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FN vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FN and VOO is 0.51, 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.


-0.50.00.51.00.5

Performance

FN vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fabrinet (FN) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-1.22%
8.46%
FN
VOO

Key characteristics

Sharpe Ratio

FN:

0.55

VOO:

2.21

Sortino Ratio

FN:

1.07

VOO:

2.92

Omega Ratio

FN:

1.14

VOO:

1.41

Calmar Ratio

FN:

1.06

VOO:

3.34

Martin Ratio

FN:

2.21

VOO:

14.07

Ulcer Index

FN:

13.45%

VOO:

2.01%

Daily Std Dev

FN:

53.87%

VOO:

12.80%

Max Drawdown

FN:

-70.46%

VOO:

-33.99%

Current Drawdown

FN:

-11.56%

VOO:

-1.36%

Returns By Period

In the year-to-date period, FN achieves a 10.01% return, which is significantly higher than VOO's 1.98% return. Over the past 10 years, FN has outperformed VOO with an annualized return of 31.03%, while VOO has yielded a comparatively lower 13.52% annualized return.


FN

YTD

10.01%

1M

9.32%

6M

-1.22%

1Y

19.77%

5Y*

29.14%

10Y*

31.03%

VOO

YTD

1.98%

1M

2.24%

6M

9.59%

1Y

27.12%

5Y*

14.29%

10Y*

13.52%

*Annualized

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. VOO — 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 6767
Overall Rank
The Sharpe Ratio Rank of FN is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FN is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FN is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FN is 8080
Calmar Ratio Rank
The Martin Ratio Rank of FN is 6868
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fabrinet (FN) and Vanguard S&P 500 ETF (VOO). 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 0.55, compared to the broader market-2.000.002.004.000.552.21
The chart of Sortino ratio for FN, currently valued at 1.07, compared to the broader market-4.00-2.000.002.004.001.072.92
The chart of Omega ratio for FN, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.41
The chart of Calmar ratio for FN, currently valued at 1.06, compared to the broader market0.002.004.006.001.063.34
The chart of Martin ratio for FN, currently valued at 2.21, compared to the broader market-10.000.0010.0020.0030.002.2114.07
FN
VOO

The current FN Sharpe Ratio is 0.55, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of FN and VOO, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.55
2.21
FN
VOO

Dividends

FN vs. VOO - Dividend Comparison

FN has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.22%.


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%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FN vs. VOO - Drawdown Comparison

The maximum FN drawdown since its inception was -70.46%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FN and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.56%
-1.36%
FN
VOO

Volatility

FN vs. VOO - Volatility Comparison

Fabrinet (FN) has a higher volatility of 10.21% compared to Vanguard S&P 500 ETF (VOO) at 5.05%. This indicates that FN's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
10.21%
5.05%
FN
VOO
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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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