EME vs. FN
EME (EMCOR Group, Inc.) and FN (Fabrinet) are both stocks. EME operates in Engineering & Construction (Industrials), while FN operates in Electronic Components (Technology). Over the past 10 years, EME returned 31.05%/yr vs 28.66%/yr for FN. Their 0.45 correlation means their historical movements had little consistent relationship.
Performance
EME vs. FN - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EME achieves a 30.55% return, which is significantly higher than FN's -4.36% return. Over the past 10 years, EME has outperformed FN with an annualized return of 31.05%, while FN has yielded a comparatively lower 28.66% annualized return.
EME
- 1D
- -0.62%
- 1M
- -0.81%
- 6M
- 10.75%
- YTD
- 30.55%
- 1Y
- 27.33%
- 3Y*
- 55.31%
- 5Y*
- 46.08%
- 10Y*
- 31.05%
- ALL TIME*
- 21.21%
FN
- 1D
- -0.89%
- 1M
- -20.43%
- 6M
- -11.04%
- YTD
- -4.36%
- 1Y
- 34.50%
- 3Y*
- 52.15%
- 5Y*
- 35.73%
- 10Y*
- 28.66%
- ALL TIME*
- 25.71%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $368.60M | $378.28M | $358.64M | |
FN Fabrinet | $369.31M | $374.33M | $584.37M |
EME vs. FN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EME EMCOR Group, Inc. | 30.55% | 35.05% | 111.27% | 46.03% | 16.81% | 39.93% | 6.47% | 45.18% | -26.68% | 16.09% |
FN Fabrinet | -4.36% | 107.06% | 15.53% | 48.44% | 8.23% | 52.69% | 19.66% | 26.37% | 78.78% | -28.78% |
Correlation
The correlation between EME and FN is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.60 |
Correlation (3Y) Balances recent behavior with more history. | 0.54 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.54 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2010 | 0.45 |
The correlation between EME and FN shifts across timeframes, from 0.45 (all time) to 0.60 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
EME:
$35.44B
FN:
$15.60B
EME:
$42.53
FN:
$11.64
EME:
18.75
FN:
37.40
EME:
0.44
FN:
1.60
EME:
1.45
FN:
3.72
EME:
$18.60B
FN:
$4.24B
EME:
$3.66B
FN:
$509.75M
EME:
$2.18B
FN:
$422.55M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EME vs. FN — Risk / Return Rank
EME
FN
EME vs. FN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EMCOR Group, Inc. (EME) 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.
| EME | FN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.14 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.96 | 0.78 | +0.18 |
| Martin ratioReturn relative to average drawdown | 2.30 | 2.36 | -0.06 |
Loading charts...
Drawdowns
EME vs. FN - Drawdown Comparison
The maximum EME drawdown since its inception was -70.56%, roughly equal to the maximum FN drawdown of -70.46%. Use the drawdown chart below to compare losses from any high point for EME and FN.
Loading charts...
Drawdown Indicators
| EME | FN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.56% | -70.46% | -0.10% |
Max Drawdown (1Y)Largest decline over 1 year | -28.71% | -44.47% | +15.76% |
Max Drawdown (3Y)Largest decline over 3 years | -36.19% | -44.47% | +8.28% |
Max Drawdown (5Y)Largest decline over 5 years | -36.19% | -44.47% | +8.28% |
Max Drawdown (10Y)Largest decline over 10 years | -48.00% | -51.11% | +3.11% |
Current DrawdownCurrent decline from peak | -15.46% | -41.67% | +26.21% |
Average DrawdownAverage peak-to-trough decline | -15.37% | -22.65% | +7.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.91% | 14.68% | -2.77% |
Volatility
EME vs. FN - Volatility Comparison
EMCOR Group, Inc. (EME) and Fabrinet (FN) have volatilities of 21.02% and 20.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EME | FN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.02% | 20.97% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 33.40% | 58.26% | -24.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.13% | 71.07% | -26.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.90% | 54.89% | -19.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.77% | 48.81% | -15.04% |
Dividends
EME vs. FN - Dividend Comparison
EME's dividend yield for the trailing twelve months is around 0.18%, while FN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EME EMCOR Group, Inc. | 0.18% | 0.16% | 0.20% | 0.32% | 0.36% | 0.41% | 0.35% | 0.37% | 0.54% | 0.39% | 0.45% | 0.67% |
FN Fabrinet | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
EME vs. FN - Financials Comparison
This section allows you to compare key financial metrics between EMCOR Group, 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
EME vs. FN - Profitability Comparison
EME - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, EMCOR Group, Inc. reported a gross profit of 1.02B and revenue of 5.15B. Therefore, the gross margin over that period was 19.8%.
FN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Fabrinet reported a gross profit of 144.34M and revenue of 1.21B. Therefore, the gross margin over that period was 11.9%.
EME - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, EMCOR Group, Inc. reported an operating income of 547.34M and revenue of 5.15B, resulting in an operating margin of 10.6%.
FN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Fabrinet reported an operating income of 120.04M and revenue of 1.21B, resulting in an operating margin of 9.9%.
EME - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, EMCOR Group, Inc. reported a net income of 403.69M and revenue of 5.15B, resulting in a net margin of 7.8%.
FN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 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
EME and FN have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EME has higher volatility (21.02%) compared to FN (20.97%). In terms of maximum drawdown, EME dropped -70.56% vs FN's -70.46%.
EME currently has the higher Sharpe Ratio (0.62 vs 0.49), 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.
Find the right allocation for EME 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.
Open Portfolio Optimizer