NVMI vs. FN
Compare and contrast key facts about Nova Ltd (NVMI) and Fabrinet (FN).
Performance
NVMI vs. FN - Performance Comparison
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NVMI vs. FN - Yearly Performance Comparison
Fundamentals
NVMI:
$14.69B
FN:
$18.87B
NVMI:
$7.91
FN:
$10.36
NVMI:
54.92
FN:
50.35
NVMI:
1.90
FN:
2.16
NVMI:
16.17
FN:
4.84
NVMI:
11.14
FN:
8.64
NVMI:
$880.58M
FN:
$3.89B
NVMI:
$505.20M
FN:
$467.60M
NVMI:
$285.37M
FN:
$458.04M
Returns By Period
In the year-to-date period, NVMI achieves a 32.25% return, which is significantly higher than FN's 14.55% return. Over the past 10 years, NVMI has outperformed FN with an annualized return of 45.24%, while FN has yielded a comparatively lower 32.12% annualized return.
NVMI
- 1D
- 5.09%
- 1M
- -1.04%
- YTD
- 32.25%
- 6M
- 35.86%
- 1Y
- 135.60%
- 3Y*
- 60.79%
- 5Y*
- 35.35%
- 10Y*
- 45.24%
FN
- 1D
- 6.03%
- 1M
- -4.42%
- YTD
- 14.55%
- 6M
- 43.03%
- 1Y
- 164.05%
- 3Y*
- 63.76%
- 5Y*
- 41.68%
- 10Y*
- 32.12%
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Return for Risk
NVMI vs. FN — Risk / Return Rank
NVMI
FN
NVMI vs. FN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nova Ltd (NVMI) 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.
| NVMI | FN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.49 | 2.53 | -0.04 |
Sortino ratioReturn per unit of downside risk | 2.79 | 2.67 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.37 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 6.17 | 8.07 | -1.90 |
Martin ratioReturn relative to average drawdown | 17.09 | 20.16 | -3.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NVMI | FN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.49 | 2.53 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.81 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.07 | 0.68 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.57 | -0.37 |
Correlation
The correlation between NVMI and FN is 0.40, 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.
Dividends
NVMI vs. FN - Dividend Comparison
Neither NVMI nor FN has paid dividends to shareholders.
Drawdowns
NVMI vs. FN - Drawdown Comparison
The maximum NVMI drawdown since its inception was -98.22%, which is greater than FN's maximum drawdown of -70.46%. Use the drawdown chart below to compare losses from any high point for NVMI and FN.
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Drawdown Indicators
| NVMI | FN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.22% | -70.46% | -27.76% |
Max Drawdown (1Y)Largest decline over 1 year | -21.56% | -20.55% | -1.01% |
Max Drawdown (5Y)Largest decline over 5 years | -52.76% | -38.70% | -14.06% |
Max Drawdown (10Y)Largest decline over 10 years | -52.76% | -51.11% | -1.65% |
Current DrawdownCurrent decline from peak | -12.73% | -15.34% | +2.61% |
Average DrawdownAverage peak-to-trough decline | -52.12% | -22.78% | -29.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.78% | 8.23% | -0.45% |
Volatility
NVMI vs. FN - Volatility Comparison
The current volatility for Nova Ltd (NVMI) is 16.92%, while Fabrinet (FN) has a volatility of 28.70%. This indicates that NVMI 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.
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Volatility by Period
| NVMI | FN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.92% | 28.70% | -11.78% |
Volatility (6M)Calculated over the trailing 6-month period | 37.98% | 50.83% | -12.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.75% | 65.21% | -10.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.15% | 51.79% | -5.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.47% | 47.40% | -4.93% |
Financials
NVMI vs. FN - Financials Comparison
This section allows you to compare key financial metrics between Nova Ltd 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
NVMI vs. FN - Profitability Comparison
NVMI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Nova Ltd reported a gross profit of 128.23M and revenue of 222.62M. Therefore, the gross margin over that period was 57.6%.
FN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Fabrinet reported a gross profit of 137.68M and revenue of 1.13B. Therefore, the gross margin over that period was 12.2%.
NVMI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Nova Ltd reported an operating income of 60.73M and revenue of 222.62M, resulting in an operating margin of 27.3%.
FN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Fabrinet reported an operating income of 114.40M and revenue of 1.13B, resulting in an operating margin of 10.1%.
NVMI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Nova Ltd reported a net income of 64.69M and revenue of 222.62M, resulting in a net margin of 29.1%.
FN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Fabrinet reported a net income of 112.63M and revenue of 1.13B, resulting in a net margin of 9.9%.