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COHR vs. FN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

COHR vs. FN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Coherent, Inc. (COHR) and Fabrinet (FN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COHR achieves a 108.61% return, which is significantly higher than FN's 34.21% return. Both investments have delivered pretty close results over the past 10 years, with COHR having a 34.35% annualized return and FN not far behind at 32.67%.


COHR

1D
5.90%
1M
-4.63%
YTD
108.61%
6M
115.90%
1Y
375.64%
3Y*
107.95%
5Y*
40.59%
10Y*
34.35%

FN

1D
4.94%
1M
-12.22%
YTD
34.21%
6M
29.76%
1Y
137.77%
3Y*
67.62%
5Y*
45.38%
10Y*
32.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COHR vs. FN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COHR
Coherent, Inc.
108.61%94.84%117.62%24.02%-48.63%-10.04%125.60%3.73%-30.86%58.35%
FN
Fabrinet
34.21%107.06%15.53%48.44%8.23%52.69%19.66%26.37%78.78%-28.78%

Correlation

The correlation between COHR and FN is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.64

Correlation (10Y)
Calculated over the trailing 10-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2010

0.52

The correlation between COHR and FN shifts across timeframes, from 0.52 (all time) to 0.71 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS

COHR:

$1.64K

FN:

$11.65

PE Ratio

COHR:

0.23

FN:

52.46

PEG Ratio

COHR:

0.04

FN:

2.25

PS Ratio

COHR:

0.02

FN:

5.21

Total Revenue (TTM)

COHR:

$1.81T

FN:

$4.24B

Gross Profit (TTM)

COHR:

$1.76B

FN:

$509.75M

EBITDA (TTM)

COHR:

$960.76M

FN:

$422.55M

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Return for Risk

COHR vs. FN — Risk / Return Rank

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

COHR
COHR Risk / Return Rank: 9797
Overall Rank
COHR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
COHR Sortino Ratio Rank: 9595
Sortino Ratio Rank
COHR Omega Ratio Rank: 9595
Omega Ratio Rank
COHR Calmar Ratio Rank: 9999
Calmar Ratio Rank
COHR Martin Ratio Rank: 9999
Martin Ratio Rank

FN
FN Risk / Return Rank: 8989
Overall Rank
FN Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FN Sortino Ratio Rank: 8383
Sortino Ratio Rank
FN Omega Ratio Rank: 8383
Omega Ratio Rank
FN Calmar Ratio Rank: 9595
Calmar Ratio Rank
FN Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COHR vs. FN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Coherent, Inc. (COHR) 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.


COHRFNDifference
Sharpe ratioReturn per unit of total volatility

+3.06

Sortino ratioReturn per unit of downside risk

+1.49

Omega ratioGain probability vs. loss probability

1.54

1.32

+0.23

Calmar ratioReturn relative to maximum drawdown

14.28

6.22

+8.05

Martin ratioReturn relative to average drawdown

39.14

15.46

+23.68

COHR vs. FN - Sharpe Ratio Comparison

The current COHR Sharpe Ratio is 5.14, which is higher than the FN Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of COHR and FN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

COHR vs. FN - Drawdown Comparison

The maximum COHR drawdown since its inception was -80.89%, which is greater than FN's maximum drawdown of -70.46%. Use the drawdown chart below to compare losses from any high point for COHR and FN.


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Drawdown Indicators


COHRFNDifference

Max Drawdown

Largest peak-to-trough decline

-80.89%

-70.46%

-10.43%

Max Drawdown (1Y)

Largest decline over 1 year

-26.52%

-22.27%

-4.25%

Max Drawdown (3Y)

Largest decline over 3 years

-54.85%

-37.47%

-17.38%

Max Drawdown (5Y)

Largest decline over 5 years

-62.87%

-38.70%

-24.17%

Max Drawdown (10Y)

Largest decline over 10 years

-72.22%

-51.11%

-21.11%

Current Drawdown

Current decline from peak

-9.81%

-18.15%

+8.34%

Average Drawdown

Average peak-to-trough decline

-35.02%

-22.58%

-12.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.66%

8.95%

+0.71%

Volatility

COHR vs. FN - Volatility Comparison

Coherent, Inc. (COHR) has a higher volatility of 27.87% compared to Fabrinet (FN) at 24.63%. This indicates that COHR's price experiences larger fluctuations and is considered to be riskier 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


COHRFNDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.87%

24.63%

+3.24%

Volatility (6M)

Calculated over the trailing 6-month period

57.45%

56.18%

+1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

73.72%

67.07%

+6.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.62%

53.67%

+7.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.55%

48.29%

+8.26%

Dividends

COHR vs. FN - Dividend Comparison

Neither COHR nor FN has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

COHR vs. FN - Financials Comparison

This section allows you to compare key financial metrics between Coherent, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00B1.00T1.50T2.00T20222023202420252026
1.81T
1.21B
(COHR) Total Revenue
(FN) Total Revenue
Values in USD except per share items

COHR vs. FN - Profitability Comparison

The chart below illustrates the profitability comparison between Coherent, Inc. and Fabrinet over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%202220232024202520260
11.9%
Portfolio components
COHR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Coherent, Inc. reported a gross profit of 0.00 and revenue of 1.81T. Therefore, the gross margin over that period was 0.0%.

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%.

COHR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Coherent, Inc. reported an operating income of 0.00 and revenue of 1.81T, resulting in an operating margin of 0.0%.

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%.

COHR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Coherent, Inc. reported a net income of 191.40B and revenue of 1.81T, resulting in a net margin of 10.6%.

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


COHR and FN have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COHR has higher volatility (27.87%) compared to FN (24.63%). In terms of maximum drawdown, COHR dropped -80.89% vs FN's -70.46%.

COHR currently has the higher Sharpe Ratio (5.14 vs 2.07), 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.

Portfolio Optimizer

Find the right allocation for COHR and FN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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