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

Correlation

The correlation between FN and KE is 0.47, 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. KE - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FN:

-0.11

KE:

-0.43

Sortino Ratio

FN:

0.37

KE:

-0.33

Omega Ratio

FN:

1.05

KE:

0.96

Calmar Ratio

FN:

-0.09

KE:

-0.30

Martin Ratio

FN:

-0.18

KE:

-0.72

Ulcer Index

FN:

17.46%

KE:

24.43%

Daily Std Dev

FN:

63.36%

KE:

45.14%

Max Drawdown

FN:

-70.46%

KE:

-58.50%

Current Drawdown

FN:

-25.92%

KE:

-41.37%

Fundamentals

Market Cap

FN:

$7.46B

KE:

$444.70M

EPS

FN:

$8.98

KE:

$0.71

PE Ratio

FN:

22.56

KE:

25.69

PEG Ratio

FN:

1.19

KE:

0.00

PS Ratio

FN:

2.23

KE:

0.29

PB Ratio

FN:

3.91

KE:

0.81

Total Revenue (TTM)

FN:

$3.26B

KE:

$1.54B

Gross Profit (TTM)

FN:

$397.42M

KE:

$109.22M

EBITDA (TTM)

FN:

$326.13M

KE:

$65.75M

Returns By Period

In the year-to-date period, FN achieves a -7.85% return, which is significantly lower than KE's -2.62% return. Over the past 10 years, FN has outperformed KE with an annualized return of 27.19%, while KE has yielded a comparatively lower 3.26% annualized return.


FN

YTD

-7.85%

1M

10.84%

6M

-25.25%

1Y

-9.03%

5Y*

27.00%

10Y*

27.19%

KE

YTD

-2.62%

1M

35.41%

6M

-12.18%

1Y

-18.32%

5Y*

7.48%

10Y*

3.26%

*Annualized

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Risk-Adjusted Performance

FN vs. KE — 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

KE
The Risk-Adjusted Performance Rank of KE is 3030
Overall Rank
The Sharpe Ratio Rank of KE is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of KE is 2828
Sortino Ratio Rank
The Omega Ratio Rank of KE is 2828
Omega Ratio Rank
The Calmar Ratio Rank of KE is 3232
Calmar Ratio Rank
The Martin Ratio Rank of KE is 3535
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. KE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fabrinet (FN) and Kimball Electronics, Inc. (KE). 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 higher than the KE Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of FN and KE, 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. KE - Dividend Comparison

Neither FN nor KE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FN vs. KE - Drawdown Comparison

The maximum FN drawdown since its inception was -70.46%, which is greater than KE's maximum drawdown of -58.50%. Use the drawdown chart below to compare losses from any high point for FN and KE. For additional features, visit the drawdowns tool.


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Volatility

FN vs. KE - Volatility Comparison

The current volatility for Fabrinet (FN) is 18.61%, while Kimball Electronics, Inc. (KE) has a volatility of 24.00%. This indicates that FN experiences smaller price fluctuations and is considered to be less risky than KE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

FN vs. KE - Financials Comparison

This section allows you to compare key financial metrics between Fabrinet and Kimball Electronics, 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


300.00M400.00M500.00M600.00M700.00M800.00M900.00M20212022202320242025
871.80M
374.61M
(FN) Total Revenue
(KE) Total Revenue
Values in USD except per share items

FN vs. KE - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

6.0%8.0%10.0%12.0%20212022202320242025
11.7%
7.2%
(FN) Gross Margin
(KE) 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%.

KE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Kimball Electronics, Inc. reported a gross profit of 26.90M and revenue of 374.61M. Therefore, the gross margin over that period was 7.2%.

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%.

KE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Kimball Electronics, Inc. reported an operating income of 13.74M and revenue of 374.61M, resulting in an operating margin of 3.7%.

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%.

KE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Kimball Electronics, Inc. reported a net income of 3.82M and revenue of 374.61M, resulting in a net margin of 1.0%.