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SN vs. FIP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SN and FIP is 0.20, 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.


-0.50.00.51.00.2

Performance

SN vs. FIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SharkNinja Inc. (SN) and FTAI Infrastructure Inc. (FIP). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
24.23%
-12.57%
SN
FIP

Key characteristics

Sharpe Ratio

SN:

2.29

FIP:

1.46

Sortino Ratio

SN:

2.86

FIP:

2.05

Omega Ratio

SN:

1.43

FIP:

1.25

Calmar Ratio

SN:

4.54

FIP:

2.39

Martin Ratio

SN:

15.84

FIP:

6.84

Ulcer Index

SN:

5.68%

FIP:

10.65%

Daily Std Dev

SN:

39.32%

FIP:

49.82%

Max Drawdown

SN:

-36.42%

FIP:

-34.91%

Current Drawdown

SN:

-13.64%

FIP:

-29.70%

Fundamentals

Market Cap

SN:

$14.15B

FIP:

$909.96M

EPS

SN:

$2.55

FIP:

-$1.98

Total Revenue (TTM)

SN:

$5.12B

FIP:

$332.17M

Gross Profit (TTM)

SN:

$2.43B

FIP:

$76.49M

EBITDA (TTM)

SN:

$673.95M

FIP:

$19.38M

Returns By Period

The year-to-date returns for both investments are quite close, with SN having a 87.55% return and FIP slightly higher at 87.93%.


SN

YTD

87.55%

1M

-2.41%

6M

21.98%

1Y

89.51%

5Y*

N/A

10Y*

N/A

FIP

YTD

87.93%

1M

-14.99%

6M

-12.57%

1Y

72.83%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SN vs. FIP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SharkNinja Inc. (SN) and FTAI Infrastructure Inc. (FIP). 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 SN, currently valued at 2.28, compared to the broader market-4.00-2.000.002.002.281.46
The chart of Sortino ratio for SN, currently valued at 2.85, compared to the broader market-4.00-2.000.002.004.002.852.05
The chart of Omega ratio for SN, currently valued at 1.43, compared to the broader market0.501.001.502.001.431.25
The chart of Calmar ratio for SN, currently valued at 4.52, compared to the broader market0.002.004.006.004.522.39
The chart of Martin ratio for SN, currently valued at 15.57, compared to the broader market0.0010.0020.0015.576.84
SN
FIP

The current SN Sharpe Ratio is 2.29, which is higher than the FIP Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of SN and FIP, 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 Ratio1.002.003.004.005.00SeptemberOctoberNovemberDecember
2.28
1.46
SN
FIP

Dividends

SN vs. FIP - Dividend Comparison

SN has not paid dividends to shareholders, while FIP's dividend yield for the trailing twelve months is around 1.67%.


TTM20232022
SN
SharkNinja Inc.
0.00%2.11%0.00%
FIP
FTAI Infrastructure Inc.
1.67%3.08%1.02%

Drawdowns

SN vs. FIP - Drawdown Comparison

The maximum SN drawdown since its inception was -36.42%, roughly equal to the maximum FIP drawdown of -34.91%. Use the drawdown chart below to compare losses from any high point for SN and FIP. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.64%
-29.70%
SN
FIP

Volatility

SN vs. FIP - Volatility Comparison

The current volatility for SharkNinja Inc. (SN) is 12.51%, while FTAI Infrastructure Inc. (FIP) has a volatility of 13.37%. This indicates that SN experiences smaller price fluctuations and is considered to be less risky than FIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.51%
13.37%
SN
FIP

Financials

SN vs. FIP - Financials Comparison

This section allows you to compare key financial metrics between SharkNinja Inc. and FTAI Infrastructure 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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