PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FGEN vs. FAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FGEN and FAT 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

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.

-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
46.48%
33.42%
FGEN
FAT

Key characteristics

Sharpe Ratio

FGEN:

-0.63

FAT:

-0.33

Sortino Ratio

FGEN:

-0.67

FAT:

-0.13

Omega Ratio

FGEN:

0.91

FAT:

0.98

Calmar Ratio

FGEN:

-0.74

FAT:

-0.31

Martin Ratio

FGEN:

-1.05

FAT:

-0.51

Ulcer Index

FGEN:

70.52%

FAT:

33.81%

Daily Std Dev

FGEN:

117.29%

FAT:

51.52%

Max Drawdown

FGEN:

-99.56%

FAT:

-78.79%

Current Drawdown

FGEN:

-99.16%

FAT:

-27.32%

Fundamentals

Market Cap

FGEN:

$56.63M

FAT:

$65.98M

EPS

FGEN:

-$1.23

FAT:

-$9.22

Total Revenue (TTM)

FGEN:

$152.88M

FAT:

$447.37M

Gross Profit (TTM)

FGEN:

$116.65M

FAT:

$120.95M

EBITDA (TTM)

FGEN:

-$54.59M

FAT:

$17.89M

Returns By Period

In the year-to-date period, FGEN achieves a 6.14% return, which is significantly lower than FAT's 26.86% return.


FGEN

YTD

6.14%

1M

-1.89%

6M

40.11%

1Y

-68.78%

5Y*

-58.61%

10Y*

-32.92%

FAT

YTD

26.86%

1M

22.93%

6M

33.43%

1Y

-13.59%

5Y*

41.33%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

FGEN vs. FAT — Risk-Adjusted Performance Rank

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

FGEN
The Risk-Adjusted Performance Rank of FGEN is 1515
Overall Rank
The Sharpe Ratio Rank of FGEN is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of FGEN is 1616
Sortino Ratio Rank
The Omega Ratio Rank of FGEN is 1616
Omega Ratio Rank
The Calmar Ratio Rank of FGEN is 77
Calmar Ratio Rank
The Martin Ratio Rank of FGEN is 2121
Martin Ratio Rank

FAT
The Risk-Adjusted Performance Rank of FAT is 2929
Overall Rank
The Sharpe Ratio Rank of FAT is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of FAT is 2929
Sortino Ratio Rank
The Omega Ratio Rank of FAT is 2828
Omega Ratio Rank
The Calmar Ratio Rank of FAT is 2727
Calmar Ratio Rank
The Martin Ratio Rank of FAT is 3535
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.

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 -0.63, compared to the broader market-2.000.002.00-0.63-0.33
The chart of Sortino ratio for FGEN, currently valued at -0.67, compared to the broader market-4.00-2.000.002.004.006.00-0.67-0.13
The chart of Omega ratio for FGEN, currently valued at 0.91, compared to the broader market0.501.001.502.000.910.98
The chart of Calmar ratio for FGEN, currently valued at -0.74, compared to the broader market0.002.004.006.00-0.74-0.31
The chart of Martin ratio for FGEN, currently valued at -1.05, compared to the broader market0.0010.0020.0030.00-1.05-0.51
FGEN
FAT

The current FGEN Sharpe Ratio is -0.63, which is lower than the FAT Sharpe Ratio of -0.33. 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-0.80-0.60-0.40-0.200.000.20SeptemberOctoberNovemberDecember2025February
-0.63
-0.33
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 9.52%.


TTM2024202320222021202020192018
FGEN
FibroGen, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FAT
FAT Brands Inc.
9.52%14.71%14.75%13.17%6.86%0.00%6.37%33.89%

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 -78.79%. 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%-80.00%-60.00%-40.00%-20.00%SeptemberOctoberNovemberDecember2025February
-99.16%
-27.32%
FGEN
FAT

Volatility

FGEN vs. FAT - Volatility Comparison

FibroGen, Inc. (FGEN) has a higher volatility of 23.78% compared to FAT Brands Inc. (FAT) at 22.33%. 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.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%70.00%SeptemberOctoberNovemberDecember2025February
23.78%
22.33%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab