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

Correlation

The correlation between NOK and FAT is 0.11, 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.


-0.50.00.51.00.1

Performance

NOK vs. FAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nokia Corporation (NOK) and FAT Brands Inc. (FAT). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
22.27%
6.07%
NOK
FAT

Key characteristics

Sharpe Ratio

NOK:

1.24

FAT:

-0.18

Sortino Ratio

NOK:

1.96

FAT:

0.09

Omega Ratio

NOK:

1.26

FAT:

1.02

Calmar Ratio

NOK:

0.43

FAT:

-0.16

Martin Ratio

NOK:

5.97

FAT:

-0.27

Ulcer Index

NOK:

6.50%

FAT:

33.40%

Daily Std Dev

NOK:

31.34%

FAT:

49.94%

Max Drawdown

NOK:

-95.97%

FAT:

-81.65%

Current Drawdown

NOK:

-85.32%

FAT:

-48.31%

Fundamentals

Market Cap

NOK:

$24.15B

FAT:

$92.83M

EPS

NOK:

$0.17

FAT:

-$9.22

Total Revenue (TTM)

NOK:

$19.17B

FAT:

$606.01M

Gross Profit (TTM)

NOK:

$10.82B

FAT:

$164.54M

EBITDA (TTM)

NOK:

$2.38B

FAT:

$26.08M

Returns By Period

In the year-to-date period, NOK achieves a 34.35% return, which is significantly higher than FAT's -2.57% return.


NOK

YTD

34.35%

1M

6.75%

6M

22.94%

1Y

41.38%

5Y*

6.23%

10Y*

-3.16%

FAT

YTD

-2.57%

1M

3.07%

6M

6.07%

1Y

-8.61%

5Y*

28.64%

10Y*

N/A

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Risk-Adjusted Performance

NOK vs. FAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nokia Corporation (NOK) 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.


Sharpe ratio
The chart of Sharpe ratio for NOK, currently valued at 1.24, compared to the broader market-4.00-2.000.002.001.24-0.18
The chart of Sortino ratio for NOK, currently valued at 1.96, compared to the broader market-4.00-2.000.002.004.001.960.09
The chart of Omega ratio for NOK, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.02
The chart of Calmar ratio for NOK, currently valued at 0.82, compared to the broader market0.002.004.006.000.82-0.16
The chart of Martin ratio for NOK, currently valued at 5.97, compared to the broader market0.0010.0020.005.97-0.27
NOK
FAT

The current NOK Sharpe Ratio is 1.24, which is higher than the FAT Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of NOK 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
1.24
-0.18
NOK
FAT

Dividends

NOK vs. FAT - Dividend Comparison

NOK's dividend yield for the trailing twelve months is around 3.18%, less than FAT's 10.41% yield.


TTM2023202220212020201920182017201620152014
NOK
Nokia Corporation
3.18%5.47%1.32%0.00%0.00%3.02%4.05%3.91%6.22%2.26%6.50%
FAT
FAT Brands Inc.
10.41%9.24%10.92%4.91%0.00%6.37%18.88%0.00%0.00%0.00%0.00%

Drawdowns

NOK vs. FAT - Drawdown Comparison

The maximum NOK drawdown since its inception was -95.97%, which is greater than FAT's maximum drawdown of -81.65%. Use the drawdown chart below to compare losses from any high point for NOK and FAT. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-25.51%
-48.31%
NOK
FAT

Volatility

NOK vs. FAT - Volatility Comparison

The current volatility for Nokia Corporation (NOK) is 7.31%, while FAT Brands Inc. (FAT) has a volatility of 7.91%. This indicates that NOK experiences smaller price fluctuations and is considered to be less risky than FAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
7.31%
7.91%
NOK
FAT

Financials

NOK vs. FAT - Financials Comparison

This section allows you to compare key financial metrics between Nokia Corporation 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
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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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