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FBIN vs. LEN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FBIN vs. LEN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fortune Brands Innovations Inc. (FBIN) and Lennar Corporation (LEN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FBIN achieves a -21.39% return, which is significantly lower than LEN's -12.12% return. Over the past 10 years, FBIN has underperformed LEN with an annualized return of -1.04%, while LEN has yielded a comparatively higher 8.58% annualized return.


FBIN

1D
-0.92%
1M
2.70%
YTD
-21.39%
6M
-23.59%
1Y
-21.47%
3Y*
-14.04%
5Y*
-13.76%
10Y*
-1.04%

LEN

1D
-1.58%
1M
6.05%
YTD
-12.12%
6M
-32.14%
1Y
-14.57%
3Y*
-4.76%
5Y*
0.65%
10Y*
8.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FBIN vs. LEN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FBIN
Fortune Brands Innovations Inc.
-21.39%-25.41%-9.12%35.25%-36.48%26.02%32.92%74.91%-43.66%29.52%
LEN
Lennar Corporation
-12.12%-20.80%-7.32%66.92%-20.64%53.99%37.97%42.96%-37.91%50.28%

Correlation

The correlation between FBIN and LEN is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.63

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2011

0.61

The correlation between FBIN and LEN has been stable across timeframes, ranging from 0.61 to 0.70 - a consistent structural relationship.

Fundamentals

EPS

FBIN:

$2.15

LEN:

$8.18

PE Ratio

FBIN:

18.07

LEN:

10.93

PS Ratio

FBIN:

1.05

LEN:

0.67

Total Revenue (TTM)

FBIN:

$3.36B

LEN:

$34.13B

Gross Profit (TTM)

FBIN:

$1.53B

LEN:

$6.01B

EBITDA (TTM)

FBIN:

$484.60M

LEN:

$2.95B

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Return for Risk

FBIN vs. LEN — Risk / Return Rank

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

FBIN
FBIN Risk / Return Rank: 2121
Overall Rank
FBIN Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
FBIN Sortino Ratio Rank: 2020
Sortino Ratio Rank
FBIN Omega Ratio Rank: 2020
Omega Ratio Rank
FBIN Calmar Ratio Rank: 2525
Calmar Ratio Rank
FBIN Martin Ratio Rank: 2121
Martin Ratio Rank

LEN
LEN Risk / Return Rank: 2525
Overall Rank
LEN Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
LEN Sortino Ratio Rank: 2222
Sortino Ratio Rank
LEN Omega Ratio Rank: 2323
Omega Ratio Rank
LEN Calmar Ratio Rank: 2929
Calmar Ratio Rank
LEN Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FBIN vs. LEN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortune Brands Innovations Inc. (FBIN) and Lennar Corporation (LEN). 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.


FBINLENDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

0.94

0.96

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.45

-0.35

-0.10

Martin ratioReturn relative to average drawdown

-0.98

-0.68

-0.29

FBIN vs. LEN - Sharpe Ratio Comparison

The current FBIN Sharpe Ratio is -0.51, which is comparable to the LEN Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of FBIN and LEN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FBINLENDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.51

-0.39

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.38

0.02

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

0.23

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.32

-0.01

Drawdowns

FBIN vs. LEN - Drawdown Comparison

The maximum FBIN drawdown since its inception was -62.42%, smaller than the maximum LEN drawdown of -94.28%. Use the drawdown chart below to compare losses from any high point for FBIN and LEN.


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Drawdown Indicators


FBINLENDifference

Max Drawdown

Largest peak-to-trough decline

-62.42%

-94.28%

+31.86%

Max Drawdown (1Y)

Largest decline over 1 year

-47.93%

-41.39%

-6.54%

Max Drawdown (3Y)

Largest decline over 3 years

-61.90%

-54.51%

-7.39%

Max Drawdown (5Y)

Largest decline over 5 years

-61.90%

-54.51%

-7.39%

Max Drawdown (10Y)

Largest decline over 10 years

-62.42%

-58.80%

-3.62%

Current Drawdown

Current decline from peak

-55.96%

-50.55%

-5.41%

Average Drawdown

Average peak-to-trough decline

-16.66%

-26.28%

+9.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.01%

21.38%

+0.63%

Volatility

FBIN vs. LEN - Volatility Comparison

Fortune Brands Innovations Inc. (FBIN) has a higher volatility of 12.45% compared to Lennar Corporation (LEN) at 10.10%. This indicates that FBIN's price experiences larger fluctuations and is considered to be riskier than LEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBINLENDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.45%

10.10%

+2.35%

Volatility (6M)

Calculated over the trailing 6-month period

35.64%

26.46%

+9.18%

Volatility (1Y)

Calculated over the trailing 1-year period

42.74%

37.21%

+5.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.50%

34.45%

+2.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.04%

37.23%

-2.19%

Dividends

FBIN vs. LEN - Dividend Comparison

FBIN's dividend yield for the trailing twelve months is around 2.63%, more than LEN's 2.24% yield.


PositionTTM20252024202320222021202020192018201720162015
FBIN
Fortune Brands Innovations Inc.
2.63%2.00%1.40%1.21%1.68%0.97%1.12%1.35%2.11%1.05%1.20%1.01%
LEN
Lennar Corporation
2.24%1.95%1.47%1.01%1.66%0.86%0.82%0.29%0.41%0.25%0.37%0.33%

Financials

FBIN vs. LEN - Financials Comparison

This section allows you to compare key financial metrics between Fortune Brands Innovations Inc. and Lennar Corporation. 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


0.002.00B4.00B6.00B8.00B10.00B12.00B20222023202420252026
-66.20M
9.37B
(FBIN) Total Revenue
(LEN) Total Revenue
Values in USD except per share items

FBIN vs. LEN - Profitability Comparison

The chart below illustrates the profitability comparison between Fortune Brands Innovations Inc. and Lennar Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%202220232024202520260
16.3%
Portfolio components
FBIN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fortune Brands Innovations Inc. reported a gross profit of 0.00 and revenue of -66.20M. Therefore, the gross margin over that period was 0.0%.

LEN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lennar Corporation reported a gross profit of 1.53B and revenue of 9.37B. Therefore, the gross margin over that period was 16.3%.

FBIN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fortune Brands Innovations Inc. reported an operating income of -61.40M and revenue of -66.20M, resulting in an operating margin of 92.8%.

LEN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lennar Corporation reported an operating income of 666.96M and revenue of 9.37B, resulting in an operating margin of 7.1%.

FBIN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fortune Brands Innovations Inc. reported a net income of -52.20M and revenue of -66.20M, resulting in a net margin of 78.9%.

LEN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lennar Corporation reported a net income of 490.24M and revenue of 9.37B, resulting in a net margin of 5.2%.


Frequently Asked Questions


FBIN and LEN have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FBIN has higher volatility (12.45%) compared to LEN (10.10%). In terms of maximum drawdown, FBIN dropped -62.42% vs LEN's -94.28%.

LEN currently has the higher Sharpe Ratio (-0.39 vs -0.51), 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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