.000.0010.0020.0030.00-1.9612.41
YTRA
FGRTX

The current YTRA Sharpe Ratio is -0.72, which is lower than the FGRTX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of YTRA and FGRTX, 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-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.72
2.05
YTRA
FGRTX

Dividends

YTRA vs. FGRTX - Dividend Comparison

YTRA has not paid dividends to shareholders, while FGRTX's dividend yield for the trailing twelve months is around 0.98%.


TTM20242023202220212020201920182017201620152014
YTRA
Yatra Online, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FGRTX
Fidelity Mega Cap Stock Fund
0.98%1.04%1.06%1.34%1.76%2.87%2.01%2.22%1.57%1.48%4.07%5.39%

Drawdowns

YTRA vs. FGRTX - Drawdown Comparison

The maximum YTRA drawdown since its inception was -95.50%, which is greater than FGRTX's maximum drawdown of -57.06%. Use the drawdown chart below to compare losses from any high point for YTRA and FGRTX. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-91.77%
-0.51%
YTRA
FGRTX

Volatility

YTRA vs. FGRTX - Volatility Comparison

Yatra Online, Inc. (YTRA) has a higher volatility of 12.64% compared to Fidelity Mega Cap Stock Fund (FGRTX) at 3.42%. This indicates that YTRA's price experiences larger fluctuations and is considered to be riskier than FGRTX 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%SeptemberOctoberNovemberDecember2025February
12.64%
3.42%
YTRA
FGRTX
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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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