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

Correlation

The correlation between FIP and SN is 0.20, 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.


-0.50.00.51.00.2

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.

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-14.16%
21.98%
FIP
SN

Key characteristics

Sharpe Ratio

FIP:

1.45

SN:

2.29

Sortino Ratio

FIP:

2.04

SN:

2.86

Omega Ratio

FIP:

1.25

SN:

1.43

Calmar Ratio

FIP:

2.37

SN:

4.54

Martin Ratio

FIP:

6.88

SN:

15.84

Ulcer Index

FIP:

10.49%

SN:

5.68%

Daily Std Dev

FIP:

49.91%

SN:

39.32%

Max Drawdown

FIP:

-34.91%

SN:

-36.42%

Current Drawdown

FIP:

-30.48%

SN:

-13.64%

Fundamentals

Market Cap

FIP:

$909.96M

SN:

$14.15B

EPS

FIP:

-$1.98

SN:

$2.55

Total Revenue (TTM)

FIP:

$332.17M

SN:

$5.12B

Gross Profit (TTM)

FIP:

$76.49M

SN:

$2.43B

EBITDA (TTM)

FIP:

$19.38M

SN:

$673.95M

Returns By Period

The year-to-date returns for both investments are quite close, with FIP having a 85.84% return and SN slightly higher at 87.55%.


FIP

YTD

85.84%

1M

-15.94%

6M

-14.16%

1Y

70.91%

5Y*

N/A

10Y*

N/A

SN

YTD

87.55%

1M

-2.41%

6M

21.98%

1Y

89.51%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for FIP, currently valued at 1.45, compared to the broader market-4.00-2.000.002.001.452.29
The chart of Sortino ratio for FIP, currently valued at 2.04, compared to the broader market-4.00-2.000.002.004.002.042.86
The chart of Omega ratio for FIP, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.43
The chart of Calmar ratio for FIP, currently valued at 2.37, compared to the broader market0.002.004.006.002.374.54
The chart of Martin ratio for FIP, currently valued at 6.88, compared to the broader market-5.000.005.0010.0015.0020.0025.006.8815.84
FIP
SN

The current FIP Sharpe Ratio is 1.45, which is lower than the SN Sharpe Ratio of 2.29. 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.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00Aug 04Aug 11Aug 18Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22
1.45
2.29
FIP
SN

Dividends

FIP vs. SN - Dividend Comparison

FIP's dividend yield for the trailing twelve months is around 1.69%, while SN has not paid dividends to shareholders.


TTM20232022
FIP
FTAI Infrastructure Inc.
1.69%3.08%1.02%
SN
SharkNinja Inc.
0.00%2.11%0.00%

Drawdowns

FIP vs. SN - Drawdown Comparison

The maximum FIP drawdown since its inception was -34.91%, roughly equal to the maximum SN drawdown of -36.42%. Use the drawdown chart below to compare losses from any high point for FIP and SN. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-30.48%
-13.64%
FIP
SN

Volatility

FIP vs. SN - Volatility Comparison

FTAI Infrastructure Inc. (FIP) and SharkNinja Inc. (SN) have volatilities of 13.25% and 12.66%, 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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.25%
12.66%
FIP
SN

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


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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