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

Correlation

The correlation between SN and FIP is 0.45, 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

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.

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Key characteristics

Sharpe Ratio

SN:

0.37

FIP:

-0.46

Sortino Ratio

SN:

0.95

FIP:

-0.33

Omega Ratio

SN:

1.14

FIP:

0.96

Calmar Ratio

SN:

0.53

FIP:

-0.41

Martin Ratio

SN:

1.59

FIP:

-0.86

Ulcer Index

SN:

14.27%

FIP:

32.02%

Daily Std Dev

SN:

55.11%

FIP:

60.69%

Max Drawdown

SN:

-42.64%

FIP:

-67.97%

Current Drawdown

SN:

-19.67%

FIP:

-39.62%

Fundamentals

Market Cap

SN:

$13.31B

FIP:

$701.19M

EPS

SN:

$3.08

FIP:

-$1.29

PS Ratio

SN:

2.34

FIP:

2.03

PB Ratio

SN:

6.53

FIP:

1.47

Total Revenue (TTM)

SN:

$5.69B

FIP:

$345.12M

Gross Profit (TTM)

SN:

$2.73B

FIP:

$101.72M

EBITDA (TTM)

SN:

$763.39M

FIP:

$85.92M

Returns By Period

In the year-to-date period, SN achieves a -5.58% return, which is significantly higher than FIP's -14.82% return.


SN

YTD

-5.58%

1M

15.19%

6M

-8.57%

1Y

19.98%

3Y*

N/A

5Y*

N/A

10Y*

N/A

FIP

YTD

-14.82%

1M

42.93%

6M

-28.51%

1Y

-27.19%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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SharkNinja Inc.

FTAI Infrastructure Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SN vs. FIP — Risk-Adjusted Performance Rank

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

SN
The Risk-Adjusted Performance Rank of SN is 6767
Overall Rank
The Sharpe Ratio Rank of SN is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of SN is 6363
Sortino Ratio Rank
The Omega Ratio Rank of SN is 6767
Omega Ratio Rank
The Calmar Ratio Rank of SN is 7373
Calmar Ratio Rank
The Martin Ratio Rank of SN is 6969
Martin Ratio Rank

FIP
The Risk-Adjusted Performance Rank of FIP is 2727
Overall Rank
The Sharpe Ratio Rank of FIP is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of FIP is 2626
Sortino Ratio Rank
The Omega Ratio Rank of FIP is 2727
Omega Ratio Rank
The Calmar Ratio Rank of FIP is 2525
Calmar Ratio Rank
The Martin Ratio Rank of FIP is 3030
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.

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.


The current SN Sharpe Ratio is 0.37, which is higher than the FIP Sharpe Ratio of -0.46. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 1.96%.


TTM202420232022
SN
SharkNinja Inc.
0.00%0.00%2.11%0.00%
FIP
FTAI Infrastructure Inc.
1.96%1.65%3.08%1.02%

Drawdowns

SN vs. FIP - Drawdown Comparison

The maximum SN drawdown since its inception was -42.64%, smaller than the maximum FIP drawdown of -67.97%. Use the drawdown chart below to compare losses from any high point for SN and FIP.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SN vs. FIP - Volatility Comparison

The current volatility for SharkNinja Inc. (SN) is 17.10%, while FTAI Infrastructure Inc. (FIP) has a volatility of 20.26%. 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.


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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


0.00500.00M1.00B1.50B2019202020212022202320242025
1.22B
96.16M
(SN) Total Revenue
(FIP) Total Revenue
Values in USD except per share items