FN vs. CLS
Compare and contrast key facts about Fabrinet (FN) and Celestica Inc. (CLS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FN or CLS.
Performance
FN vs. CLS - Performance Comparison
Returns By Period
In the year-to-date period, FN achieves a 22.03% return, which is significantly lower than CLS's 186.78% return. Over the past 10 years, FN has outperformed CLS with an annualized return of 29.99%, while CLS has yielded a comparatively lower 22.74% annualized return.
FN
22.03%
-4.43%
0.40%
35.64%
30.85%
29.99%
CLS
186.78%
45.23%
59.43%
199.36%
62.06%
22.74%
Fundamentals
FN | CLS | |
---|---|---|
Market Cap | $8.52B | $9.79B |
EPS | $8.45 | $3.16 |
PE Ratio | 27.49 | 26.57 |
PEG Ratio | 1.19 | 19.42 |
Total Revenue (TTM) | $3.00B | $9.29B |
Gross Profit (TTM) | $370.85M | $941.37M |
EBITDA (TTM) | $367.98M | $719.13M |
Key characteristics
FN | CLS | |
---|---|---|
Sharpe Ratio | 0.73 | 3.79 |
Sortino Ratio | 1.27 | 3.77 |
Omega Ratio | 1.17 | 1.49 |
Calmar Ratio | 1.36 | 2.96 |
Martin Ratio | 3.17 | 18.11 |
Ulcer Index | 12.01% | 11.34% |
Daily Std Dev | 51.90% | 54.20% |
Max Drawdown | -70.46% | -96.93% |
Current Drawdown | -15.08% | -2.19% |
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Correlation
The correlation between FN and CLS is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
FN vs. CLS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fabrinet (FN) and Celestica Inc. (CLS). 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
FN vs. CLS - Dividend Comparison
Neither FN nor CLS has paid dividends to shareholders.
Drawdowns
FN vs. CLS - Drawdown Comparison
The maximum FN drawdown since its inception was -70.46%, smaller than the maximum CLS drawdown of -96.93%. Use the drawdown chart below to compare losses from any high point for FN and CLS. For additional features, visit the drawdowns tool.
Volatility
FN vs. CLS - Volatility Comparison
The current volatility for Fabrinet (FN) is 15.22%, while Celestica Inc. (CLS) has a volatility of 19.65%. This indicates that FN experiences smaller price fluctuations and is considered to be less risky than CLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
FN vs. CLS - Financials Comparison
This section allows you to compare key financial metrics between Fabrinet and Celestica 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