FND vs. ITB

Last updated Jun 3, 2026

FND (Floor & Decor Holdings, Inc.) is a stock, while ITB (iShares U.S. Home Construction ETF) is Building & Construction fund tracking the Dow Jones U.S. Select Home Construction Index. Over the past 5 years, FND returned -12.26%/yr vs 6.86%/yr for ITB. A 0.62 correlation means they provide meaningful diversification when combined.

Performance

FND vs. ITB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Floor & Decor Holdings, Inc. (FND) and iShares U.S. Home Construction ETF (ITB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FND achieves a -16.97% return, which is significantly lower than ITB's -2.98% return.

FND

• 1D: -0.12%
• 1M: -0.02%
• YTD: -16.97%
• 6M: -21.53%
• 1Y: -27.86%
• 3Y*: -18.72%
• 5Y*: -12.26%
• 10Y*: —

ITB

• 1D: 0.25%
• 1M: -1.68%
• YTD: -2.98%
• 6M: -9.55%
• 1Y: 6.64%
• 3Y*: 7.58%
• 5Y*: 6.86%
• 10Y*: 13.74%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FND vs. ITB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FND Floor & Decor Holdings, Inc.	-16.97%	-38.93%	-10.63%	60.22%	-46.44%	40.02%	82.74%	96.18%	-46.80%	51.89%
ITB iShares U.S. Home Construction ETF	-2.98%	-5.26%	2.06%	68.91%	-26.26%	49.25%	26.42%	48.70%	-30.92%	33.98%

Correlation

The correlation between FND and ITB is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.73
Correlation (3Y) Calculated over the trailing 3-year period	0.68
Correlation (5Y) Calculated over the trailing 5-year period	0.69
Correlation (All Time) Calculated using the full available price history since Apr 28, 2017	0.62

The correlation between FND and ITB shifts across timeframes, from 0.62 (all time) to 0.73 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

FND vs. ITB — Risk / Return Rank

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

FND

FND Risk / Return Rank: 17
FND Sharpe Ratio Rank: 14
FND Sortino Ratio Rank: 15
FND Omega Ratio Rank: 18
FND Calmar Ratio Rank: 20
FND Martin Ratio Rank: 18

ITB

ITB Risk / Return Rank: 12
ITB Sharpe Ratio Rank: 12
ITB Sortino Ratio Rank: 13
ITB Omega Ratio Rank: 13
ITB Calmar Ratio Rank: 11
ITB Martin Ratio Rank: 10

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.

FND vs. ITB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Floor & Decor Holdings, Inc. (FND) and iShares U.S. Home Construction ETF (ITB). 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.

	FND	ITB	Difference
Sharpe ratio Return per unit of total volatility	-0.61	0.23	-0.84
Sortino ratio Return per unit of downside risk	-0.71	0.59	-1.30
Omega ratio Gain probability vs. loss probability	0.93	1.06	-0.14
Calmar ratio Return relative to maximum drawdown	-0.57	0.21	-0.78
Martin ratio Return relative to average drawdown	-1.06	0.42	-1.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FND vs. ITB - Sharpe Ratio Comparison

The current FND Sharpe Ratio is -0.61, which is lower than the ITB Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of FND and ITB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FND	ITB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.61	0.23	-0.84
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.27	0.24	-0.51
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.46	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.11	0.11	0.00

Drawdowns

FND vs. ITB - Drawdown Comparison

The maximum FND drawdown since its inception was -69.65%, smaller than the maximum ITB drawdown of -86.53%. Use the drawdown chart below to compare losses from any high point for FND and ITB.

Drawdown Indicators

	FND	ITB	Difference
Max Drawdown Largest peak-to-trough decline	-69.65%	-86.53%	+16.88%
Max Drawdown (1Y) Largest decline over 1 year	-51.90%	-26.04%	-25.86%
Max Drawdown (3Y) Largest decline over 3 years	-67.48%	-33.35%	-34.13%
Max Drawdown (5Y) Largest decline over 5 years	-69.65%	-40.55%	-29.10%
Max Drawdown (10Y) Largest decline over 10 years	—	-52.10%	—
Current Drawdown Current decline from peak	-64.72%	-26.45%	-38.27%
Average Drawdown Average peak-to-trough decline	-27.13%	-37.10%	+9.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	27.92%	13.03%	+14.89%

Volatility

FND vs. ITB - Volatility Comparison

Floor & Decor Holdings, Inc. (FND) has a higher volatility of 15.29% compared to iShares U.S. Home Construction ETF (ITB) at 9.02%. This indicates that FND's price experiences larger fluctuations and is considered to be riskier than ITB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FND	ITB	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.29%	9.02%	+6.27%
Volatility (6M) Calculated over the trailing 6-month period	33.03%	20.41%	+12.62%
Volatility (1Y) Calculated over the trailing 1-year period	45.86%	29.48%	+16.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	45.75%	29.19%	+16.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.57%	30.00%	+18.57%

Dividends

FND vs. ITB - Dividend Comparison

FND has not paid dividends to shareholders, while ITB's dividend yield for the trailing twelve months is around 1.22%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FND Floor & Decor Holdings, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ITB iShares U.S. Home Construction ETF	1.22%	1.67%	0.46%	0.48%	0.86%	0.37%	0.46%	0.50%	0.63%	0.28%	0.43%	0.34%

Frequently Asked Questions

Can I hold both FND and ITB in my portfolio?

FND and ITB have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FND or ITB?

FND has higher volatility (15.29%) compared to ITB (9.02%). In terms of maximum drawdown, FND dropped -69.65% vs ITB's -86.53%.

Which has better risk-adjusted returns?

ITB currently has the higher Sharpe Ratio (0.23 vs -0.61), 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.