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LUMN vs. FAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


LUMNFAT
YTD Return282.51%-6.46%
1Y Return525.00%-9.73%
3Y Return (Ann)-17.85%-16.25%
5Y Return (Ann)-8.04%27.83%
Sharpe Ratio4.60-0.08
Sortino Ratio5.080.24
Omega Ratio1.641.04
Calmar Ratio6.45-0.07
Martin Ratio27.24-0.14
Ulcer Index22.55%30.63%
Daily Std Dev133.54%50.38%
Max Drawdown-95.26%-81.65%
Current Drawdown-66.13%-50.38%

Fundamentals


LUMNFAT
Market Cap$7.12B$89.47M
EPS-$2.10-$8.07
Total Revenue (TTM)$10.08B$462.64M
Gross Profit (TTM)$2.79B$128.00M
EBITDA (TTM)$2.57B$27.44M

Correlation

-0.50.00.51.00.1

The correlation between LUMN and FAT is 0.10, 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.

Performance

LUMN vs. FAT - Performance Comparison

In the year-to-date period, LUMN achieves a 282.51% return, which is significantly higher than FAT's -6.46% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%500.00%JuneJulyAugustSeptemberOctoberNovember
430.20%
-24.99%
LUMN
FAT

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Risk-Adjusted Performance

LUMN vs. FAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lumen Technologies, Inc. (LUMN) and FAT Brands Inc. (FAT). 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.


LUMN
Sharpe ratio
The chart of Sharpe ratio for LUMN, currently valued at 4.60, compared to the broader market-4.00-2.000.002.004.004.60
Sortino ratio
The chart of Sortino ratio for LUMN, currently valued at 5.08, compared to the broader market-4.00-2.000.002.004.005.08
Omega ratio
The chart of Omega ratio for LUMN, currently valued at 1.64, compared to the broader market0.501.001.502.001.64
Calmar ratio
The chart of Calmar ratio for LUMN, currently valued at 6.53, compared to the broader market0.002.004.006.006.53
Martin ratio
The chart of Martin ratio for LUMN, currently valued at 27.24, compared to the broader market0.0010.0020.0030.0027.24
FAT
Sharpe ratio
The chart of Sharpe ratio for FAT, currently valued at -0.08, compared to the broader market-4.00-2.000.002.004.00-0.08
Sortino ratio
The chart of Sortino ratio for FAT, currently valued at 0.24, compared to the broader market-4.00-2.000.002.004.000.24
Omega ratio
The chart of Omega ratio for FAT, currently valued at 1.04, compared to the broader market0.501.001.502.001.04
Calmar ratio
The chart of Calmar ratio for FAT, currently valued at -0.07, compared to the broader market0.002.004.006.00-0.07
Martin ratio
The chart of Martin ratio for FAT, currently valued at -0.14, compared to the broader market0.0010.0020.0030.00-0.14

LUMN vs. FAT - Sharpe Ratio Comparison

The current LUMN Sharpe Ratio is 4.60, which is higher than the FAT Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of LUMN and FAT, 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-1.000.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
4.60
-0.08
LUMN
FAT

Dividends

LUMN vs. FAT - Dividend Comparison

LUMN has not paid dividends to shareholders, while FAT's dividend yield for the trailing twelve months is around 10.57%.


TTM20232022202120202019201820172016201520142013
LUMN
Lumen Technologies, Inc.
0.00%0.00%14.37%7.97%10.26%7.57%14.26%12.95%9.08%8.59%5.46%6.78%
FAT
FAT Brands Inc.
10.57%9.24%10.92%4.91%0.00%6.37%18.88%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LUMN vs. FAT - Drawdown Comparison

The maximum LUMN drawdown since its inception was -95.26%, which is greater than FAT's maximum drawdown of -81.65%. Use the drawdown chart below to compare losses from any high point for LUMN and FAT. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-57.65%
-50.38%
LUMN
FAT

Volatility

LUMN vs. FAT - Volatility Comparison

Lumen Technologies, Inc. (LUMN) has a higher volatility of 19.44% compared to FAT Brands Inc. (FAT) at 7.94%. This indicates that LUMN's price experiences larger fluctuations and is considered to be riskier than FAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
19.44%
7.94%
LUMN
FAT

Financials

LUMN vs. FAT - Financials Comparison

This section allows you to compare key financial metrics between Lumen Technologies, Inc. and FAT Brands Inc.. 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