FN vs. NVMI
Compare and contrast key facts about Fabrinet (FN) and Nova Ltd (NVMI).
Performance
FN vs. NVMI - Performance Comparison
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FN vs. NVMI - Yearly Performance Comparison
Fundamentals
FN:
$18.87B
NVMI:
$14.69B
FN:
$10.36
NVMI:
$7.91
FN:
50.35
NVMI:
54.92
FN:
2.16
NVMI:
1.90
FN:
4.84
NVMI:
16.17
FN:
8.64
NVMI:
11.14
FN:
$3.89B
NVMI:
$880.58M
FN:
$467.60M
NVMI:
$505.20M
FN:
$458.04M
NVMI:
$285.37M
Returns By Period
In the year-to-date period, FN achieves a 14.55% return, which is significantly lower than NVMI's 32.25% return. Over the past 10 years, FN has underperformed NVMI with an annualized return of 32.12%, while NVMI has yielded a comparatively higher 45.24% annualized return.
FN
- 1D
- 6.03%
- 1M
- -4.42%
- YTD
- 14.55%
- 6M
- 43.03%
- 1Y
- 164.05%
- 3Y*
- 63.76%
- 5Y*
- 41.68%
- 10Y*
- 32.12%
NVMI
- 1D
- 5.09%
- 1M
- -1.04%
- YTD
- 32.25%
- 6M
- 35.86%
- 1Y
- 135.60%
- 3Y*
- 60.79%
- 5Y*
- 35.35%
- 10Y*
- 45.24%
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Return for Risk
FN vs. NVMI — Risk / Return Rank
FN
NVMI
FN vs. NVMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fabrinet (FN) and Nova Ltd (NVMI). 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.
| FN | NVMI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.53 | 2.49 | +0.04 |
Sortino ratioReturn per unit of downside risk | 2.67 | 2.79 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.36 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 8.07 | 6.17 | +1.90 |
Martin ratioReturn relative to average drawdown | 20.16 | 17.09 | +3.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FN | NVMI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.53 | 2.49 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.77 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 1.07 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.20 | +0.37 |
Correlation
The correlation between FN and NVMI 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.
Dividends
FN vs. NVMI - Dividend Comparison
Neither FN nor NVMI has paid dividends to shareholders.
Drawdowns
FN vs. NVMI - Drawdown Comparison
The maximum FN drawdown since its inception was -70.46%, smaller than the maximum NVMI drawdown of -98.22%. Use the drawdown chart below to compare losses from any high point for FN and NVMI.
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Drawdown Indicators
| FN | NVMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.46% | -98.22% | +27.76% |
Max Drawdown (1Y)Largest decline over 1 year | -20.55% | -21.56% | +1.01% |
Max Drawdown (5Y)Largest decline over 5 years | -38.70% | -52.76% | +14.06% |
Max Drawdown (10Y)Largest decline over 10 years | -51.11% | -52.76% | +1.65% |
Current DrawdownCurrent decline from peak | -15.34% | -12.73% | -2.61% |
Average DrawdownAverage peak-to-trough decline | -22.78% | -52.12% | +29.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.23% | 7.78% | +0.45% |
Volatility
FN vs. NVMI - Volatility Comparison
Fabrinet (FN) has a higher volatility of 28.70% compared to Nova Ltd (NVMI) at 16.92%. This indicates that FN's price experiences larger fluctuations and is considered to be riskier than NVMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FN | NVMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.70% | 16.92% | +11.78% |
Volatility (6M)Calculated over the trailing 6-month period | 50.83% | 37.98% | +12.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.21% | 54.75% | +10.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.79% | 46.15% | +5.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.40% | 42.47% | +4.93% |
Financials
FN vs. NVMI - Financials Comparison
This section allows you to compare key financial metrics between Fabrinet and Nova Ltd. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
FN vs. NVMI - Profitability Comparison
FN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Fabrinet reported a gross profit of 137.68M and revenue of 1.13B. Therefore, the gross margin over that period was 12.2%.
NVMI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Nova Ltd reported a gross profit of 128.23M and revenue of 222.62M. Therefore, the gross margin over that period was 57.6%.
FN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Fabrinet reported an operating income of 114.40M and revenue of 1.13B, resulting in an operating margin of 10.1%.
NVMI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Nova Ltd reported an operating income of 60.73M and revenue of 222.62M, resulting in an operating margin of 27.3%.
FN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Fabrinet reported a net income of 112.63M and revenue of 1.13B, resulting in a net margin of 9.9%.
NVMI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Nova Ltd reported a net income of 64.69M and revenue of 222.62M, resulting in a net margin of 29.1%.