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FBIN vs. LOW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FBIN and LOW is 0.55, 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.


-0.50.00.51.00.6

Performance

FBIN vs. LOW - Performance Comparison

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

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%SeptemberOctoberNovemberDecember2025February
638.69%
1,477.12%
FBIN
LOW

Key characteristics

Sharpe Ratio

FBIN:

-0.36

LOW:

0.63

Sortino Ratio

FBIN:

-0.35

LOW:

1.01

Omega Ratio

FBIN:

0.96

LOW:

1.12

Calmar Ratio

FBIN:

-0.35

LOW:

0.77

Martin Ratio

FBIN:

-0.78

LOW:

1.55

Ulcer Index

FBIN:

14.01%

LOW:

8.87%

Daily Std Dev

FBIN:

30.10%

LOW:

21.75%

Max Drawdown

FBIN:

-52.10%

LOW:

-62.28%

Current Drawdown

FBIN:

-24.21%

LOW:

-10.59%

Fundamentals

Market Cap

FBIN:

$8.57B

LOW:

$142.66B

EPS

FBIN:

$3.79

LOW:

$11.99

PE Ratio

FBIN:

18.19

LOW:

21.00

PEG Ratio

FBIN:

2.39

LOW:

4.88

Total Revenue (TTM)

FBIN:

$4.61B

LOW:

$65.12B

Gross Profit (TTM)

FBIN:

$2.63B

LOW:

$21.35B

EBITDA (TTM)

FBIN:

$896.50M

LOW:

$10.10B

Returns By Period

In the year-to-date period, FBIN achieves a 0.91% return, which is significantly lower than LOW's 2.47% return. Over the past 10 years, FBIN has underperformed LOW with an annualized return of 6.80%, while LOW has yielded a comparatively higher 15.39% annualized return.


FBIN

YTD

0.91%

1M

-7.54%

6M

-9.98%

1Y

-11.96%

5Y*

3.51%

10Y*

6.80%

LOW

YTD

2.47%

1M

-3.13%

6M

5.31%

1Y

13.03%

5Y*

17.51%

10Y*

15.39%

*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

FBIN vs. LOW — Risk-Adjusted Performance Rank

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

FBIN
The Risk-Adjusted Performance Rank of FBIN is 2525
Overall Rank
The Sharpe Ratio Rank of FBIN is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of FBIN is 2222
Sortino Ratio Rank
The Omega Ratio Rank of FBIN is 2323
Omega Ratio Rank
The Calmar Ratio Rank of FBIN is 2424
Calmar Ratio Rank
The Martin Ratio Rank of FBIN is 2828
Martin Ratio Rank

LOW
The Risk-Adjusted Performance Rank of LOW is 6363
Overall Rank
The Sharpe Ratio Rank of LOW is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of LOW is 5757
Sortino Ratio Rank
The Omega Ratio Rank of LOW is 5555
Omega Ratio Rank
The Calmar Ratio Rank of LOW is 7373
Calmar Ratio Rank
The Martin Ratio Rank of LOW is 6161
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.

FBIN vs. LOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortune Brands Innovations Inc. (FBIN) and Lowe's Companies, Inc. (LOW). 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 FBIN, currently valued at -0.36, compared to the broader market-2.000.002.004.00-0.360.63
The chart of Sortino ratio for FBIN, currently valued at -0.35, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.351.01
The chart of Omega ratio for FBIN, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.12
The chart of Calmar ratio for FBIN, currently valued at -0.35, compared to the broader market0.002.004.006.00-0.350.77
The chart of Martin ratio for FBIN, currently valued at -0.78, compared to the broader market-10.000.0010.0020.0030.00-0.781.55
FBIN
LOW

The current FBIN Sharpe Ratio is -0.36, which is lower than the LOW Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FBIN and LOW, 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-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.36
0.63
FBIN
LOW

Dividends

FBIN vs. LOW - Dividend Comparison

FBIN's dividend yield for the trailing twelve months is around 1.39%, less than LOW's 1.81% yield.


TTM20242023202220212020201920182017201620152014
FBIN
Fortune Brands Innovations Inc.
1.39%1.40%1.21%1.68%0.97%1.12%1.35%2.11%1.05%1.20%1.01%1.06%
LOW
Lowe's Companies, Inc.
1.81%1.82%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%

Drawdowns

FBIN vs. LOW - Drawdown Comparison

The maximum FBIN drawdown since its inception was -52.10%, smaller than the maximum LOW drawdown of -62.28%. Use the drawdown chart below to compare losses from any high point for FBIN and LOW. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-24.21%
-10.59%
FBIN
LOW

Volatility

FBIN vs. LOW - Volatility Comparison

Fortune Brands Innovations Inc. (FBIN) has a higher volatility of 7.12% compared to Lowe's Companies, Inc. (LOW) at 6.33%. This indicates that FBIN's price experiences larger fluctuations and is considered to be riskier than LOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
7.12%
6.33%
FBIN
LOW

Financials

FBIN vs. LOW - Financials Comparison

This section allows you to compare key financial metrics between Fortune Brands Innovations Inc. and Lowe's Companies, 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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