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

Correlation

The correlation between SANM and FN is 0.50, 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.


Performance

SANM vs. FN - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SANM:

0.78

FN:

-0.05

Sortino Ratio

SANM:

1.30

FN:

0.48

Omega Ratio

SANM:

1.18

FN:

1.06

Calmar Ratio

SANM:

0.35

FN:

0.05

Martin Ratio

SANM:

3.14

FN:

0.10

Ulcer Index

SANM:

9.29%

FN:

17.51%

Daily Std Dev

SANM:

37.14%

FN:

63.69%

Max Drawdown

SANM:

-99.66%

FN:

-70.46%

Current Drawdown

SANM:

-76.42%

FN:

-21.25%

Fundamentals

Market Cap

SANM:

$4.46B

FN:

$7.72B

EPS

SANM:

$4.32

FN:

$8.98

PE Ratio

SANM:

19.32

FN:

23.99

PEG Ratio

SANM:

0.91

FN:

1.19

PS Ratio

SANM:

0.57

FN:

2.37

PB Ratio

SANM:

1.93

FN:

3.94

Total Revenue (TTM)

SANM:

$7.85B

FN:

$3.26B

Gross Profit (TTM)

SANM:

$668.98M

FN:

$397.42M

EBITDA (TTM)

SANM:

$482.12M

FN:

$326.13M

Returns By Period

In the year-to-date period, SANM achieves a 10.29% return, which is significantly higher than FN's -2.04% return. Over the past 10 years, SANM has underperformed FN with an annualized return of 14.58%, while FN has yielded a comparatively higher 28.08% annualized return.


SANM

YTD

10.29%

1M

9.89%

6M

0.10%

1Y

28.54%

5Y*

27.10%

10Y*

14.58%

FN

YTD

-2.04%

1M

13.90%

6M

-20.50%

1Y

-3.30%

5Y*

30.54%

10Y*

28.08%

*Annualized

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Risk-Adjusted Performance

SANM vs. FN — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SANM
The Risk-Adjusted Performance Rank of SANM is 7474
Overall Rank
The Sharpe Ratio Rank of SANM is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of SANM is 7272
Sortino Ratio Rank
The Omega Ratio Rank of SANM is 7272
Omega Ratio Rank
The Calmar Ratio Rank of SANM is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SANM is 7979
Martin Ratio Rank

FN
The Risk-Adjusted Performance Rank of FN is 5050
Overall Rank
The Sharpe Ratio Rank of FN is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of FN is 4949
Sortino Ratio Rank
The Omega Ratio Rank of FN is 5050
Omega Ratio Rank
The Calmar Ratio Rank of FN is 5252
Calmar Ratio Rank
The Martin Ratio Rank of FN is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SANM vs. FN - Risk-Adjusted Performance Comparison

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


The current SANM Sharpe Ratio is 0.78, which is higher than the FN Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of SANM 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.


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Dividends

SANM vs. FN - Dividend Comparison

Neither SANM nor FN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SANM vs. FN - Drawdown Comparison

The maximum SANM drawdown since its inception was -99.66%, which is greater than FN's maximum drawdown of -70.46%. Use the drawdown chart below to compare losses from any high point for SANM and FN. For additional features, visit the drawdowns tool.


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Volatility

SANM vs. FN - Volatility Comparison

The current volatility for Sanmina Corporation (SANM) is 10.03%, while Fabrinet (FN) has a volatility of 16.38%. This indicates that SANM 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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Financials

SANM vs. FN - Financials Comparison

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


500.00M1.00B1.50B2.00B20212022202320242025
1.98B
871.80M
(SANM) Total Revenue
(FN) Total Revenue
Values in USD except per share items

SANM vs. FN - Profitability Comparison

The chart below illustrates the profitability comparison between Sanmina Corporation and Fabrinet over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

7.0%8.0%9.0%10.0%11.0%12.0%13.0%20212022202320242025
8.9%
11.7%
(SANM) Gross Margin
(FN) Gross Margin
SANM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Sanmina Corporation reported a gross profit of 176.24M and revenue of 1.98B. Therefore, the gross margin over that period was 8.9%.

FN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Fabrinet reported a gross profit of 102.18M and revenue of 871.80M. Therefore, the gross margin over that period was 11.7%.

SANM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Sanmina Corporation reported an operating income of 91.62M and revenue of 1.98B, resulting in an operating margin of 4.6%.

FN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Fabrinet reported an operating income of 78.86M and revenue of 871.80M, resulting in an operating margin of 9.1%.

SANM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Sanmina Corporation reported a net income of 64.21M and revenue of 1.98B, resulting in a net margin of 3.2%.

FN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Fabrinet reported a net income of 81.29M and revenue of 871.80M, resulting in a net margin of 9.3%.