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

Correlation

The correlation between FN and JBL is 0.50, 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.


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.

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Key characteristics

Sharpe Ratio

FN:

-0.11

JBL:

0.77

Sortino Ratio

FN:

0.37

JBL:

1.29

Omega Ratio

FN:

1.05

JBL:

1.19

Calmar Ratio

FN:

-0.09

JBL:

0.85

Martin Ratio

FN:

-0.18

JBL:

2.61

Ulcer Index

FN:

17.46%

JBL:

12.04%

Daily Std Dev

FN:

63.36%

JBL:

40.46%

Max Drawdown

FN:

-70.46%

JBL:

-94.92%

Current Drawdown

FN:

-25.92%

JBL:

-11.12%

Fundamentals

Market Cap

FN:

$7.46B

JBL:

$16.57B

EPS

FN:

$8.98

JBL:

$4.43

PE Ratio

FN:

22.56

JBL:

34.76

PEG Ratio

FN:

1.19

JBL:

0.91

PS Ratio

FN:

2.23

JBL:

0.60

PB Ratio

FN:

3.91

JBL:

12.07

Total Revenue (TTM)

FN:

$3.26B

JBL:

$27.45B

Gross Profit (TTM)

FN:

$397.42M

JBL:

$2.44B

EBITDA (TTM)

FN:

$326.13M

JBL:

$1.73B

Returns By Period

In the year-to-date period, FN achieves a -7.85% return, which is significantly lower than JBL's 7.06% return. Over the past 10 years, FN has outperformed JBL with an annualized return of 27.19%, while JBL has yielded a comparatively lower 21.75% annualized return.


FN

YTD

-7.85%

1M

10.84%

6M

-25.25%

1Y

-9.03%

5Y*

27.00%

10Y*

27.19%

JBL

YTD

7.06%

1M

16.62%

6M

13.55%

1Y

30.88%

5Y*

41.84%

10Y*

21.75%

*Annualized

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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 4747
Overall Rank
The Sharpe Ratio Rank of FN is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of FN is 4848
Sortino Ratio Rank
The Omega Ratio Rank of FN is 4848
Omega Ratio Rank
The Calmar Ratio Rank of FN is 4646
Calmar Ratio Rank
The Martin Ratio Rank of FN is 4747
Martin Ratio Rank

JBL
The Risk-Adjusted Performance Rank of JBL is 7777
Overall Rank
The Sharpe Ratio Rank of JBL is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of JBL is 7373
Sortino Ratio Rank
The Omega Ratio Rank of JBL is 7575
Omega Ratio Rank
The Calmar Ratio Rank of JBL is 8181
Calmar Ratio Rank
The Martin Ratio Rank of JBL is 7777
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.


The current FN Sharpe Ratio is -0.11, which is lower than the JBL Sharpe Ratio of 0.77. 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.


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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 0.21%.


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.
0.21%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.


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Volatility

FN vs. JBL - Volatility Comparison

Fabrinet (FN) has a higher volatility of 18.61% compared to Jabil Inc. (JBL) at 9.74%. 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.


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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


0.002.00B4.00B6.00B8.00B10.00B20212022202320242025
871.80M
6.73B
(FN) Total Revenue
(JBL) Total Revenue
Values in USD except per share items

FN vs. JBL - Profitability Comparison

The chart below illustrates the profitability comparison between Fabrinet and Jabil Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

7.0%8.0%9.0%10.0%11.0%12.0%13.0%20212022202320242025
11.7%
8.6%
(FN) Gross Margin
(JBL) Gross Margin
FN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Fabrinet reported a gross profit of 102.18M and revenue of 871.80M. Therefore, the gross margin over that period was 11.7%.

JBL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Jabil Inc. reported a gross profit of 576.00M and revenue of 6.73B. Therefore, the gross margin over that period was 8.6%.

FN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Fabrinet reported an operating income of 78.86M and revenue of 871.80M, resulting in an operating margin of 9.1%.

JBL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Jabil Inc. reported an operating income of 245.00M and revenue of 6.73B, resulting in an operating margin of 3.6%.

FN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Fabrinet reported a net income of 81.29M and revenue of 871.80M, resulting in a net margin of 9.3%.

JBL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Jabil Inc. reported a net income of 117.00M and revenue of 6.73B, resulting in a net margin of 1.7%.