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

Performance

KE vs. FN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kimball Electronics, Inc. (KE) and Fabrinet (FN). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-14.99%
0.30%
KE
FN

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

YTD

-28.87%

1M

3.90%

6M

-15.33%

1Y

-24.11%

5Y (annualized)

2.10%

10Y (annualized)

5.98%

FN

YTD

22.03%

1M

-4.43%

6M

0.40%

1Y

35.64%

5Y (annualized)

30.85%

10Y (annualized)

29.99%

Fundamentals


KEFN
Market Cap$493.61M$8.52B
EPS$0.50$8.45
PE Ratio40.0027.49
PEG Ratio0.001.19
Total Revenue (TTM)$1.65B$3.00B
Gross Profit (TTM)$125.28M$370.85M
EBITDA (TTM)$90.50M$367.98M

Key characteristics


KEFN
Sharpe Ratio-0.610.73
Sortino Ratio-0.661.27
Omega Ratio0.911.17
Calmar Ratio-0.501.36
Martin Ratio-0.973.17
Ulcer Index23.06%12.01%
Daily Std Dev36.56%51.90%
Max Drawdown-54.28%-70.46%
Current Drawdown-38.38%-15.08%

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Correlation

-0.50.00.51.00.4

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.


Sharpe ratio
The chart of Sharpe ratio for KE, currently valued at -0.61, compared to the broader market-4.00-2.000.002.004.00-0.610.73
The chart of Sortino ratio for KE, currently valued at -0.66, compared to the broader market-4.00-2.000.002.004.00-0.661.27
The chart of Omega ratio for KE, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.17
The chart of Calmar ratio for KE, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.501.36
The chart of Martin ratio for KE, currently valued at -0.97, compared to the broader market-10.000.0010.0020.0030.00-0.973.17
KE
FN

The current KE Sharpe Ratio is -0.61, which is lower than the FN Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of KE and FN, 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 Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.61
0.73
KE
FN

Dividends

KE vs. FN - Dividend Comparison

Neither KE nor FN has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-38.38%
-15.08%
KE
FN

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.


10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.73%
15.22%
KE
FN

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items