FN vs. NVMI
Compare and contrast key facts about Fabrinet (FN) and Nova Ltd (NVMI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FN or NVMI.
Key characteristics
| FN | NVMI | |
|---|---|---|
| YTD Return | 24.36% | 47.14% |
| 1Y Return | 154.10% | 110.57% |
| 3Y Return (Ann) | 42.62% | 31.59% |
| 5Y Return (Ann) | 37.80% | 50.34% |
| 10Y Return (Ann) | 28.45% | 34.52% |
| Sharpe Ratio | 2.83 | 3.21 |
| Daily Std Dev | 55.61% | 34.27% |
| Max Drawdown | -70.46% | -98.22% |
| Current Drawdown | 0.00% | 0.00% |
Fundamentals
| FN | NVMI | |
|---|---|---|
| Market Cap | $8.05B | $5.62B |
| EPS | $7.55 | $4.27 |
| PE Ratio | 29.50 | 45.32 |
| PEG Ratio | 1.19 | 0.00 |
| Revenue (TTM) | $2.79B | $517.92M |
| Gross Profit (TTM) | $278.59M | $316.97M |
| EBITDA (TTM) | $314.19M | $148.46M |
Correlation
The correlation between FN and NVMI is 0.38, 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.
Performance
FN vs. NVMI - Performance Comparison
In the year-to-date period, FN achieves a 24.36% return, which is significantly lower than NVMI's 47.14% return. Over the past 10 years, FN has underperformed NVMI with an annualized return of 28.45%, while NVMI has yielded a comparatively higher 34.52% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. NVMI - Risk-Adjusted Performance 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.
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. For additional features, visit the drawdowns tool.
Volatility
FN vs. NVMI - Volatility Comparison
Fabrinet (FN) has a higher volatility of 13.86% compared to Nova Ltd (NVMI) at 12.76%. 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.
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