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

Performance

FAT vs. NOK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FAT Brands Inc. (FAT) and Nokia Corporation (NOK). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
1.98%
18.90%
FAT
NOK

Returns By Period

In the year-to-date period, FAT achieves a -4.93% return, which is significantly lower than NOK's 35.26% return.


FAT

YTD

-4.93%

1M

4.00%

6M

1.98%

1Y

-4.61%

5Y (annualized)

24.90%

10Y (annualized)

N/A

NOK

YTD

35.26%

1M

-5.47%

6M

18.90%

1Y

29.94%

5Y (annualized)

7.98%

10Y (annualized)

-3.11%

Fundamentals


FATNOK
Market Cap$89.00M$24.41B
EPS-$9.22$0.17
Total Revenue (TTM)$143.83B$19.17B
Gross Profit (TTM)$46.70B$10.82B
EBITDA (TTM)$26.08M$2.56B

Key characteristics


FATNOK
Sharpe Ratio-0.070.94
Sortino Ratio0.261.52
Omega Ratio1.041.20
Calmar Ratio-0.060.34
Martin Ratio-0.115.16
Ulcer Index31.60%5.94%
Daily Std Dev50.38%32.77%
Max Drawdown-81.65%-95.97%
Current Drawdown-49.56%-85.22%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.

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.


Sharpe ratio
The chart of Sharpe ratio for FAT, currently valued at -0.07, compared to the broader market-4.00-2.000.002.004.00-0.070.94
The chart of Sortino ratio for FAT, currently valued at 0.26, compared to the broader market-4.00-2.000.002.004.000.261.52
The chart of Omega ratio for FAT, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.20
The chart of Calmar ratio for FAT, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.060.60
The chart of Martin ratio for FAT, currently valued at -0.11, compared to the broader market-10.000.0010.0020.0030.00-0.115.16
FAT
NOK

The current FAT Sharpe Ratio is -0.07, which is lower than the NOK Sharpe Ratio of 0.94. 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
-0.07
0.94
FAT
NOK

Dividends

FAT vs. NOK - Dividend Comparison

FAT's dividend yield for the trailing twelve months is around 10.67%, more than NOK's 3.16% yield.


TTM2023202220212020201920182017201620152014
FAT
FAT Brands Inc.
10.67%9.24%10.92%4.91%0.00%6.37%18.88%0.00%0.00%0.00%0.00%
NOK
Nokia Corporation
3.16%5.47%1.32%0.00%0.00%3.02%4.05%3.91%6.22%2.26%6.50%

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
-49.56%
-25.00%
FAT
NOK

Volatility

FAT vs. NOK - Volatility Comparison

FAT Brands Inc. (FAT) and Nokia Corporation (NOK) have volatilities of 7.04% and 6.86%, 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.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
7.04%
6.86%
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