AXSM vs. FN
AXSM (Axsome Therapeutics, Inc.) and FN (Fabrinet) are both stocks. AXSM operates in Biotechnology (Healthcare), while FN operates in Electronic Components (Technology). Over the past 10 years, AXSM returned 44.83%/yr vs 31.23%/yr for FN. At a 0.18 correlation, their price movements are largely independent.
Performance
AXSM vs. FN - Performance Comparison
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Returns By Period
In the year-to-date period, AXSM achieves a 37.16% return, which is significantly higher than FN's 26.02% return. Over the past 10 years, AXSM has outperformed FN with an annualized return of 44.83%, while FN has yielded a comparatively lower 31.23% annualized return.
AXSM
- 1D
- -0.66%
- 1M
- 6.16%
- YTD
- 37.16%
- 6M
- 64.10%
- 1Y
- 148.78%
- 3Y*
- 43.37%
- 5Y*
- 30.05%
- 10Y*
- 44.83%
FN
- 1D
- -1.82%
- 1M
- -18.48%
- YTD
- 26.02%
- 6M
- 20.67%
- 1Y
- 115.55%
- 3Y*
- 64.45%
- 5Y*
- 44.47%
- 10Y*
- 31.23%
AXSM vs. FN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AXSM Axsome Therapeutics, Inc. | 37.16% | 115.86% | 6.31% | 3.19% | 104.16% | -53.63% | -21.18% | 3,565.25% | -49.64% | -17.04% |
FN Fabrinet | 26.02% | 107.06% | 15.53% | 48.44% | 8.23% | 52.69% | 19.66% | 26.37% | 78.78% | -28.78% |
Correlation
The correlation between AXSM and FN is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2015 | 0.18 |
Fundamentals
AXSM:
$12.83B
FN:
$20.78B
AXSM:
-$3.74
FN:
$11.65
AXSM:
17.80
FN:
4.90
AXSM:
234.95
FN:
9.02
AXSM:
$708.24M
FN:
$4.24B
AXSM:
$655.82M
FN:
$509.75M
AXSM:
-$172.72M
FN:
$422.55M
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Return for Risk
AXSM vs. FN — Risk / Return Rank
AXSM
FN
AXSM vs. FN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Axsome Therapeutics, Inc. (AXSM) and Fabrinet (FN). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AXSM | FN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.72 | ||
| Sortino ratioReturn per unit of downside risk | +2.65 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.29 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 7.80 | 5.04 | +2.76 |
| Martin ratioReturn relative to average drawdown | 22.99 | 12.51 | +10.49 |
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Drawdowns
AXSM vs. FN - Drawdown Comparison
The maximum AXSM drawdown since its inception was -86.65%, which is greater than FN's maximum drawdown of -70.46%. Use the drawdown chart below to compare losses from any high point for AXSM and FN.
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Drawdown Indicators
| AXSM | FN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.65% | -70.46% | -16.19% |
Max Drawdown (1Y)Largest decline over 1 year | -18.50% | -23.14% | +4.64% |
Max Drawdown (3Y)Largest decline over 3 years | -34.83% | -37.47% | +2.64% |
Max Drawdown (5Y)Largest decline over 5 years | -72.91% | -38.70% | -34.21% |
Max Drawdown (10Y)Largest decline over 10 years | -81.26% | -51.11% | -30.15% |
Current DrawdownCurrent decline from peak | -1.83% | -23.14% | +21.31% |
Average DrawdownAverage peak-to-trough decline | -39.42% | -22.58% | -16.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.27% | 9.31% | -3.04% |
Volatility
AXSM vs. FN - Volatility Comparison
The current volatility for Axsome Therapeutics, Inc. (AXSM) is 8.89%, while Fabrinet (FN) has a volatility of 24.51%. This indicates that AXSM experiences smaller price fluctuations and is considered to be less risky than FN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AXSM | FN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.89% | 24.51% | -15.62% |
Volatility (6M)Calculated over the trailing 6-month period | 33.12% | 55.49% | -22.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.72% | 67.10% | -25.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.26% | 53.82% | +16.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.42% | 48.37% | +42.05% |
Dividends
AXSM vs. FN - Dividend Comparison
Neither AXSM nor FN has paid dividends to shareholders.
Financials
AXSM vs. FN - Financials Comparison
This section allows you to compare key financial metrics between Axsome Therapeutics, Inc. and Fabrinet. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
AXSM vs. FN - Profitability Comparison
AXSM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Axsome Therapeutics, Inc. reported a gross profit of 176.48M and revenue of 191.20M. Therefore, the gross margin over that period was 92.3%.
FN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fabrinet reported a gross profit of 144.34M and revenue of 1.21B. Therefore, the gross margin over that period was 11.9%.
AXSM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Axsome Therapeutics, Inc. reported an operating income of -63.36M and revenue of 191.20M, resulting in an operating margin of -33.1%.
FN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fabrinet reported an operating income of 120.04M and revenue of 1.21B, resulting in an operating margin of 9.9%.
AXSM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Axsome Therapeutics, Inc. reported a net income of -64.54M and revenue of 191.20M, resulting in a net margin of -33.8%.
FN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fabrinet reported a net income of 128.18M and revenue of 1.21B, resulting in a net margin of 10.6%.
Frequently Asked Questions
AXSM and FN have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FN has higher volatility (24.51%) compared to AXSM (8.89%). In terms of maximum drawdown, AXSM dropped -86.65% vs FN's -70.46%.
AXSM currently has the higher Sharpe Ratio (3.46 vs 1.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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