PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FN vs. NEE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FN and NEE is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

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.

1,000.00%1,500.00%2,000.00%2,500.00%JulyAugustSeptemberOctoberNovemberDecember
2,054.70%
767.94%
FN
NEE

Key characteristics

Sharpe Ratio

FN:

0.38

NEE:

0.75

Sortino Ratio

FN:

0.87

NEE:

1.10

Omega Ratio

FN:

1.12

NEE:

1.14

Calmar Ratio

FN:

0.74

NEE:

0.50

Martin Ratio

FN:

1.63

NEE:

2.85

Ulcer Index

FN:

12.63%

NEE:

6.66%

Daily Std Dev

FN:

53.42%

NEE:

25.34%

Max Drawdown

FN:

-70.46%

NEE:

-47.81%

Current Drawdown

FN:

-15.31%

NEE:

-18.37%

Fundamentals

Market Cap

FN:

$8.41B

NEE:

$148.62B

EPS

FN:

$8.46

NEE:

$3.37

PE Ratio

FN:

27.39

NEE:

21.45

PEG Ratio

FN:

1.19

NEE:

2.94

Total Revenue (TTM)

FN:

$3.00B

NEE:

$26.29B

Gross Profit (TTM)

FN:

$370.85M

NEE:

$14.94B

EBITDA (TTM)

FN:

$367.98M

NEE:

$15.46B

Returns By Period

In the year-to-date period, FN achieves a 21.70% return, which is significantly higher than NEE's 19.48% return. Over the past 10 years, FN has outperformed NEE with an annualized return of 29.61%, while NEE has yielded a comparatively lower 13.18% annualized return.


FN

YTD

21.70%

1M

-0.27%

6M

-8.93%

1Y

20.80%

5Y*

29.27%

10Y*

29.61%

NEE

YTD

19.48%

1M

-7.07%

6M

1.44%

1Y

17.87%

5Y*

5.52%

10Y*

13.18%

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. 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.


Sharpe ratio
The chart of Sharpe ratio for FN, currently valued at 0.38, compared to the broader market-4.00-2.000.002.000.380.75
The chart of Sortino ratio for FN, currently valued at 0.87, compared to the broader market-4.00-2.000.002.004.000.871.10
The chart of Omega ratio for FN, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.14
The chart of Calmar ratio for FN, currently valued at 0.74, compared to the broader market0.002.004.006.000.740.50
The chart of Martin ratio for FN, currently valued at 1.63, compared to the broader market0.0010.0020.001.632.85
FN
NEE

The current FN Sharpe Ratio is 0.38, which is lower than the NEE Sharpe Ratio of 0.75. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.38
0.75
FN
NEE

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 2.92%.


TTM20232022202120202019201820172016201520142013
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.
2.92%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%3.08%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.31%
-18.37%
FN
NEE

Volatility

FN vs. NEE - Volatility Comparison

Fabrinet (FN) has a higher volatility of 16.29% compared to NextEra Energy, Inc. (NEE) at 4.77%. 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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
16.29%
4.77%
FN
NEE

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab