PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ZOM vs. FAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ZOM and FAT is 0.12, 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.


-0.50.00.51.00.1

Performance

ZOM vs. FAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zomedica Corp. (ZOM) and FAT Brands Inc. (FAT). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
-11.67%
37.68%
ZOM
FAT

Key characteristics

Sharpe Ratio

ZOM:

-0.18

FAT:

-0.28

Sortino Ratio

ZOM:

0.14

FAT:

-0.05

Omega Ratio

ZOM:

1.02

FAT:

0.99

Calmar Ratio

ZOM:

-0.11

FAT:

-0.26

Martin Ratio

ZOM:

-0.42

FAT:

-0.43

Ulcer Index

ZOM:

24.28%

FAT:

34.12%

Daily Std Dev

ZOM:

55.79%

FAT:

51.53%

Max Drawdown

ZOM:

-97.75%

FAT:

-78.79%

Current Drawdown

ZOM:

-95.97%

FAT:

-25.00%

Fundamentals

Market Cap

ZOM:

$147.60M

FAT:

$67.89M

EPS

ZOM:

-$0.06

FAT:

-$9.22

Total Revenue (TTM)

ZOM:

$19.39M

FAT:

$447.37M

Gross Profit (TTM)

ZOM:

$11.56M

FAT:

$120.95M

EBITDA (TTM)

ZOM:

-$34.19M

FAT:

$17.89M

Returns By Period

In the year-to-date period, ZOM achieves a 0.17% return, which is significantly lower than FAT's 30.90% return.


ZOM

YTD

0.17%

1M

-7.54%

6M

-12.90%

1Y

0.17%

5Y*

-17.85%

10Y*

N/A

FAT

YTD

30.90%

1M

26.85%

6M

37.69%

1Y

-14.05%

5Y*

40.80%

10Y*

N/A

*Annualized

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

ZOM vs. FAT — Risk-Adjusted Performance Rank

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

ZOM
The Risk-Adjusted Performance Rank of ZOM is 3636
Overall Rank
The Sharpe Ratio Rank of ZOM is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of ZOM is 3535
Sortino Ratio Rank
The Omega Ratio Rank of ZOM is 3535
Omega Ratio Rank
The Calmar Ratio Rank of ZOM is 3838
Calmar Ratio Rank
The Martin Ratio Rank of ZOM is 3737
Martin Ratio Rank

FAT
The Risk-Adjusted Performance Rank of FAT is 3131
Overall Rank
The Sharpe Ratio Rank of FAT is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of FAT is 2929
Sortino Ratio Rank
The Omega Ratio Rank of FAT is 2929
Omega Ratio Rank
The Calmar Ratio Rank of FAT is 2929
Calmar Ratio Rank
The Martin Ratio Rank of FAT is 3636
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.

ZOM vs. FAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Zomedica Corp. (ZOM) and FAT Brands Inc. (FAT). 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 ZOM, currently valued at -0.18, compared to the broader market-2.000.002.004.00-0.18-0.28
The chart of Sortino ratio for ZOM, currently valued at 0.14, compared to the broader market-6.00-4.00-2.000.002.004.006.000.14-0.05
The chart of Omega ratio for ZOM, currently valued at 1.02, compared to the broader market0.501.001.502.001.020.99
The chart of Calmar ratio for ZOM, currently valued at -0.11, compared to the broader market0.002.004.006.00-0.11-0.26
The chart of Martin ratio for ZOM, currently valued at -0.42, compared to the broader market0.0010.0020.0030.00-0.42-0.43
ZOM
FAT

The current ZOM Sharpe Ratio is -0.18, which is higher than the FAT Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of ZOM and FAT, 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 Ratio-0.80-0.60-0.40-0.200.000.20SeptemberOctoberNovemberDecember2025February
-0.18
-0.28
ZOM
FAT

Dividends

ZOM vs. FAT - Dividend Comparison

ZOM has not paid dividends to shareholders, while FAT's dividend yield for the trailing twelve months is around 7.63%.


TTM2024202320222021202020192018
ZOM
Zomedica Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FAT
FAT Brands Inc.
7.63%12.62%9.25%13.17%8.81%0.00%11.43%23.89%

Drawdowns

ZOM vs. FAT - Drawdown Comparison

The maximum ZOM drawdown since its inception was -97.75%, which is greater than FAT's maximum drawdown of -78.79%. Use the drawdown chart below to compare losses from any high point for ZOM and FAT. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%SeptemberOctoberNovemberDecember2025February
-95.97%
-25.00%
ZOM
FAT

Volatility

ZOM vs. FAT - Volatility Comparison

The current volatility for Zomedica Corp. (ZOM) is 6.02%, while FAT Brands Inc. (FAT) has a volatility of 21.93%. This indicates that ZOM experiences smaller price fluctuations and is considered to be less risky than FAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
6.02%
21.93%
ZOM
FAT

Financials

ZOM vs. FAT - Financials Comparison

This section allows you to compare key financial metrics between Zomedica Corp. and FAT Brands 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab