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

Correlation

The correlation between FGEN and FAT is 0.09, 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

FGEN vs. FAT - Performance Comparison

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

-100.00%-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-99.26%
87.19%
FGEN
FAT

Key characteristics

Sharpe Ratio

FGEN:

-0.20

FAT:

-0.17

Sortino Ratio

FGEN:

0.77

FAT:

0.12

Omega Ratio

FGEN:

1.10

FAT:

1.02

Calmar Ratio

FGEN:

-0.30

FAT:

-0.14

Martin Ratio

FGEN:

-0.46

FAT:

-0.25

Ulcer Index

FGEN:

64.66%

FAT:

33.48%

Daily Std Dev

FGEN:

150.76%

FAT:

49.93%

Max Drawdown

FGEN:

-99.56%

FAT:

-81.65%

Current Drawdown

FGEN:

-99.41%

FAT:

-48.12%

Fundamentals

Market Cap

FGEN:

$35.08M

FAT:

$92.83M

EPS

FGEN:

-$1.23

FAT:

-$9.22

Total Revenue (TTM)

FGEN:

$180.01M

FAT:

$606.01M

Gross Profit (TTM)

FGEN:

$138.38M

FAT:

$164.54M

EBITDA (TTM)

FGEN:

-$99.87M

FAT:

$26.08M

Returns By Period

In the year-to-date period, FGEN achieves a -54.87% return, which is significantly lower than FAT's -2.21% return.


FGEN

YTD

-54.87%

1M

14.29%

6M

-64.60%

1Y

-42.37%

5Y*

-61.23%

10Y*

-34.51%

FAT

YTD

-2.21%

1M

2.27%

6M

6.46%

1Y

-5.33%

5Y*

28.71%

10Y*

N/A

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Risk-Adjusted Performance

FGEN vs. FAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FibroGen, Inc. (FGEN) and FAT Brands Inc. (FAT). 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 FGEN, currently valued at -0.20, compared to the broader market-4.00-2.000.002.00-0.20-0.17
The chart of Sortino ratio for FGEN, currently valued at 0.77, compared to the broader market-4.00-2.000.002.004.000.770.12
The chart of Omega ratio for FGEN, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.02
The chart of Calmar ratio for FGEN, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.30-0.14
The chart of Martin ratio for FGEN, currently valued at -0.46, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.46-0.25
FGEN
FAT

The current FGEN Sharpe Ratio is -0.20, which is comparable to the FAT Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of FGEN and FAT, 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-0.60-0.40-0.200.000.20JulyAugustSeptemberOctoberNovemberDecember
-0.20
-0.17
FGEN
FAT

Dividends

FGEN vs. FAT - Dividend Comparison

FGEN has not paid dividends to shareholders, while FAT's dividend yield for the trailing twelve months is around 10.37%.


TTM202320222021202020192018
FGEN
FibroGen, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FAT
FAT Brands Inc.
10.37%9.24%10.92%4.91%0.00%6.37%18.88%

Drawdowns

FGEN vs. FAT - Drawdown Comparison

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


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%JulyAugustSeptemberOctoberNovemberDecember
-99.41%
-48.12%
FGEN
FAT

Volatility

FGEN vs. FAT - Volatility Comparison

FibroGen, Inc. (FGEN) has a higher volatility of 28.15% compared to FAT Brands Inc. (FAT) at 7.85%. This indicates that FGEN's price experiences larger fluctuations and is considered to be riskier than FAT 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%JulyAugustSeptemberOctoberNovemberDecember
28.15%
7.85%
FGEN
FAT

Financials

FGEN vs. FAT - Financials Comparison

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