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FATBB vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FATBB and VT 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.


-0.50.00.51.00.1

Performance

FATBB vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FAT Brands Inc. (FATBB) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
37.19%
8.02%
FATBB
VT

Key characteristics

Sharpe Ratio

FATBB:

-0.12

VT:

1.68

Sortino Ratio

FATBB:

0.37

VT:

2.29

Omega Ratio

FATBB:

1.06

VT:

1.30

Calmar Ratio

FATBB:

-0.12

VT:

2.47

Martin Ratio

FATBB:

-0.33

VT:

9.82

Ulcer Index

FATBB:

27.17%

VT:

2.04%

Daily Std Dev

FATBB:

76.40%

VT:

11.97%

Max Drawdown

FATBB:

-72.63%

VT:

-50.27%

Current Drawdown

FATBB:

-56.24%

VT:

0.00%

Returns By Period

In the year-to-date period, FATBB achieves a 44.61% return, which is significantly higher than VT's 5.52% return.


FATBB

YTD

44.61%

1M

28.81%

6M

37.19%

1Y

-4.56%

5Y*

N/A

10Y*

N/A

VT

YTD

5.52%

1M

3.76%

6M

8.02%

1Y

19.33%

5Y*

10.76%

10Y*

9.47%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

FATBB vs. VT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FATBB
The Risk-Adjusted Performance Rank of FATBB is 3939
Overall Rank
The Sharpe Ratio Rank of FATBB is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of FATBB is 4141
Sortino Ratio Rank
The Omega Ratio Rank of FATBB is 4242
Omega Ratio Rank
The Calmar Ratio Rank of FATBB is 3737
Calmar Ratio Rank
The Martin Ratio Rank of FATBB is 3939
Martin Ratio Rank

VT
The Risk-Adjusted Performance Rank of VT is 6969
Overall Rank
The Sharpe Ratio Rank of VT is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VT is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VT is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VT is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VT is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FATBB vs. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FAT Brands Inc. (FATBB) and Vanguard Total World Stock ETF (VT). 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 FATBB, currently valued at -0.12, compared to the broader market-2.000.002.004.00-0.121.68
The chart of Sortino ratio for FATBB, currently valued at 0.37, compared to the broader market-6.00-4.00-2.000.002.004.006.000.372.29
The chart of Omega ratio for FATBB, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.30
The chart of Calmar ratio for FATBB, currently valued at -0.12, compared to the broader market0.002.004.006.00-0.122.47
The chart of Martin ratio for FATBB, currently valued at -0.33, compared to the broader market0.0010.0020.0030.00-0.339.82
FATBB
VT

The current FATBB Sharpe Ratio is -0.12, which is lower than the VT Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of FATBB and VT, 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.12
1.68
FATBB
VT

Dividends

FATBB vs. VT - Dividend Comparison

FATBB's dividend yield for the trailing twelve months is around 7.87%, more than VT's 1.85% yield.


TTM20242023202220212020201920182017201620152014
FATBB
FAT Brands Inc.
7.87%16.39%13.11%14.84%3.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VT
Vanguard Total World Stock ETF
1.85%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%

Drawdowns

FATBB vs. VT - Drawdown Comparison

The maximum FATBB drawdown since its inception was -72.63%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for FATBB and VT. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-56.24%
0
FATBB
VT

Volatility

FATBB vs. VT - Volatility Comparison

FAT Brands Inc. (FATBB) has a higher volatility of 30.10% compared to Vanguard Total World Stock ETF (VT) at 3.05%. This indicates that FATBB's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%SeptemberOctoberNovemberDecember2025February
30.10%
3.05%
FATBB
VT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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