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

Correlation

The correlation between FN and JBL is 0.52, 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.


-0.50.00.51.00.5

Performance

FN vs. JBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fabrinet (FN) and Jabil Inc. (JBL). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,500.00%2,000.00%2,500.00%AugustSeptemberOctoberNovemberDecember2025
2,150.14%
1,233.65%
FN
JBL

Key characteristics

Sharpe Ratio

FN:

0.55

JBL:

0.91

Sortino Ratio

FN:

1.07

JBL:

1.32

Omega Ratio

FN:

1.14

JBL:

1.22

Calmar Ratio

FN:

1.06

JBL:

0.93

Martin Ratio

FN:

2.21

JBL:

1.67

Ulcer Index

FN:

13.45%

JBL:

20.58%

Daily Std Dev

FN:

53.87%

JBL:

37.71%

Max Drawdown

FN:

-70.46%

JBL:

-94.92%

Current Drawdown

FN:

-11.56%

JBL:

0.00%

Fundamentals

Market Cap

FN:

$8.77B

JBL:

$17.79B

EPS

FN:

$8.68

JBL:

$10.65

PE Ratio

FN:

27.87

JBL:

15.30

PEG Ratio

FN:

1.19

JBL:

0.91

Total Revenue (TTM)

FN:

$2.29B

JBL:

$27.49B

Gross Profit (TTM)

FN:

$282.52M

JBL:

$2.50B

EBITDA (TTM)

FN:

$286.74M

JBL:

$1.77B

Returns By Period

In the year-to-date period, FN achieves a 10.01% return, which is significantly lower than JBL's 13.20% return. Over the past 10 years, FN has outperformed JBL with an annualized return of 30.63%, while JBL has yielded a comparatively lower 24.18% annualized return.


FN

YTD

10.01%

1M

8.60%

6M

2.40%

1Y

19.77%

5Y*

29.48%

10Y*

30.63%

JBL

YTD

13.20%

1M

15.99%

6M

47.57%

1Y

31.10%

5Y*

31.18%

10Y*

24.18%

*Annualized

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

FN vs. JBL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FN
The Risk-Adjusted Performance Rank of FN is 6767
Overall Rank
The Sharpe Ratio Rank of FN is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FN is 6060
Sortino Ratio Rank
The Omega Ratio Rank of FN is 6060
Omega Ratio Rank
The Calmar Ratio Rank of FN is 8080
Calmar Ratio Rank
The Martin Ratio Rank of FN is 6868
Martin Ratio Rank

JBL
The Risk-Adjusted Performance Rank of JBL is 7171
Overall Rank
The Sharpe Ratio Rank of JBL is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of JBL is 6767
Sortino Ratio Rank
The Omega Ratio Rank of JBL is 7474
Omega Ratio Rank
The Calmar Ratio Rank of JBL is 7878
Calmar Ratio Rank
The Martin Ratio Rank of JBL is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FN vs. JBL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fabrinet (FN) and Jabil Inc. (JBL). 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 FN, currently valued at 0.55, compared to the broader market-2.000.002.004.000.550.91
The chart of Sortino ratio for FN, currently valued at 1.07, compared to the broader market-4.00-2.000.002.004.001.071.32
The chart of Omega ratio for FN, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.22
The chart of Calmar ratio for FN, currently valued at 1.06, compared to the broader market0.002.004.006.001.060.93
The chart of Martin ratio for FN, currently valued at 2.21, compared to the broader market-10.000.0010.0020.002.211.67
FN
JBL

The current FN Sharpe Ratio is 0.55, which is lower than the JBL Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of FN and JBL, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.55
0.91
FN
JBL

Dividends

FN vs. JBL - Dividend Comparison

FN has not paid dividends to shareholders, while JBL's dividend yield for the trailing twelve months is around 0.20%.


TTM20242023202220212020201920182017201620152014
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%
JBL
Jabil Inc.
0.20%0.22%0.25%0.47%0.45%0.75%0.77%1.29%1.22%1.35%1.37%1.47%

Drawdowns

FN vs. JBL - Drawdown Comparison

The maximum FN drawdown since its inception was -70.46%, smaller than the maximum JBL drawdown of -94.92%. Use the drawdown chart below to compare losses from any high point for FN and JBL. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.56%
0
FN
JBL

Volatility

FN vs. JBL - Volatility Comparison

Fabrinet (FN) has a higher volatility of 10.21% compared to Jabil Inc. (JBL) at 9.72%. This indicates that FN's price experiences larger fluctuations and is considered to be riskier than JBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
10.21%
9.72%
FN
JBL

Financials

FN vs. JBL - Financials Comparison

This section allows you to compare key financial metrics between Fabrinet and Jabil 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.


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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