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FBIN vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FBIN and VOO is 0.61, 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fortune Brands Innovations Inc. (FBIN) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
-9.95%
9.70%
FBIN
VOO

Key characteristics

Sharpe Ratio

FBIN:

-0.36

VOO:

1.98

Sortino Ratio

FBIN:

-0.35

VOO:

2.65

Omega Ratio

FBIN:

0.96

VOO:

1.36

Calmar Ratio

FBIN:

-0.35

VOO:

2.98

Martin Ratio

FBIN:

-0.78

VOO:

12.44

Ulcer Index

FBIN:

14.01%

VOO:

2.02%

Daily Std Dev

FBIN:

30.10%

VOO:

12.69%

Max Drawdown

FBIN:

-52.10%

VOO:

-33.99%

Current Drawdown

FBIN:

-24.21%

VOO:

0.00%

Returns By Period

In the year-to-date period, FBIN achieves a 0.91% return, which is significantly lower than VOO's 4.06% return. Over the past 10 years, FBIN has underperformed VOO with an annualized return of 6.80%, while VOO has yielded a comparatively higher 13.32% annualized return.


FBIN

YTD

0.91%

1M

-7.54%

6M

-9.98%

1Y

-11.96%

5Y*

3.51%

10Y*

6.80%

VOO

YTD

4.06%

1M

2.04%

6M

10.75%

1Y

23.75%

5Y*

14.44%

10Y*

13.32%

*Annualized

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Risk-Adjusted Performance

FBIN vs. VOO — 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

VOO
The Risk-Adjusted Performance Rank of VOO is 7979
Overall Rank
The Sharpe Ratio Rank of VOO is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8383
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortune Brands Innovations Inc. (FBIN) and Vanguard S&P 500 ETF (VOO). 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-2.000.002.004.00-0.361.98
The chart of Sortino ratio for FBIN, currently valued at -0.35, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.352.65
The chart of Omega ratio for FBIN, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.36
The chart of Calmar ratio for FBIN, currently valued at -0.35, compared to the broader market0.002.004.006.00-0.352.98
The chart of Martin ratio for FBIN, currently valued at -0.78, compared to the broader market-10.000.0010.0020.0030.00-0.7812.44
FBIN
VOO

The current FBIN Sharpe Ratio is -0.36, which is lower than the VOO Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of FBIN and VOO, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.36
1.98
FBIN
VOO

Dividends

FBIN vs. VOO - Dividend Comparison

FBIN's dividend yield for the trailing twelve months is around 1.39%, more than VOO's 1.20% 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%
VOO
Vanguard S&P 500 ETF
1.20%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FBIN vs. VOO - Drawdown Comparison

The maximum FBIN drawdown since its inception was -52.10%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FBIN and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-24.21%
0
FBIN
VOO

Volatility

FBIN vs. VOO - Volatility Comparison

Fortune Brands Innovations Inc. (FBIN) has a higher volatility of 7.12% compared to Vanguard S&P 500 ETF (VOO) at 3.13%. This indicates that FBIN's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
7.12%
3.13%
FBIN
VOO
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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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