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

Performance

FBIN vs. NRG - Performance Comparison

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

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FBIN vs. NRG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FBIN
Fortune Brands Innovations Inc.
-23.10%-25.41%-9.12%35.25%-36.48%26.02%32.92%74.91%-43.66%29.52%
NRG
NRG Energy, Inc.
-5.57%78.91%78.58%69.36%-23.47%18.54%-2.14%0.69%39.59%133.69%

Fundamentals

Market Cap

FBIN:

$4.61B

NRG:

$29.83B

EPS

FBIN:

$2.47

NRG:

$4.39

PE Ratio

FBIN:

15.51

NRG:

34.12

PEG Ratio

FBIN:

4.17

NRG:

0.51

PB Ratio

FBIN:

1.93

NRG:

28.93

Total Revenue (TTM)

FBIN:

$4.46B

NRG:

$0.00

Gross Profit (TTM)

FBIN:

$1.52B

NRG:

$0.00

EBITDA (TTM)

FBIN:

$673.30M

NRG:

$1.80B

Returns By Period

In the year-to-date period, FBIN achieves a -23.10% return, which is significantly lower than NRG's -5.57% return. Over the past 10 years, FBIN has underperformed NRG with an annualized return of -0.90%, while NRG has yielded a comparatively higher 30.57% annualized return.


FBIN

1D
-1.77%
1M
-26.90%
YTD
-23.10%
6M
-27.00%
1Y
-35.91%
3Y*
-11.93%
5Y*
-13.07%
10Y*
-0.90%

NRG

1D
2.57%
1M
-14.63%
YTD
-5.57%
6M
-6.89%
1Y
54.03%
3Y*
67.36%
5Y*
35.75%
10Y*
30.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FBIN vs. NRG — Risk / Return Rank

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

FBIN
FBIN Risk / Return Rank: 88
Overall Rank
FBIN Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FBIN Sortino Ratio Rank: 1111
Sortino Ratio Rank
FBIN Omega Ratio Rank: 1212
Omega Ratio Rank
FBIN Calmar Ratio Rank: 99
Calmar Ratio Rank
FBIN Martin Ratio Rank: 11
Martin Ratio Rank

NRG
NRG Risk / Return Rank: 7676
Overall Rank
NRG Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
NRG Sortino Ratio Rank: 7272
Sortino Ratio Rank
NRG Omega Ratio Rank: 7272
Omega Ratio Rank
NRG Calmar Ratio Rank: 8282
Calmar Ratio Rank
NRG Martin Ratio Rank: 8080
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. NRG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortune Brands Innovations Inc. (FBIN) and NRG Energy, Inc. (NRG). 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.


FBINNRGDifference

Sharpe ratio

Return per unit of total volatility

-0.77

1.02

-1.78

Sortino ratio

Return per unit of downside risk

-0.98

1.71

-2.69

Omega ratio

Gain probability vs. loss probability

0.88

1.23

-0.36

Calmar ratio

Return relative to maximum drawdown

-0.85

2.54

-3.39

Martin ratio

Return relative to average drawdown

-2.11

6.05

-8.17

FBIN vs. NRG - Sharpe Ratio Comparison

The current FBIN Sharpe Ratio is -0.77, which is lower than the NRG Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of FBIN and NRG, 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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Sharpe Ratios by Period


FBINNRGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.77

1.02

-1.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

0.92

-1.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

0.79

-0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.38

-0.07

Correlation

The correlation between FBIN and NRG is 0.26, 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.


Dividends

FBIN vs. NRG - Dividend Comparison

FBIN's dividend yield for the trailing twelve months is around 2.64%, more than NRG's 1.20% yield.


TTM20252024202320222021202020192018201720162015
FBIN
Fortune Brands Innovations Inc.
2.64%2.00%1.40%1.21%1.68%0.97%1.12%1.35%2.11%1.05%1.20%1.01%
NRG
NRG Energy, Inc.
1.20%1.11%1.81%2.92%4.40%3.02%3.20%0.30%0.30%0.42%1.92%4.93%

Drawdowns

FBIN vs. NRG - Drawdown Comparison

The maximum FBIN drawdown since its inception was -58.18%, smaller than the maximum NRG drawdown of -79.41%. Use the drawdown chart below to compare losses from any high point for FBIN and NRG.


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Drawdown Indicators


FBINNRGDifference

Max Drawdown

Largest peak-to-trough decline

-58.18%

-79.41%

+21.23%

Max Drawdown (1Y)

Largest decline over 1 year

-42.06%

-23.26%

-18.80%

Max Drawdown (5Y)

Largest decline over 5 years

-58.18%

-32.62%

-25.56%

Max Drawdown (10Y)

Largest decline over 10 years

-58.18%

-48.76%

-9.42%

Current Drawdown

Current decline from peak

-56.92%

-18.55%

-38.37%

Average Drawdown

Average peak-to-trough decline

-16.19%

-28.06%

+11.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.96%

9.75%

+7.21%

Volatility

FBIN vs. NRG - Volatility Comparison

The current volatility for Fortune Brands Innovations Inc. (FBIN) is 11.82%, while NRG Energy, Inc. (NRG) has a volatility of 15.32%. This indicates that FBIN experiences smaller price fluctuations and is considered to be less risky than NRG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBINNRGDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.82%

15.32%

-3.50%

Volatility (6M)

Calculated over the trailing 6-month period

34.37%

32.27%

+2.10%

Volatility (1Y)

Calculated over the trailing 1-year period

47.02%

53.38%

-6.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.87%

39.08%

-3.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.66%

39.02%

-4.36%

Financials

FBIN vs. NRG - Financials Comparison

This section allows you to compare key financial metrics between Fortune Brands Innovations Inc. and NRG Energy, 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


-25.00B-20.00B-15.00B-10.00B-5.00B0.005.00B10.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
1.08B
-22.96B
(FBIN) Total Revenue
(NRG) Total Revenue
Values in USD except per share items

FBIN vs. NRG - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-10.0%0.0%10.0%20.0%30.0%40.0%50.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
18.2%
Portfolio components
FBIN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Fortune Brands Innovations Inc. reported a gross profit of 0.00 and revenue of 1.08B. Therefore, the gross margin over that period was 0.0%.

NRG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, NRG Energy, Inc. reported a gross profit of -4.17B and revenue of -22.96B. Therefore, the gross margin over that period was 18.2%.

FBIN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Fortune Brands Innovations Inc. reported an operating income of 121.60M and revenue of 1.08B, resulting in an operating margin of 11.3%.

NRG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, NRG Energy, Inc. reported an operating income of 246.00M and revenue of -22.96B, resulting in an operating margin of -1.1%.

FBIN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Fortune Brands Innovations Inc. reported a net income of 76.40M and revenue of 1.08B, resulting in a net margin of 7.1%.

NRG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, NRG Energy, Inc. reported a net income of 66.00M and revenue of -22.96B, resulting in a net margin of -0.3%.