FBIN vs. XLF
FBIN (Fortune Brands Innovations Inc.) is a stock, while XLF (State Street Financial Select Sector SPDR ETF) is Financials Equities fund tracking the Financial Select Sector Index. Over the past 10 years, FBIN returned 1.06%/yr vs 13.45%/yr for XLF. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
FBIN vs. XLF - Performance Comparison
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Returns By Period
In the year-to-date period, FBIN achieves a 1.73% return, which is significantly lower than XLF's 3.26% return. Over the past 10 years, FBIN has underperformed XLF with an annualized return of 1.06%, while XLF has yielded a comparatively higher 13.45% annualized return.
FBIN
- 1D
- -2.58%
- 1M
- 16.34%
- 6M
- -14.19%
- YTD
- 1.73%
- 1Y
- -4.82%
- 3Y*
- -10.48%
- 5Y*
- -7.94%
- 10Y*
- 1.06%
XLF
- 1D
- 0.65%
- 1M
- 5.49%
- 6M
- 2.29%
- YTD
- 3.26%
- 1Y
- 9.17%
- 3Y*
- 19.74%
- 5Y*
- 10.87%
- 10Y*
- 13.45%
FBIN vs. XLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FBIN Fortune Brands Innovations Inc. | 1.73% | -25.41% | -9.12% | 35.25% | -36.48% | 26.02% | 32.92% | 74.91% | -43.66% | 29.52% |
XLF State Street Financial Select Sector SPDR ETF | 3.26% | 14.90% | 30.56% | 12.03% | -10.59% | 34.80% | -1.74% | 31.88% | -13.06% | 22.00% |
Correlation
The correlation between FBIN and XLF is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2011 | 0.55 |
Over the past year, the correlation between FBIN and XLF has dropped to 0.34 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.
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Return for Risk
FBIN vs. XLF — Risk / Return Rank
FBIN
XLF
FBIN vs. XLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fortune Brands Innovations Inc. (FBIN) and State Street Financial Select Sector SPDR ETF (XLF). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FBIN | XLF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.12 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 0.62 | -0.72 |
| Martin ratioReturn relative to average drawdown | -0.20 | 1.58 | -1.78 |
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Drawdowns
FBIN vs. XLF - Drawdown Comparison
The maximum FBIN drawdown since its inception was -62.42%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for FBIN and XLF.
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Drawdown Indicators
| FBIN | XLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.42% | -82.69% | +20.27% |
Max Drawdown (1Y)Largest decline over 1 year | -47.93% | -14.79% | -33.14% |
Max Drawdown (3Y)Largest decline over 3 years | -61.90% | -15.54% | -46.36% |
Max Drawdown (5Y)Largest decline over 5 years | -61.90% | -25.81% | -36.09% |
Max Drawdown (10Y)Largest decline over 10 years | -62.42% | -42.86% | -19.56% |
Current DrawdownCurrent decline from peak | -43.01% | -0.12% | -42.89% |
Average DrawdownAverage peak-to-trough decline | -16.87% | -19.96% | +3.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.91% | 5.81% | +18.10% |
Volatility
FBIN vs. XLF - Volatility Comparison
Fortune Brands Innovations Inc. (FBIN) has a higher volatility of 20.30% compared to State Street Financial Select Sector SPDR ETF (XLF) at 4.27%. This indicates that FBIN's price experiences larger fluctuations and is considered to be riskier than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FBIN | XLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.30% | 4.27% | +16.03% |
Volatility (6M)Calculated over the trailing 6-month period | 40.14% | 11.42% | +28.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.11% | 14.77% | +32.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.65% | 18.53% | +19.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.66% | 22.07% | +13.59% |
Dividends
FBIN vs. XLF - Dividend Comparison
FBIN's dividend yield for the trailing twelve months is around 2.03%, more than XLF's 1.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FBIN Fortune Brands Innovations Inc. | 2.03% | 2.00% | 1.40% | 1.21% | 1.68% | 0.97% | 1.12% | 1.35% | 2.11% | 1.05% | 1.20% | 1.01% |
XLF State Street Financial Select Sector SPDR ETF | 1.44% | 1.31% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 21.10% | 1.95% |
Frequently Asked Questions
FBIN and XLF have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FBIN has higher volatility (20.30%) compared to XLF (4.27%). In terms of maximum drawdown, FBIN dropped -62.42% vs XLF's -82.69%.
XLF currently has the higher Sharpe Ratio (0.62 vs -0.10), 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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