^SP400 vs. FIX
Compare and contrast key facts about S&P 400 (^SP400) and Comfort Systems USA, Inc. (FIX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SP400 or FIX.
Key characteristics
| ^SP400 | FIX | |
|---|---|---|
| YTD Return | 5.68% | 47.52% |
| 1Y Return | 14.06% | 61.50% |
| 3Y Return (Ann) | 2.52% | 60.52% |
| 5Y Return (Ann) | 9.00% | 52.50% |
| 10Y Return (Ann) | 7.51% | 36.40% |
| Sharpe Ratio | 0.78 | 1.39 |
| Daily Std Dev | 16.70% | 44.22% |
| Max Drawdown | -56.32% | -93.36% |
| Current Drawdown | -5.64% | -14.40% |
Correlation
The correlation between ^SP400 and FIX is 0.53, 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.
Performance
^SP400 vs. FIX - Performance Comparison
In the year-to-date period, ^SP400 achieves a 5.68% return, which is significantly lower than FIX's 47.52% return. Over the past 10 years, ^SP400 has underperformed FIX with an annualized return of 7.51%, while FIX has yielded a comparatively higher 36.40% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^SP400 vs. FIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 400 (^SP400) and Comfort Systems USA, Inc. (FIX). 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.
Drawdowns
^SP400 vs. FIX - Drawdown Comparison
The maximum ^SP400 drawdown since its inception was -56.32%, smaller than the maximum FIX drawdown of -93.36%. Use the drawdown chart below to compare losses from any high point for ^SP400 and FIX. For additional features, visit the drawdowns tool.
Volatility
^SP400 vs. FIX - Volatility Comparison
The current volatility for S&P 400 (^SP400) is 5.52%, while Comfort Systems USA, Inc. (FIX) has a volatility of 15.25%. This indicates that ^SP400 experiences smaller price fluctuations and is considered to be less risky than FIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.