TRMK vs. FN
TRMK (Trustmark Corporation) and FN (Fabrinet) are both stocks. TRMK operates in Banks - Regional (Financial Services), while FN operates in Electronic Components (Technology). Over the past 10 years, TRMK returned 9.53%/yr vs 28.66%/yr for FN. Their 0.34 correlation means their historical movements had little consistent relationship.
Performance
TRMK vs. FN - Performance Comparison
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Returns By Period
In the year-to-date period, TRMK achieves a 23.21% return, which is significantly higher than FN's -4.36% return. Over the past 10 years, TRMK has underperformed FN with an annualized return of 9.53%, while FN has yielded a comparatively higher 28.66% annualized return.
TRMK
- 1D
- -0.19%
- 1M
- 2.31%
- 6M
- 12.86%
- YTD
- 23.21%
- 1Y
- 32.87%
- 3Y*
- 25.50%
- 5Y*
- 12.88%
- 10Y*
- 9.53%
- ALL TIME*
- 10.35%
FN
- 1D
- -0.89%
- 1M
- -12.85%
- 6M
- -11.04%
- YTD
- -4.36%
- 1Y
- 38.14%
- 3Y*
- 52.15%
- 5Y*
- 35.73%
- 10Y*
- 28.66%
- ALL TIME*
- 25.71%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
FN Fabrinet | $369.31M | $374.33M | $584.37M |
| $26.79M | $22.09M | $20.08M |
TRMK vs. FN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRMK Trustmark Corporation | 23.21% | 12.99% | 30.65% | -17.02% | 10.67% | 22.34% | -17.98% | 24.73% | -8.24% | -8.04% |
FN Fabrinet | -4.36% | 107.06% | 15.53% | 48.44% | 8.23% | 52.69% | 19.66% | 26.37% | 78.78% | -28.78% |
Correlation
The correlation between TRMK and FN is 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.22 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.27 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2010 | 0.34 |
Over the past year, the correlation between TRMK and FN has dropped to 0.10 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.
Fundamentals
TRMK:
$2.78B
FN:
$15.60B
TRMK:
$3.93
FN:
$11.64
TRMK:
12.08
FN:
37.40
TRMK:
0.41
FN:
1.60
TRMK:
2.48
FN:
3.72
TRMK:
1.30
FN:
6.84
TRMK:
$1.14B
FN:
$4.24B
TRMK:
$422.89M
FN:
$509.75M
TRMK:
$260.89M
FN:
$422.55M
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Return for Risk
TRMK vs. FN — Risk / Return Rank
TRMK
FN
TRMK vs. FN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Trustmark Corporation (TRMK) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TRMK | FN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.84 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.14 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.86 | 0.78 | +2.08 |
| Martin ratioReturn relative to average drawdown | 7.84 | 2.36 | +5.48 |
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Drawdowns
TRMK vs. FN - Drawdown Comparison
The maximum TRMK drawdown since its inception was -53.55%, smaller than the maximum FN drawdown of -70.46%. Use the drawdown chart below to compare losses from any high point for TRMK and FN.
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Drawdown Indicators
| TRMK | FN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.55% | -70.46% | +16.91% |
Max Drawdown (1Y)Largest decline over 1 year | -10.67% | -44.47% | +33.80% |
Max Drawdown (3Y)Largest decline over 3 years | -26.47% | -44.47% | +18.00% |
Max Drawdown (5Y)Largest decline over 5 years | -47.77% | -44.47% | -3.30% |
Max Drawdown (10Y)Largest decline over 10 years | -47.77% | -51.11% | +3.34% |
Current DrawdownCurrent decline from peak | -0.44% | -41.67% | +41.23% |
Average DrawdownAverage peak-to-trough decline | -12.71% | -22.65% | +9.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.89% | 14.68% | -10.79% |
Volatility
TRMK vs. FN - Volatility Comparison
The current volatility for Trustmark Corporation (TRMK) is 5.31%, while Fabrinet (FN) has a volatility of 20.97%. This indicates that TRMK 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
| TRMK | FN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 20.97% | -15.66% |
Volatility (6M)Calculated over the trailing 6-month period | 14.12% | 58.26% | -44.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.04% | 71.07% | -48.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.98% | 54.89% | -25.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.51% | 48.81% | -18.30% |
Dividends
TRMK vs. FN - Dividend Comparison
TRMK's dividend yield for the trailing twelve months is around 2.07%, while FN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FN Fabrinet | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TRMK Trustmark Corporation | 2.07% | 2.46% | 2.60% | 3.30% | 2.64% | 2.83% | 3.37% | 2.67% | 3.24% | 2.89% | 2.58% | 3.99% |
Financials
TRMK vs. FN - Financials Comparison
This section allows you to compare key financial metrics between Trustmark 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
TRMK and FN have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FN has higher volatility (20.97%) compared to TRMK (5.31%). In terms of maximum drawdown, TRMK dropped -53.55% vs FN's -70.46%.
TRMK currently has the higher Sharpe Ratio (1.33 vs 0.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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