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

Key characteristics


FATNOK
YTD Return-6.11%41.61%
1Y Return-9.39%39.97%
3Y Return (Ann)-15.95%-3.80%
5Y Return (Ann)27.77%7.47%
Sharpe Ratio-0.151.36
Sortino Ratio0.142.02
Omega Ratio1.021.28
Calmar Ratio-0.130.49
Martin Ratio-0.257.82
Ulcer Index30.73%5.70%
Daily Std Dev50.27%32.76%
Max Drawdown-81.65%-95.97%
Current Drawdown-50.19%-84.57%

Fundamentals


FATNOK
Market Cap$89.82M$25.53B
EPS-$8.07$0.17
Total Revenue (TTM)$143.83B$19.17B
Gross Profit (TTM)$46.70B$10.82B
EBITDA (TTM)-$64.96B$2.56B

Correlation

-0.50.00.51.00.1

The correlation between FAT and NOK is 0.11, 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. NOK - Performance Comparison

In the year-to-date period, FAT achieves a -6.11% return, which is significantly lower than NOK's 41.61% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-24.70%
27.51%
FAT
NOK

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Risk-Adjusted Performance

FAT vs. NOK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FAT Brands Inc. (FAT) and Nokia Corporation (NOK). 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
NOK
Sharpe ratio
The chart of Sharpe ratio for NOK, currently valued at 1.36, compared to the broader market-4.00-2.000.002.001.36
Sortino ratio
The chart of Sortino ratio for NOK, currently valued at 2.02, compared to the broader market-4.00-2.000.002.004.002.02
Omega ratio
The chart of Omega ratio for NOK, currently valued at 1.28, compared to the broader market0.501.001.502.001.28
Calmar ratio
The chart of Calmar ratio for NOK, currently valued at 0.87, compared to the broader market0.002.004.006.000.87
Martin ratio
The chart of Martin ratio for NOK, currently valued at 7.82, compared to the broader market-10.000.0010.0020.0030.007.82

FAT vs. NOK - Sharpe Ratio Comparison

The current FAT Sharpe Ratio is -0.15, which is lower than the NOK Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of FAT and NOK, 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-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
-0.15
1.36
FAT
NOK

Dividends

FAT vs. NOK - Dividend Comparison

FAT's dividend yield for the trailing twelve months is around 10.53%, more than NOK's 3.01% yield.


TTM2023202220212020201920182017201620152014
FAT
FAT Brands Inc.
10.53%9.24%10.92%4.91%0.00%6.37%18.88%0.00%0.00%0.00%0.00%
NOK
Nokia Corporation
3.01%5.42%1.31%0.00%0.00%3.02%4.05%4.07%6.02%2.22%6.43%

Drawdowns

FAT vs. NOK - Drawdown Comparison

The maximum FAT drawdown since its inception was -81.65%, smaller than the maximum NOK drawdown of -95.97%. Use the drawdown chart below to compare losses from any high point for FAT and NOK. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-50.19%
-21.53%
FAT
NOK

Volatility

FAT vs. NOK - Volatility Comparison

The current volatility for FAT Brands Inc. (FAT) is 7.88%, while Nokia Corporation (NOK) has a volatility of 11.66%. This indicates that FAT experiences smaller price fluctuations and is considered to be less risky than NOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
7.88%
11.66%
FAT
NOK

Financials

FAT vs. NOK - Financials Comparison

This section allows you to compare key financial metrics between FAT Brands Inc. and Nokia Corporation. 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