FAT vs. LUMN

In the year-to-date period, FAT achieves a -1.82% return, which is significantly higher than LUMN's -24.29% return.

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

The current FAT Sharpe Ratio is -0.39, which is lower than the LUMN Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of FAT and LUMN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FAT's dividend yield for the trailing twelve months is around 12.30%, while LUMN has not paid dividends to shareholders.

The maximum FAT drawdown since its inception was -78.79%, smaller than the maximum LUMN drawdown of -95.26%. Use the drawdown chart below to compare losses from any high point for FAT and LUMN. For additional features, visit the drawdowns tool.

FAT Brands Inc. (FAT) has a higher volatility of 27.48% compared to Lumen Technologies, Inc. (LUMN) at 23.27%. This indicates that FAT's price experiences larger fluctuations and is considered to be riskier than LUMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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