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

Performance

FBIN vs. SCHL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fortune Brands Innovations Inc. (FBIN) and Scholastic Corporation (SCHL). 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 -20.66% return, which is significantly lower than SCHL's 45.82% return. Over the past 10 years, FBIN has underperformed SCHL with an annualized return of -0.94%, while SCHL has yielded a comparatively higher 3.07% annualized return.


FBIN

1D
0.33%
1M
-1.05%
YTD
-20.66%
6M
-22.75%
1Y
-18.15%
3Y*
-13.77%
5Y*
-13.39%
10Y*
-0.94%

SCHL

1D
-0.05%
1M
5.95%
YTD
45.82%
6M
43.64%
1Y
157.61%
3Y*
1.86%
5Y*
6.74%
10Y*
3.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FBIN vs. SCHL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FBIN
Fortune Brands Innovations Inc.
-20.66%-25.41%-9.12%35.25%-36.48%26.02%32.92%74.91%-43.66%29.52%
SCHL
Scholastic Corporation
45.82%43.96%-42.00%-2.52%0.48%62.97%-33.43%-3.00%1.86%-14.30%

Correlation

The correlation between FBIN and SCHL is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.37

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

0.36

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

0.37

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

0.38

Fundamentals

EPS

FBIN:

$2.15

SCHL:

$3.69

PE Ratio

FBIN:

18.24

SCHL:

11.58

PS Ratio

FBIN:

1.06

SCHL:

0.57

Total Revenue (TTM)

FBIN:

$3.36B

SCHL:

$1.29B

Gross Profit (TTM)

FBIN:

$1.53B

SCHL:

$678.60M

EBITDA (TTM)

FBIN:

$484.60M

SCHL:

$82.20M

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Return for Risk

FBIN vs. SCHL — Risk / Return Rank

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

FBIN
FBIN Risk / Return Rank: 2323
Overall Rank
FBIN Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
FBIN Sortino Ratio Rank: 2222
Sortino Ratio Rank
FBIN Omega Ratio Rank: 2222
Omega Ratio Rank
FBIN Calmar Ratio Rank: 2626
Calmar Ratio Rank
FBIN Martin Ratio Rank: 2121
Martin Ratio Rank

SCHL
SCHL Risk / Return Rank: 9797
Overall Rank
SCHL Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SCHL Sortino Ratio Rank: 9696
Sortino Ratio Rank
SCHL Omega Ratio Rank: 9595
Omega Ratio Rank
SCHL Calmar Ratio Rank: 9898
Calmar Ratio Rank
SCHL Martin Ratio Rank: 9999
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. SCHL - Risk-Adjusted Trends Comparison

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


FBINSCHLDifference

Sharpe ratio

Return per unit of total volatility

-0.43

3.55

-3.98

Sortino ratio

Return per unit of downside risk

-0.36

4.41

-4.76

Omega ratio

Gain probability vs. loss probability

0.96

1.60

-0.64

Calmar ratio

Return relative to maximum drawdown

-0.43

12.80

-13.23

Martin ratio

Return relative to average drawdown

-0.94

41.13

-42.07

FBIN vs. SCHL - Sharpe Ratio Comparison

The current FBIN Sharpe Ratio is -0.43, which is lower than the SCHL Sharpe Ratio of 3.55. The chart below compares the historical Sharpe Ratios of FBIN and SCHL, 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


FBINSCHLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.43

3.55

-3.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

0.16

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

0.08

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.12

+0.20

Drawdowns

FBIN vs. SCHL - Drawdown Comparison

The maximum FBIN drawdown since its inception was -62.42%, smaller than the maximum SCHL drawdown of -83.12%. Use the drawdown chart below to compare losses from any high point for FBIN and SCHL.


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Drawdown Indicators


FBINSCHLDifference

Max Drawdown

Largest peak-to-trough decline

-62.42%

-83.12%

+20.70%

Max Drawdown (1Y)

Largest decline over 1 year

-47.93%

-12.02%

-35.91%

Max Drawdown (3Y)

Largest decline over 3 years

-61.90%

-63.84%

+1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-61.90%

-64.52%

+2.62%

Max Drawdown (10Y)

Largest decline over 10 years

-62.42%

-64.52%

+2.10%

Current Drawdown

Current decline from peak

-55.56%

-0.69%

-54.87%

Average Drawdown

Average peak-to-trough decline

-16.65%

-30.93%

+14.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.87%

3.74%

+18.13%

Volatility

FBIN vs. SCHL - Volatility Comparison

Fortune Brands Innovations Inc. (FBIN) has a higher volatility of 13.31% compared to Scholastic Corporation (SCHL) at 8.82%. This indicates that FBIN's price experiences larger fluctuations and is considered to be riskier than SCHL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBINSCHLDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.31%

8.82%

+4.49%

Volatility (6M)

Calculated over the trailing 6-month period

35.63%

25.07%

+10.56%

Volatility (1Y)

Calculated over the trailing 1-year period

42.82%

44.69%

-1.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.50%

41.60%

-5.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.05%

37.31%

-2.26%

Dividends

FBIN vs. SCHL - Dividend Comparison

FBIN's dividend yield for the trailing twelve months is around 2.60%, more than SCHL's 1.87% yield.


PositionTTM20252024202320222021202020192018201720162015
FBIN
Fortune Brands Innovations Inc.
2.60%2.00%1.40%1.21%1.68%0.97%1.12%1.35%2.11%1.05%1.20%1.01%
SCHL
Scholastic Corporation
1.87%2.70%3.75%2.12%1.77%1.50%2.40%1.56%1.49%1.50%1.26%1.56%

Financials

FBIN vs. SCHL - Financials Comparison

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


0.00500.00M1.00B1.50B2.00B20222023202420252026
-66.20M
0
(FBIN) Total Revenue
(SCHL) Total Revenue
Values in USD except per share items

Frequently Asked Questions


FBIN and SCHL have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FBIN has higher volatility (13.31%) compared to SCHL (8.82%). In terms of maximum drawdown, FBIN dropped -62.42% vs SCHL's -83.12%.

SCHL currently has the higher Sharpe Ratio (3.55 vs -0.43), 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.

Portfolio Optimizer

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