KE vs. FN
Compare and contrast key facts about Kimball Electronics, Inc. (KE) and Fabrinet (FN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KE or FN.
Performance
KE vs. FN - Performance Comparison
Returns By Period
In the year-to-date period, KE achieves a -28.87% return, which is significantly lower than FN's 22.03% return. Over the past 10 years, KE has underperformed FN with an annualized return of 5.98%, while FN has yielded a comparatively higher 29.99% annualized return.
KE
-28.87%
3.90%
-15.33%
-24.11%
2.10%
5.98%
FN
22.03%
-4.43%
0.40%
35.64%
30.85%
29.99%
Fundamentals
KE | FN | |
---|---|---|
Market Cap | $493.61M | $8.52B |
EPS | $0.50 | $8.45 |
PE Ratio | 40.00 | 27.49 |
PEG Ratio | 0.00 | 1.19 |
Total Revenue (TTM) | $1.65B | $3.00B |
Gross Profit (TTM) | $125.28M | $370.85M |
EBITDA (TTM) | $90.50M | $367.98M |
Key characteristics
KE | FN | |
---|---|---|
Sharpe Ratio | -0.61 | 0.73 |
Sortino Ratio | -0.66 | 1.27 |
Omega Ratio | 0.91 | 1.17 |
Calmar Ratio | -0.50 | 1.36 |
Martin Ratio | -0.97 | 3.17 |
Ulcer Index | 23.06% | 12.01% |
Daily Std Dev | 36.56% | 51.90% |
Max Drawdown | -54.28% | -70.46% |
Current Drawdown | -38.38% | -15.08% |
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Correlation
The correlation between KE and FN is 0.41, 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.
Risk-Adjusted Performance
KE vs. FN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Kimball Electronics, Inc. (KE) and Fabrinet (FN). 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
KE vs. FN - Dividend Comparison
Neither KE nor FN has paid dividends to shareholders.
Drawdowns
KE vs. FN - Drawdown Comparison
The maximum KE drawdown since its inception was -54.28%, smaller than the maximum FN drawdown of -70.46%. Use the drawdown chart below to compare losses from any high point for KE and FN. For additional features, visit the drawdowns tool.
Volatility
KE vs. FN - Volatility Comparison
The current volatility for Kimball Electronics, Inc. (KE) is 12.73%, while Fabrinet (FN) has a volatility of 15.22%. This indicates that KE experiences smaller price fluctuations and is considered to be less risky than FN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
KE vs. FN - Financials Comparison
This section allows you to compare key financial metrics between Kimball Electronics, Inc. and Fabrinet. 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