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

Correlation

The correlation between FN and NEE is 0.40, 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. NEE - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FN:

-0.11

NEE:

-0.11

Sortino Ratio

FN:

0.37

NEE:

0.21

Omega Ratio

FN:

1.05

NEE:

1.03

Calmar Ratio

FN:

-0.09

NEE:

0.02

Martin Ratio

FN:

-0.18

NEE:

0.04

Ulcer Index

FN:

17.46%

NEE:

12.22%

Daily Std Dev

FN:

63.36%

NEE:

28.38%

Max Drawdown

FN:

-70.46%

NEE:

-47.81%

Current Drawdown

FN:

-25.92%

NEE:

-17.94%

Fundamentals

Market Cap

FN:

$7.46B

NEE:

$144.74B

EPS

FN:

$8.98

NEE:

$2.67

PE Ratio

FN:

22.56

NEE:

26.33

PEG Ratio

FN:

1.19

NEE:

2.59

PS Ratio

FN:

2.23

NEE:

5.73

PB Ratio

FN:

3.91

NEE:

2.82

Total Revenue (TTM)

FN:

$3.26B

NEE:

$25.27B

Gross Profit (TTM)

FN:

$397.42M

NEE:

$17.71B

EBITDA (TTM)

FN:

$326.13M

NEE:

$10.19B

Returns By Period

In the year-to-date period, FN achieves a -7.85% return, which is significantly lower than NEE's -1.12% return. Over the past 10 years, FN has outperformed NEE with an annualized return of 27.19%, while NEE has yielded a comparatively lower 13.79% annualized return.


FN

YTD

-7.85%

1M

10.84%

6M

-25.25%

1Y

-9.03%

5Y*

27.00%

10Y*

27.19%

NEE

YTD

-1.12%

1M

5.38%

6M

-7.28%

1Y

-2.03%

5Y*

6.91%

10Y*

13.79%

*Annualized

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Risk-Adjusted Performance

FN vs. NEE — 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

NEE
The Risk-Adjusted Performance Rank of NEE is 4747
Overall Rank
The Sharpe Ratio Rank of NEE is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of NEE is 4242
Sortino Ratio Rank
The Omega Ratio Rank of NEE is 4343
Omega Ratio Rank
The Calmar Ratio Rank of NEE is 5252
Calmar Ratio Rank
The Martin Ratio Rank of NEE is 5252
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. NEE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fabrinet (FN) and NextEra Energy, Inc. (NEE). 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 comparable to the NEE Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of FN and NEE, 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. NEE - Dividend Comparison

FN has not paid dividends to shareholders, while NEE's dividend yield for the trailing twelve months is around 3.00%.


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%
NEE
NextEra Energy, Inc.
3.00%2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%

Drawdowns

FN vs. NEE - Drawdown Comparison

The maximum FN drawdown since its inception was -70.46%, which is greater than NEE's maximum drawdown of -47.81%. Use the drawdown chart below to compare losses from any high point for FN and NEE. For additional features, visit the drawdowns tool.


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Volatility

FN vs. NEE - Volatility Comparison

Fabrinet (FN) has a higher volatility of 18.61% compared to NextEra Energy, Inc. (NEE) at 7.95%. This indicates that FN's price experiences larger fluctuations and is considered to be riskier than NEE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

FN vs. NEE - Financials Comparison

This section allows you to compare key financial metrics between Fabrinet and NextEra Energy, 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


0.002.00B4.00B6.00B8.00B20212022202320242025
871.80M
6.25B
(FN) Total Revenue
(NEE) Total Revenue
Values in USD except per share items

FN vs. NEE - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20212022202320242025
11.7%
100.0%
(FN) Gross Margin
(NEE) 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%.

NEE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, NextEra Energy, Inc. reported a gross profit of 6.25B and revenue of 6.25B. Therefore, the gross margin over that period was 100.0%.

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%.

NEE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, NextEra Energy, Inc. reported an operating income of 2.26B and revenue of 6.25B, resulting in an operating margin of 36.1%.

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%.

NEE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, NextEra Energy, Inc. reported a net income of 833.00M and revenue of 6.25B, resulting in a net margin of 13.3%.