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

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.


-0.50.00.51.00.4

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.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
154.43%
1,111.72%
KE
FN

Key characteristics

Sharpe Ratio

KE:

-0.83

FN:

0.33

Sortino Ratio

KE:

-1.03

FN:

0.81

Omega Ratio

KE:

0.87

FN:

1.11

Calmar Ratio

KE:

-0.67

FN:

0.63

Martin Ratio

KE:

-1.21

FN:

1.38

Ulcer Index

KE:

24.75%

FN:

12.74%

Daily Std Dev

KE:

36.39%

FN:

53.54%

Max Drawdown

KE:

-54.28%

FN:

-70.46%

Current Drawdown

KE:

-40.95%

FN:

-19.10%

Fundamentals

Market Cap

KE:

$459.55M

FN:

$8.41B

EPS

KE:

$0.50

FN:

$8.46

PE Ratio

KE:

37.24

FN:

27.39

PEG Ratio

KE:

0.00

FN:

1.19

Total Revenue (TTM)

KE:

$1.65B

FN:

$3.00B

Gross Profit (TTM)

KE:

$125.28M

FN:

$370.85M

EBITDA (TTM)

KE:

$78.89M

FN:

$367.98M

Returns By Period

In the year-to-date period, KE achieves a -31.84% return, which is significantly lower than FN's 16.25% return. Over the past 10 years, KE has underperformed FN with an annualized return of 4.90%, while FN has yielded a comparatively higher 28.81% annualized return.


KE

YTD

-31.84%

1M

-3.87%

6M

-15.35%

1Y

-31.86%

5Y*

1.27%

10Y*

4.90%

FN

YTD

16.25%

1M

-2.23%

6M

-10.38%

1Y

15.59%

5Y*

28.04%

10Y*

28.81%

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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 -0.83, compared to the broader market-4.00-2.000.002.00-0.830.33
The chart of Sortino ratio for KE, currently valued at -1.03, compared to the broader market-4.00-2.000.002.004.00-1.030.81
The chart of Omega ratio for KE, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.11
The chart of Calmar ratio for KE, currently valued at -0.67, compared to the broader market0.002.004.006.00-0.670.63
The chart of Martin ratio for KE, currently valued at -1.21, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.211.38
KE
FN

The current KE Sharpe Ratio is -0.83, which is lower than the FN Sharpe Ratio of 0.33. 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-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
-0.83
0.33
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%JulyAugustSeptemberOctoberNovemberDecember
-40.95%
-19.10%
KE
FN

Volatility

KE vs. FN - Volatility Comparison

The current volatility for Kimball Electronics, Inc. (KE) is 7.71%, while Fabrinet (FN) has a volatility of 11.76%. 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%JulyAugustSeptemberOctoberNovemberDecember
7.71%
11.76%
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
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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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