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

Performance

FN vs. UNH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fabrinet (FN) and UnitedHealth Group Incorporated (UNH). The values are adjusted to include any dividend payments, if applicable.

1,800.00%2,000.00%2,200.00%2,400.00%JuneJulyAugustSeptemberOctoberNovember
2,109.77%
2,357.24%
FN
UNH

Returns By Period

In the year-to-date period, FN achieves a 24.81% return, which is significantly higher than UNH's 13.82% return. Over the past 10 years, FN has outperformed UNH with an annualized return of 30.25%, while UNH has yielded a comparatively lower 21.57% annualized return.


FN

YTD

24.81%

1M

-2.25%

6M

3.08%

1Y

38.73%

5Y (annualized)

31.15%

10Y (annualized)

30.25%

UNH

YTD

13.82%

1M

3.66%

6M

13.77%

1Y

11.38%

5Y (annualized)

18.83%

10Y (annualized)

21.57%

Fundamentals


FNUNH
Market Cap$9.39B$575.41B
EPS$8.45$15.38
PE Ratio30.6340.65
PEG Ratio1.191.70
Total Revenue (TTM)$3.00B$392.72B
Gross Profit (TTM)$370.85M$88.91B
EBITDA (TTM)$335.48M$27.22B

Key characteristics


FNUNH
Sharpe Ratio0.790.48
Sortino Ratio1.330.82
Omega Ratio1.181.11
Calmar Ratio1.480.58
Martin Ratio3.431.54
Ulcer Index12.00%7.60%
Daily Std Dev51.90%24.40%
Max Drawdown-70.46%-82.67%
Current Drawdown-13.14%-5.28%

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Correlation

-0.50.00.51.00.2

The correlation between FN and UNH is 0.23, 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.

Risk-Adjusted Performance

FN vs. UNH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fabrinet (FN) and UnitedHealth Group Incorporated (UNH). 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 0.79, compared to the broader market-4.00-2.000.002.004.000.790.47
The chart of Sortino ratio for FN, currently valued at 1.33, compared to the broader market-4.00-2.000.002.004.001.330.80
The chart of Omega ratio for FN, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.11
The chart of Calmar ratio for FN, currently valued at 1.48, compared to the broader market0.002.004.006.001.480.57
The chart of Martin ratio for FN, currently valued at 3.43, compared to the broader market0.0010.0020.0030.003.431.50
FN
UNH

The current FN Sharpe Ratio is 0.79, which is higher than the UNH Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of FN and UNH, 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.79
0.47
FN
UNH

Dividends

FN vs. UNH - Dividend Comparison

FN has not paid dividends to shareholders, while UNH's dividend yield for the trailing twelve months is around 1.34%.


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%
UNH
UnitedHealth Group Incorporated
1.34%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%

Drawdowns

FN vs. UNH - Drawdown Comparison

The maximum FN drawdown since its inception was -70.46%, smaller than the maximum UNH drawdown of -82.67%. Use the drawdown chart below to compare losses from any high point for FN and UNH. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-13.14%
-5.28%
FN
UNH

Volatility

FN vs. UNH - Volatility Comparison

Fabrinet (FN) has a higher volatility of 15.25% compared to UnitedHealth Group Incorporated (UNH) at 7.28%. This indicates that FN's price experiences larger fluctuations and is considered to be riskier than UNH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
15.25%
7.28%
FN
UNH

Financials

FN vs. UNH - Financials Comparison

This section allows you to compare key financial metrics between Fabrinet and UnitedHealth Group Incorporated. 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