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

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.


-0.50.00.51.00.4

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%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
11.81%
-10.38%
FLR
FN

Key characteristics

Sharpe Ratio

FLR:

0.80

FN:

0.33

Sortino Ratio

FLR:

1.22

FN:

0.81

Omega Ratio

FLR:

1.18

FN:

1.11

Calmar Ratio

FLR:

0.51

FN:

0.63

Martin Ratio

FLR:

4.23

FN:

1.38

Ulcer Index

FLR:

6.85%

FN:

12.74%

Daily Std Dev

FLR:

36.33%

FN:

53.54%

Max Drawdown

FLR:

-95.89%

FN:

-70.46%

Current Drawdown

FLR:

-39.09%

FN:

-19.10%

Fundamentals

Market Cap

FLR:

$9.17B

FN:

$8.41B

EPS

FLR:

$1.45

FN:

$8.46

PE Ratio

FLR:

36.86

FN:

27.39

PEG Ratio

FLR:

0.38

FN:

1.19

Total Revenue (TTM)

FLR:

$15.88B

FN:

$3.00B

Gross Profit (TTM)

FLR:

$431.00M

FN:

$370.85M

EBITDA (TTM)

FLR:

$278.00M

FN:

$367.98M

Returns By Period

In the year-to-date period, FLR achieves a 28.52% return, which is significantly higher than FN's 16.25% return. Over the past 10 years, FLR has underperformed FN with an annualized return of -0.76%, while FN has yielded a comparatively higher 28.81% annualized return.


FLR

YTD

28.52%

1M

-4.17%

6M

11.82%

1Y

29.04%

5Y*

22.64%

10Y*

-0.76%

FN

YTD

16.25%

1M

-2.23%

6M

-10.38%

1Y

15.59%

5Y*

28.04%

10Y*

28.81%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 0.80, compared to the broader market-4.00-2.000.002.000.800.33
The chart of Sortino ratio for FLR, currently valued at 1.22, compared to the broader market-4.00-2.000.002.004.001.220.81
The chart of Omega ratio for FLR, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.11
The chart of Calmar ratio for FLR, currently valued at 0.55, compared to the broader market0.002.004.006.000.550.63
The chart of Martin ratio for FLR, currently valued at 4.23, compared to the broader market-5.000.005.0010.0015.0020.0025.004.231.38
FLR
FN

The current FLR Sharpe Ratio is 0.80, which is higher than the FN Sharpe Ratio of 0.33. 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.80
0.33
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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-32.15%
-19.10%
FLR
FN

Volatility

FLR vs. FN - Volatility Comparison

The current volatility for Fluor Corporation (FLR) is 9.46%, while Fabrinet (FN) has a volatility of 11.76%. 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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.46%
11.76%
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
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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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