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

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.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
0.40%
-15.33%
FN
KE

Returns By Period

In the year-to-date period, FN achieves a 22.03% return, which is significantly higher than KE's -28.87% return. Over the past 10 years, FN has outperformed KE with an annualized return of 29.99%, while KE has yielded a comparatively lower 5.98% annualized return.


FN

YTD

22.03%

1M

-4.43%

6M

0.40%

1Y

35.64%

5Y (annualized)

30.85%

10Y (annualized)

29.99%

KE

YTD

-28.87%

1M

3.90%

6M

-15.33%

1Y

-24.11%

5Y (annualized)

2.10%

10Y (annualized)

5.98%

Fundamentals


FNKE
Market Cap$8.52B$493.61M
EPS$8.45$0.50
PE Ratio27.4940.00
PEG Ratio1.190.00
Total Revenue (TTM)$3.00B$1.65B
Gross Profit (TTM)$370.85M$125.28M
EBITDA (TTM)$367.98M$90.50M

Key characteristics


FNKE
Sharpe Ratio0.73-0.61
Sortino Ratio1.27-0.66
Omega Ratio1.170.91
Calmar Ratio1.36-0.50
Martin Ratio3.17-0.97
Ulcer Index12.01%23.06%
Daily Std Dev51.90%36.56%
Max Drawdown-70.46%-54.28%
Current Drawdown-15.08%-38.38%

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Correlation

-0.50.00.51.00.4

The correlation between FN and KE is 0.41, 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. 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.


Sharpe ratio
The chart of Sharpe ratio for FN, currently valued at 0.73, compared to the broader market-4.00-2.000.002.004.000.73-0.61
The chart of Sortino ratio for FN, currently valued at 1.27, compared to the broader market-4.00-2.000.002.004.001.27-0.66
The chart of Omega ratio for FN, currently valued at 1.17, compared to the broader market0.501.001.502.001.170.91
The chart of Calmar ratio for FN, currently valued at 1.36, compared to the broader market0.002.004.006.001.36-0.50
The chart of Martin ratio for FN, currently valued at 3.17, compared to the broader market-10.000.0010.0020.0030.003.17-0.97
FN
KE

The current FN Sharpe Ratio is 0.73, which is higher than the KE Sharpe Ratio of -0.61. 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.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.73
-0.61
FN
KE

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 -54.28%. Use the drawdown chart below to compare losses from any high point for FN and KE. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-15.08%
-38.38%
FN
KE

Volatility

FN vs. KE - Volatility Comparison

Fabrinet (FN) has a higher volatility of 15.22% compared to Kimball Electronics, Inc. (KE) at 12.73%. This indicates that FN's price experiences larger fluctuations and is considered to be riskier than KE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
15.22%
12.73%
FN
KE

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


Values in USD except per share items