FLR vs. FN

Last updated Jun 5, 2026

FLR (Fluor Corporation) and FN (Fabrinet) are both stocks. FLR operates in Engineering & Construction (Industrials), while FN operates in Electronic Components (Technology). Over the past 10 years, FLR returned 0.32%/yr vs 34.48%/yr for FN. At a 0.37 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, FLR achieves a 27.20% return, which is significantly lower than FN's 57.00% return. Over the past 10 years, FLR has underperformed FN with an annualized return of 0.32%, while FN has yielded a comparatively higher 34.48% annualized return.

FLR

• 1D: 0.50%
• 1M: -4.87%
• YTD: 27.20%
• 6M: 10.91%
• 1Y: 17.53%
• 3Y*: 19.87%
• 5Y*: 20.11%
• 10Y*: 0.32%

FN

• 1D: -1.41%
• 1M: 8.25%
• YTD: 57.00%
• 6M: 51.51%
• 1Y: 198.72%
• 3Y*: 85.46%
• 5Y*: 50.15%
• 10Y*: 34.48%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FLR vs. FN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FLR Fluor Corporation	27.20%	-19.65%	25.91%	13.01%	39.93%	55.10%	-14.55%	-39.54%	-36.61%	0.15%
FN Fabrinet	57.00%	107.06%	15.53%	48.44%	8.23%	52.69%	19.66%	26.37%	78.78%	-28.78%

Correlation

The correlation between FLR and FN is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.38
Correlation (5Y) Calculated over the trailing 5-year period	0.39
Correlation (10Y) Calculated over the trailing 10-year period	0.37
Correlation (All Time) Calculated using the full available price history since Jun 28, 2010	0.37

Fundamentals

EPS FLR : $2.65 FN : $11.65
PE Ratio FLR : 19.01 FN : 61.37
PEG Ratio FLR : 0.04 FN : 2.63
PS Ratio FLR : 0.44 FN : 6.10
Total Revenue (TTM) FLR : $15.19B FN : $4.24B
Gross Profit (TTM) FLR : -$247.00M FN : $509.75M
EBITDA (TTM) FLR : -$276.00M FN : $422.55M

Return for Risk

FLR vs. FN — Risk / Return Rank

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

FLR

FLR Risk / Return Rank: 52
FLR Sharpe Ratio Rank: 53
FLR Sortino Ratio Rank: 49
FLR Omega Ratio Rank: 53
FLR Calmar Ratio Rank: 55
FLR Martin Ratio Rank: 51

FN

FN Risk / Return Rank: 93
FN Sharpe Ratio Rank: 95
FN Sortino Ratio Rank: 89
FN Omega Ratio Rank: 88
FN Calmar Ratio Rank: 97
FN Martin Ratio Rank: 96

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FLR vs. FN - Risk-Adjusted Trends 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.

	FLR	FN	Difference
Sharpe ratio: Return per unit of total volatility	0.34	3.06	-2.72
Sortino ratio: Return per unit of downside risk	0.76	3.05	-2.28
Omega ratio: Gain probability vs. loss probability	1.12	1.40	-0.28
Calmar ratio: Return relative to maximum drawdown	0.58	9.73	-9.15
Martin ratio: Return relative to average drawdown	0.91	23.70	-22.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FLR vs. FN - Sharpe Ratio Comparison

The current FLR Sharpe Ratio is 0.34, which is lower than the FN Sharpe Ratio of 3.06. The chart below compares the historical Sharpe Ratios of FLR and FN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FLR	FN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.34	3.06	-2.72
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	0.95	-0.50
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.01	0.72	-0.71
Sharpe Ratio (All Time) Calculated using the full available price history	0.13	0.61	-0.48

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.

Drawdown Indicators

	FLR	FN	Difference
Max Drawdown Largest peak-to-trough decline	-95.89%	-70.46%	-25.43%
Max Drawdown (1Y) Largest decline over 1 year	-30.19%	-20.55%	-9.64%
Max Drawdown (3Y) Largest decline over 3 years	-47.63%	-37.47%	-10.16%
Max Drawdown (5Y) Largest decline over 5 years	-47.63%	-38.70%	-8.93%
Max Drawdown (10Y) Largest decline over 10 years	-94.16%	-51.11%	-43.05%
Current Drawdown Current decline from peak	-39.01%	-4.25%	-34.76%
Average Drawdown Average peak-to-trough decline	-41.62%	-22.59%	-19.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.40%	8.42%	+10.98%

Volatility

FLR vs. FN - Volatility Comparison

The current volatility for Fluor Corporation (FLR) is 21.04%, while Fabrinet (FN) has a volatility of 23.10%. This indicates that FLR experiences smaller price fluctuations and is considered to be less risky than FN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FLR	FN	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.04%	23.10%	-2.06%
Volatility (6M) Calculated over the trailing 6-month period	33.64%	54.15%	-20.51%
Volatility (1Y) Calculated over the trailing 1-year period	51.78%	65.28%	-13.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	45.07%	53.25%	-8.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	57.61%	48.08%	+9.53%

Dividends

FLR vs. FN - Dividend Comparison

Neither FLR nor FN has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FLR Fluor Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.63%	3.87%	2.61%	1.63%	1.60%	1.78%
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%

Financials

FLR vs. FN - Profitability Comparison

The chart below illustrates the profitability comparison between Fluor Corporation and Fabrinet over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

FLR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fluor Corporation reported a gross profit of 13.00M and revenue of 3.66B. Therefore, the gross margin over that period was 0.4%.

FN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fabrinet reported a gross profit of 144.34M and revenue of 1.21B. Therefore, the gross margin over that period was 11.9%.

FLR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fluor Corporation reported an operating income of 92.00M and revenue of 3.66B, resulting in an operating margin of 2.5%.

FN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fabrinet reported an operating income of 120.04M and revenue of 1.21B, resulting in an operating margin of 9.9%.

FLR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fluor Corporation reported a net income of 160.00M and revenue of 3.66B, resulting in a net margin of 4.4%.

FN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fabrinet reported a net income of 128.18M and revenue of 1.21B, resulting in a net margin of 10.6%.

Frequently Asked Questions

Can I hold both FLR and FN in my portfolio?

FLR and FN have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FLR or FN?

FN has higher volatility (23.10%) compared to FLR (21.04%). In terms of maximum drawdown, FLR dropped -95.89% vs FN's -70.46%.

Which has better risk-adjusted returns?

FN currently has the higher Sharpe Ratio (3.06 vs 0.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.