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FLR vs. FN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

FLR vs. FN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fluor Corporation (FLR) and Fabrinet (FN). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
35.80%
0.40%
FLR
FN

Returns By Period

In the year-to-date period, FLR achieves a 35.18% return, which is significantly higher than FN's 22.03% return. Over the past 10 years, FLR has underperformed FN with an annualized return of -1.56%, while FN has yielded a comparatively higher 29.99% annualized return.


FLR

YTD

35.18%

1M

-3.73%

6M

35.80%

1Y

38.50%

5Y (annualized)

25.36%

10Y (annualized)

-1.56%

FN

YTD

22.03%

1M

-4.43%

6M

0.40%

1Y

35.64%

5Y (annualized)

30.85%

10Y (annualized)

29.99%

Fundamentals


FLRFN
Market Cap$9.08B$8.52B
EPS$1.45$8.45
PE Ratio36.5227.49
PEG Ratio0.341.19
Total Revenue (TTM)$15.88B$3.00B
Gross Profit (TTM)$431.00M$370.85M
EBITDA (TTM)$278.00M$367.98M

Key characteristics


FLRFN
Sharpe Ratio1.120.73
Sortino Ratio1.551.27
Omega Ratio1.231.17
Calmar Ratio0.701.36
Martin Ratio6.163.17
Ulcer Index6.50%12.01%
Daily Std Dev35.92%51.90%
Max Drawdown-95.89%-70.46%
Current Drawdown-35.93%-15.08%

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Correlation

-0.50.00.51.00.4

The correlation between FLR and FN is 0.36, 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.

Risk-Adjusted Performance

FLR vs. FN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fluor Corporation (FLR) and Fabrinet (FN). 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 FLR, currently valued at 1.12, compared to the broader market-4.00-2.000.002.004.001.120.73
The chart of Sortino ratio for FLR, currently valued at 1.55, compared to the broader market-4.00-2.000.002.004.001.551.27
The chart of Omega ratio for FLR, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.17
The chart of Calmar ratio for FLR, currently valued at 0.77, compared to the broader market0.002.004.006.000.771.36
The chart of Martin ratio for FLR, currently valued at 6.16, compared to the broader market-10.000.0010.0020.0030.006.163.17
FLR
FN

The current FLR Sharpe Ratio is 1.12, which is higher than the FN Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of FLR and FN, 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 Ratio1.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.12
0.73
FLR
FN

Dividends

FLR vs. FN - Dividend Comparison

Neither FLR nor FN has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FLR
Fluor Corporation
0.00%0.00%0.00%0.00%0.63%3.87%2.61%1.63%1.60%1.78%1.39%0.80%
FN
Fabrinet
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FLR vs. FN - Drawdown Comparison

The maximum FLR drawdown since its inception was -95.89%, which is greater than FN's maximum drawdown of -70.46%. Use the drawdown chart below to compare losses from any high point for FLR and FN. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-28.63%
-15.08%
FLR
FN

Volatility

FLR vs. FN - Volatility Comparison

Fluor Corporation (FLR) has a higher volatility of 18.64% compared to Fabrinet (FN) at 15.22%. This indicates that FLR's price experiences larger fluctuations and is considered to be riskier than FN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.64%
15.22%
FLR
FN

Financials

FLR vs. FN - Financials Comparison

This section allows you to compare key financial metrics between Fluor Corporation and Fabrinet. 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