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FIP vs. SN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FIP and SN is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

FIP vs. SN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FTAI Infrastructure Inc. (FIP) and SharkNinja Inc. (SN). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FIP:

-0.70

SN:

0.54

Sortino Ratio

FIP:

-0.67

SN:

1.26

Omega Ratio

FIP:

0.92

SN:

1.20

Calmar Ratio

FIP:

-0.53

SN:

0.89

Martin Ratio

FIP:

-1.20

SN:

2.73

Ulcer Index

FIP:

30.15%

SN:

13.83%

Daily Std Dev

FIP:

57.93%

SN:

54.92%

Max Drawdown

FIP:

-67.97%

SN:

-42.64%

Current Drawdown

FIP:

-54.80%

SN:

-19.39%

Fundamentals

Market Cap

FIP:

$527.90M

SN:

$12.95B

EPS

FIP:

-$2.72

SN:

$3.11

PS Ratio

FIP:

1.59

SN:

2.34

PB Ratio

FIP:

2.61

SN:

5.89

Total Revenue (TTM)

FIP:

$248.96M

SN:

$4.46B

Gross Profit (TTM)

FIP:

$162.27M

SN:

$2.13B

EBITDA (TTM)

FIP:

-$56.96M

SN:

$573.28M

Returns By Period

In the year-to-date period, FIP achieves a -36.25% return, which is significantly lower than SN's -5.25% return.


FIP

YTD

-36.25%

1M

36.09%

6M

-48.40%

1Y

-39.19%

5Y*

N/A

10Y*

N/A

SN

YTD

-5.25%

1M

26.70%

6M

-11.54%

1Y

28.41%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

FIP vs. SN — Risk-Adjusted Performance Rank

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

FIP
The Risk-Adjusted Performance Rank of FIP is 1818
Overall Rank
The Sharpe Ratio Rank of FIP is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of FIP is 2020
Sortino Ratio Rank
The Omega Ratio Rank of FIP is 2121
Omega Ratio Rank
The Calmar Ratio Rank of FIP is 1818
Calmar Ratio Rank
The Martin Ratio Rank of FIP is 1818
Martin Ratio Rank

SN
The Risk-Adjusted Performance Rank of SN is 7676
Overall Rank
The Sharpe Ratio Rank of SN is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of SN is 7272
Sortino Ratio Rank
The Omega Ratio Rank of SN is 7676
Omega Ratio Rank
The Calmar Ratio Rank of SN is 8282
Calmar Ratio Rank
The Martin Ratio Rank of SN is 7878
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.

FIP vs. SN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FTAI Infrastructure Inc. (FIP) and SharkNinja Inc. (SN). 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.


The current FIP Sharpe Ratio is -0.70, which is lower than the SN Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of FIP and SN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FIP vs. SN - Dividend Comparison

FIP's dividend yield for the trailing twelve months is around 2.61%, while SN has not paid dividends to shareholders.


TTM202420232022
FIP
FTAI Infrastructure Inc.
2.61%1.65%3.08%1.02%
SN
SharkNinja Inc.
0.00%0.00%2.11%0.00%

Drawdowns

FIP vs. SN - Drawdown Comparison

The maximum FIP drawdown since its inception was -67.97%, which is greater than SN's maximum drawdown of -42.64%. Use the drawdown chart below to compare losses from any high point for FIP and SN. For additional features, visit the drawdowns tool.


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Volatility

FIP vs. SN - Volatility Comparison

FTAI Infrastructure Inc. (FIP) has a higher volatility of 22.03% compared to SharkNinja Inc. (SN) at 17.57%. This indicates that FIP's price experiences larger fluctuations and is considered to be riskier than SN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

FIP vs. SN - Financials Comparison

This section allows you to compare key financial metrics between FTAI Infrastructure Inc. and SharkNinja 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


0.00500.00M1.00B1.50BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
80.76M
1.79B
(FIP) Total Revenue
(SN) Total Revenue
Values in USD except per share items