FN vs. GRBK
FN (Fabrinet) and GRBK (Green Brick Partners, Inc.) are both stocks. FN operates in Electronic Components (Technology), while GRBK operates in Residential Construction (Consumer Cyclical). Over the past 10 years, FN returned 32.80%/yr vs 25.01%/yr for GRBK. At a 0.22 correlation, their price movements are largely independent.
Performance
FN vs. GRBK - Performance Comparison
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Returns By Period
In the year-to-date period, FN achieves a 36.99% return, which is significantly higher than GRBK's 8.43% return. Over the past 10 years, FN has outperformed GRBK with an annualized return of 32.80%, while GRBK has yielded a comparatively lower 25.01% annualized return.
FN
- 1D
- 0.40%
- 1M
- 0.39%
- YTD
- 36.99%
- 6M
- 27.02%
- 1Y
- 165.46%
- 3Y*
- 76.72%
- 5Y*
- 45.90%
- 10Y*
- 32.80%
GRBK
- 1D
- -1.26%
- 1M
- 2.80%
- YTD
- 8.43%
- 6M
- 5.38%
- 1Y
- 15.45%
- 3Y*
- 6.85%
- 5Y*
- 23.47%
- 10Y*
- 25.01%
FN vs. GRBK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FN Fabrinet | 36.99% | 107.06% | 15.53% | 48.44% | 8.23% | 52.69% | 19.66% | 26.37% | 78.78% | -28.78% |
GRBK Green Brick Partners, Inc. | 8.43% | 10.92% | 8.76% | 114.36% | -20.11% | 32.10% | 100.00% | 58.56% | -35.93% | 12.44% |
Correlation
The correlation between FN and GRBK is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2010 | 0.22 |
The correlation between FN and GRBK shifts across timeframes, from 0.06 (1 year) to 0.30 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
FN:
$22.59B
GRBK:
$2.96B
FN:
$11.65
GRBK:
$6.86
FN:
53.55
GRBK:
9.91
FN:
2.29
GRBK:
0.47
FN:
5.32
GRBK:
1.44
FN:
9.80
GRBK:
1.58
FN:
$4.24B
GRBK:
$2.06B
FN:
$509.75M
GRBK:
$615.58M
FN:
$422.55M
GRBK:
$397.80M
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Return for Risk
FN vs. GRBK — Risk / Return Rank
FN
GRBK
FN vs. GRBK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fabrinet (FN) and Green Brick Partners, Inc. (GRBK). 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.
| FN | GRBK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.06 | ||
| Sortino ratioReturn per unit of downside risk | +1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.10 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 8.10 | 0.65 | +7.45 |
| Martin ratioReturn relative to average drawdown | 19.43 | 1.23 | +18.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FN | GRBK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.50 | 0.44 | +2.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.55 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.58 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | -0.06 | +0.65 |
Drawdowns
FN vs. GRBK - Drawdown Comparison
The maximum FN drawdown since its inception was -70.46%, smaller than the maximum GRBK drawdown of -99.29%. Use the drawdown chart below to compare losses from any high point for FN and GRBK.
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Drawdown Indicators
| FN | GRBK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.46% | -99.29% | +28.83% |
Max Drawdown (1Y)Largest decline over 1 year | -20.55% | -23.99% | +3.44% |
Max Drawdown (3Y)Largest decline over 3 years | -37.47% | -36.15% | -1.32% |
Max Drawdown (5Y)Largest decline over 5 years | -38.70% | -45.12% | +6.42% |
Max Drawdown (10Y)Largest decline over 10 years | -51.11% | -54.29% | +3.18% |
Current DrawdownCurrent decline from peak | -16.45% | -70.02% | +53.57% |
Average DrawdownAverage peak-to-trough decline | -22.58% | -87.60% | +65.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.55% | 12.63% | -4.08% |
Volatility
FN vs. GRBK - Volatility Comparison
Fabrinet (FN) has a higher volatility of 25.81% compared to Green Brick Partners, Inc. (GRBK) at 7.04%. This indicates that FN's price experiences larger fluctuations and is considered to be riskier than GRBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FN | GRBK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.81% | 7.04% | +18.77% |
Volatility (6M)Calculated over the trailing 6-month period | 55.79% | 23.54% | +32.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.78% | 35.10% | +31.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.58% | 42.81% | +10.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.27% | 43.64% | +4.63% |
Dividends
FN vs. GRBK - Dividend Comparison
Neither FN nor GRBK has paid dividends to shareholders.
Financials
FN vs. GRBK - Financials Comparison
This section allows you to compare key financial metrics between Fabrinet and Green Brick Partners, 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. GRBK - 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%.
GRBK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Green Brick Partners, Inc. reported a gross profit of 131.72M and revenue of 455.99M. Therefore, the gross margin over that period was 28.9%.
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%.
GRBK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Green Brick Partners, Inc. reported an operating income of 131.72M and revenue of 455.99M, resulting in an operating margin of 28.9%.
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%.
GRBK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Green Brick Partners, Inc. reported a net income of 60.95M and revenue of 455.99M, resulting in a net margin of 13.4%.
Frequently Asked Questions
FN and GRBK have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FN has higher volatility (25.81%) compared to GRBK (7.04%). In terms of maximum drawdown, FN dropped -70.46% vs GRBK's -99.29%.
FN currently has the higher Sharpe Ratio (2.50 vs 0.44), 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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