FN vs. AMD
FN (Fabrinet) and AMD (Advanced Micro Devices, Inc.) are both stocks. Both are in the Technology sector — FN in Electronic Components, AMD in Semiconductors. Over the past 10 years, FN returned 31.23%/yr vs 59.32%/yr for AMD. At a 0.37 correlation, their price movements are largely independent.
Performance
FN vs. AMD - Performance Comparison
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Returns By Period
In the year-to-date period, FN achieves a 26.02% return, which is significantly lower than AMD's 150.92% return. Over the past 10 years, FN has underperformed AMD with an annualized return of 31.23%, while AMD has yielded a comparatively higher 59.32% annualized return.
FN
- 1D
- -1.82%
- 1M
- -18.48%
- YTD
- 26.02%
- 6M
- 20.67%
- 1Y
- 115.55%
- 3Y*
- 64.45%
- 5Y*
- 44.47%
- 10Y*
- 31.23%
AMD
- 1D
- 4.86%
- 1M
- 14.94%
- YTD
- 150.92%
- 6M
- 151.78%
- 1Y
- 319.03%
- 3Y*
- 64.79%
- 5Y*
- 44.72%
- 10Y*
- 59.32%
FN vs. AMD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FN Fabrinet | 26.02% | 107.06% | 15.53% | 48.44% | 8.23% | 52.69% | 19.66% | 26.37% | 78.78% | -28.78% |
AMD Advanced Micro Devices, Inc. | 150.92% | 77.30% | -18.06% | 127.59% | -54.99% | 56.91% | 99.98% | 148.43% | 79.57% | -9.35% |
Correlation
The correlation between FN and AMD is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2010 | 0.37 |
The correlation between FN and AMD shifts across timeframes, from 0.37 (all time) to 0.47 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
FN:
$20.78B
AMD:
$886.66B
FN:
$11.65
AMD:
$3.05
FN:
49.26
AMD:
176.21
FN:
2.11
AMD:
4.70
FN:
4.90
AMD:
23.57
FN:
9.02
AMD:
13.75
FN:
$4.24B
AMD:
$37.45B
FN:
$509.75M
AMD:
$18.83B
FN:
$422.55M
AMD:
$7.17B
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Return for Risk
FN vs. AMD — Risk / Return Rank
FN
AMD
FN vs. AMD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fabrinet (FN) and Advanced Micro Devices, Inc. (AMD). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FN | AMD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.13 | ||
| Sortino ratioReturn per unit of downside risk | -2.24 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.59 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 5.04 | 11.75 | -6.71 |
| Martin ratioReturn relative to average drawdown | 12.51 | 24.13 | -11.62 |
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Drawdowns
FN vs. AMD - Drawdown Comparison
The maximum FN drawdown since its inception was -70.46%, smaller than the maximum AMD drawdown of -96.59%. Use the drawdown chart below to compare losses from any high point for FN and AMD.
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Drawdown Indicators
| FN | AMD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.46% | -96.59% | +26.13% |
Max Drawdown (1Y)Largest decline over 1 year | -23.14% | -27.76% | +4.62% |
Max Drawdown (3Y)Largest decline over 3 years | -37.47% | -63.00% | +25.53% |
Max Drawdown (5Y)Largest decline over 5 years | -38.70% | -65.45% | +26.75% |
Max Drawdown (10Y)Largest decline over 10 years | -51.11% | -65.45% | +14.34% |
Current DrawdownCurrent decline from peak | -23.14% | -1.81% | -21.33% |
Average DrawdownAverage peak-to-trough decline | -22.58% | -56.63% | +34.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.31% | 13.50% | -4.19% |
Volatility
FN vs. AMD - Volatility Comparison
Fabrinet (FN) and Advanced Micro Devices, Inc. (AMD) have volatilities of 24.51% and 24.16%, 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.
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Volatility by Period
| FN | AMD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.51% | 24.16% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 55.49% | 50.96% | +4.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 67.10% | 67.04% | +0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.82% | 55.90% | -2.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.37% | 56.96% | -8.59% |
Dividends
FN vs. AMD - Dividend Comparison
Neither FN nor AMD has paid dividends to shareholders.
Financials
FN vs. AMD - Financials Comparison
This section allows you to compare key financial metrics between Fabrinet and Advanced Micro Devices, 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.
Total Revenue: Total amount of money received from sales and other business activities
FN vs. AMD - Profitability Comparison
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%.
AMD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Advanced Micro Devices, Inc. reported a gross profit of 5.42B and revenue of 10.25B. Therefore, the gross margin over that period was 52.8%.
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%.
AMD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Advanced Micro Devices, Inc. reported an operating income of 1.48B and revenue of 10.25B, resulting in an operating margin of 14.4%.
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%.
AMD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Advanced Micro Devices, Inc. reported a net income of 1.38B and revenue of 10.25B, resulting in a net margin of 13.5%.
Frequently Asked Questions
FN and AMD have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FN has higher volatility (24.51%) compared to AMD (24.16%). In terms of maximum drawdown, FN dropped -70.46% vs AMD's -96.59%.
AMD currently has the higher Sharpe Ratio (4.87 vs 1.74), 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.
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