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FAT vs. FGEN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


FATFGEN
YTD Return-6.11%-63.29%
1Y Return-9.39%-49.74%
3Y Return (Ann)-15.95%-71.05%
5Y Return (Ann)27.77%-61.59%
Sharpe Ratio-0.15-0.27
Sortino Ratio0.140.61
Omega Ratio1.021.08
Calmar Ratio-0.13-0.43
Martin Ratio-0.25-0.75
Ulcer Index30.73%57.01%
Daily Std Dev50.27%155.01%
Max Drawdown-81.65%-99.56%
Current Drawdown-50.19%-99.52%

Fundamentals


FATFGEN
Market Cap$89.82M$32.67M
EPS-$8.07-$1.70
Total Revenue (TTM)$143.83B$133.68M
Gross Profit (TTM)$46.70B$97.34M
EBITDA (TTM)-$64.96B-$92.70M

Correlation

-0.50.00.51.00.1

The correlation between FAT and FGEN is 0.10, 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.

Performance

FAT vs. FGEN - Performance Comparison

In the year-to-date period, FAT achieves a -6.11% return, which is significantly higher than FGEN's -63.29% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-80.00%-60.00%-40.00%-20.00%0.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-24.70%
-71.96%
FAT
FGEN

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Risk-Adjusted Performance

FAT vs. FGEN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FAT Brands Inc. (FAT) and FibroGen, Inc. (FGEN). 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.


FAT
Sharpe ratio
The chart of Sharpe ratio for FAT, currently valued at -0.15, compared to the broader market-4.00-2.000.002.00-0.15
Sortino ratio
The chart of Sortino ratio for FAT, currently valued at 0.14, compared to the broader market-4.00-2.000.002.004.000.14
Omega ratio
The chart of Omega ratio for FAT, currently valued at 1.02, compared to the broader market0.501.001.502.001.02
Calmar ratio
The chart of Calmar ratio for FAT, currently valued at -0.13, compared to the broader market0.002.004.006.00-0.13
Martin ratio
The chart of Martin ratio for FAT, currently valued at -0.25, compared to the broader market-10.000.0010.0020.0030.00-0.25
FGEN
Sharpe ratio
The chart of Sharpe ratio for FGEN, currently valued at -0.27, compared to the broader market-4.00-2.000.002.00-0.27
Sortino ratio
The chart of Sortino ratio for FGEN, currently valued at 0.61, compared to the broader market-4.00-2.000.002.004.000.61
Omega ratio
The chart of Omega ratio for FGEN, currently valued at 1.08, compared to the broader market0.501.001.502.001.08
Calmar ratio
The chart of Calmar ratio for FGEN, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.43
Martin ratio
The chart of Martin ratio for FGEN, currently valued at -0.75, compared to the broader market-10.000.0010.0020.0030.00-0.75

FAT vs. FGEN - Sharpe Ratio Comparison

The current FAT Sharpe Ratio is -0.15, which is higher than the FGEN Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of FAT and FGEN, 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-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.15
-0.27
FAT
FGEN

Dividends

FAT vs. FGEN - Dividend Comparison

FAT's dividend yield for the trailing twelve months is around 10.53%, while FGEN has not paid dividends to shareholders.


TTM202320222021202020192018
FAT
FAT Brands Inc.
10.53%9.24%10.92%4.91%0.00%6.37%18.88%
FGEN
FibroGen, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FAT vs. FGEN - Drawdown Comparison

The maximum FAT drawdown since its inception was -81.65%, smaller than the maximum FGEN drawdown of -99.56%. Use the drawdown chart below to compare losses from any high point for FAT and FGEN. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-50.19%
-99.52%
FAT
FGEN

Volatility

FAT vs. FGEN - Volatility Comparison

The current volatility for FAT Brands Inc. (FAT) is 7.88%, while FibroGen, Inc. (FGEN) has a volatility of 21.50%. This indicates that FAT experiences smaller price fluctuations and is considered to be less risky than FGEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%JuneJulyAugustSeptemberOctoberNovember
7.88%
21.50%
FAT
FGEN

Financials

FAT vs. FGEN - Financials Comparison

This section allows you to compare key financial metrics between FAT Brands Inc. and FibroGen, Inc.. 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



Values in USD except per share items