FLR vs. FN
Compare and contrast key facts about Fluor Corporation (FLR) and Fabrinet (FN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLR or FN.
Performance
FLR vs. FN - Performance Comparison
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
35.18%
-3.73%
35.80%
38.50%
25.36%
-1.56%
FN
22.03%
-4.43%
0.40%
35.64%
30.85%
29.99%
Fundamentals
FLR | FN | |
---|---|---|
Market Cap | $9.08B | $8.52B |
EPS | $1.45 | $8.45 |
PE Ratio | 36.52 | 27.49 |
PEG Ratio | 0.34 | 1.19 |
Total Revenue (TTM) | $15.88B | $3.00B |
Gross Profit (TTM) | $431.00M | $370.85M |
EBITDA (TTM) | $278.00M | $367.98M |
Key characteristics
FLR | FN | |
---|---|---|
Sharpe Ratio | 1.12 | 0.73 |
Sortino Ratio | 1.55 | 1.27 |
Omega Ratio | 1.23 | 1.17 |
Calmar Ratio | 0.70 | 1.36 |
Martin Ratio | 6.16 | 3.17 |
Ulcer Index | 6.50% | 12.01% |
Daily Std Dev | 35.92% | 51.90% |
Max Drawdown | -95.89% | -70.46% |
Current Drawdown | -35.93% | -15.08% |
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Correlation
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.
Dividends
FLR vs. FN - Dividend Comparison
Neither FLR nor FN has paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities