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

Correlation

The correlation between FN and UNH is 0.22, 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. 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.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
2.29%
-6.08%
FN
UNH

Key characteristics

Sharpe Ratio

FN:

0.29

UNH:

0.17

Sortino Ratio

FN:

0.76

UNH:

0.42

Omega Ratio

FN:

1.10

UNH:

1.06

Calmar Ratio

FN:

0.58

UNH:

0.22

Martin Ratio

FN:

1.17

UNH:

0.58

Ulcer Index

FN:

13.88%

UNH:

8.35%

Daily Std Dev

FN:

56.11%

UNH:

27.76%

Max Drawdown

FN:

-70.46%

UNH:

-82.68%

Current Drawdown

FN:

-22.46%

UNH:

-15.39%

Fundamentals

Market Cap

FN:

$7.95B

UNH:

$487.79B

EPS

FN:

$8.59

UNH:

$15.49

PE Ratio

FN:

24.69

UNH:

34.22

PEG Ratio

FN:

1.19

UNH:

1.50

Total Revenue (TTM)

FN:

$3.12B

UNH:

$398.27B

Gross Profit (TTM)

FN:

$383.37M

UNH:

$87.39B

EBITDA (TTM)

FN:

$366.33M

UNH:

$23.82B

Returns By Period

In the year-to-date period, FN achieves a -3.56% return, which is significantly lower than UNH's 4.18% return. Over the past 10 years, FN has outperformed UNH with an annualized return of 28.89%, while UNH has yielded a comparatively lower 18.91% annualized return.


FN

YTD

-3.56%

1M

-9.20%

6M

1.79%

1Y

8.16%

5Y*

26.96%

10Y*

28.89%

UNH

YTD

4.18%

1M

0.48%

6M

-4.98%

1Y

2.92%

5Y*

14.46%

10Y*

18.91%

*Annualized

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Risk-Adjusted Performance

FN vs. UNH — 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 5858
Overall Rank
The Sharpe Ratio Rank of FN is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of FN is 5252
Sortino Ratio Rank
The Omega Ratio Rank of FN is 5353
Omega Ratio Rank
The Calmar Ratio Rank of FN is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FN is 6060
Martin Ratio Rank

UNH
The Risk-Adjusted Performance Rank of UNH is 5050
Overall Rank
The Sharpe Ratio Rank of UNH is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of UNH is 4343
Sortino Ratio Rank
The Omega Ratio Rank of UNH is 4545
Omega Ratio Rank
The Calmar Ratio Rank of UNH is 5656
Calmar Ratio Rank
The Martin Ratio Rank of UNH is 5353
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. 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 0.29, compared to the broader market-2.000.002.004.000.290.17
The chart of Sortino ratio for FN, currently valued at 0.76, compared to the broader market-4.00-2.000.002.004.000.760.42
The chart of Omega ratio for FN, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.06
The chart of Calmar ratio for FN, currently valued at 0.58, compared to the broader market0.002.004.006.000.580.22
The chart of Martin ratio for FN, currently valued at 1.17, compared to the broader market-30.00-20.00-10.000.0010.0020.0030.001.170.58
FN
UNH

The current FN Sharpe Ratio is 0.29, which is higher than the UNH Sharpe Ratio of 0.17. 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.29
0.17
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 1.55%.


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%
UNH
UnitedHealth Group Incorporated
1.55%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%

Drawdowns

FN vs. UNH - Drawdown Comparison

The maximum FN drawdown since its inception was -70.46%, smaller than the maximum UNH drawdown of -82.68%. 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%SeptemberOctoberNovemberDecember2025February
-22.46%
-15.39%
FN
UNH

Volatility

FN vs. UNH - Volatility Comparison

Fabrinet (FN) has a higher volatility of 29.86% compared to UnitedHealth Group Incorporated (UNH) at 9.44%. 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%25.00%30.00%SeptemberOctoberNovemberDecember2025February
29.86%
9.44%
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
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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.

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