FTNT vs. GRBK
FTNT (Fortinet, Inc.) and GRBK (Green Brick Partners, Inc.) are both stocks. FTNT operates in Software - Infrastructure (Technology), while GRBK operates in Residential Construction (Consumer Cyclical). Over the past 10 years, FTNT returned 35.73%/yr vs 25.01%/yr for GRBK. At a 0.20 correlation, their price movements are largely independent.
Performance
FTNT vs. GRBK - Performance Comparison
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Returns By Period
In the year-to-date period, FTNT achieves a 80.13% return, which is significantly higher than GRBK's 8.43% return. Over the past 10 years, FTNT has outperformed GRBK with an annualized return of 35.73%, while GRBK has yielded a comparatively lower 25.01% annualized return.
FTNT
- 1D
- -1.13%
- 1M
- 25.40%
- YTD
- 80.13%
- 6M
- 71.24%
- 1Y
- 36.31%
- 3Y*
- 28.12%
- 5Y*
- 25.96%
- 10Y*
- 35.73%
GRBK
- 1D
- -1.26%
- 1M
- 2.80%
- YTD
- 8.43%
- 6M
- 5.38%
- 1Y
- 15.45%
- 3Y*
- 6.85%
- 5Y*
- 23.47%
- 10Y*
- 25.01%
FTNT vs. GRBK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTNT Fortinet, Inc. | 80.13% | -15.95% | 61.42% | 19.72% | -31.98% | 141.97% | 39.13% | 51.58% | 61.20% | 45.05% |
GRBK Green Brick Partners, Inc. | 8.43% | 10.92% | 8.76% | 114.36% | -20.11% | 32.10% | 100.00% | 58.56% | -35.93% | 12.44% |
Correlation
The correlation between FTNT and GRBK is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2009 | 0.20 |
The correlation between FTNT and GRBK shifts across timeframes, from 0.01 (1 year) to 0.25 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
FTNT:
$106.25B
GRBK:
$2.96B
FTNT:
$2.58
GRBK:
$6.86
FTNT:
55.54
GRBK:
9.91
FTNT:
1.54
GRBK:
0.47
FTNT:
15.27
GRBK:
1.44
FTNT:
107.36
GRBK:
1.58
FTNT:
$7.11B
GRBK:
$2.06B
FTNT:
$5.74B
GRBK:
$615.58M
FTNT:
$2.47B
GRBK:
$397.80M
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Return for Risk
FTNT vs. GRBK — Risk / Return Rank
FTNT
GRBK
FTNT vs. GRBK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fortinet, Inc. (FTNT) and Green Brick Partners, Inc. (GRBK). 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.
| FTNT | GRBK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.10 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | 0.65 | +0.53 |
| Martin ratioReturn relative to average drawdown | 1.73 | 1.23 | +0.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTNT | GRBK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.44 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.55 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | 0.58 | +0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | -0.06 | +0.81 |
Drawdowns
FTNT vs. GRBK - Drawdown Comparison
The maximum FTNT drawdown since its inception was -51.20%, smaller than the maximum GRBK drawdown of -99.29%. Use the drawdown chart below to compare losses from any high point for FTNT and GRBK.
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Drawdown Indicators
| FTNT | GRBK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.20% | -99.29% | +48.09% |
Max Drawdown (1Y)Largest decline over 1 year | -30.90% | -23.99% | -6.91% |
Max Drawdown (3Y)Largest decline over 3 years | -38.32% | -36.15% | -2.17% |
Max Drawdown (5Y)Largest decline over 5 years | -38.32% | -45.12% | +6.80% |
Max Drawdown (10Y)Largest decline over 10 years | -38.32% | -54.29% | +15.97% |
Current DrawdownCurrent decline from peak | -4.43% | -70.02% | +65.59% |
Average DrawdownAverage peak-to-trough decline | -16.24% | -87.60% | +71.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.06% | 12.63% | +8.43% |
Volatility
FTNT vs. GRBK - Volatility Comparison
Fortinet, Inc. (FTNT) has a higher volatility of 13.29% compared to Green Brick Partners, Inc. (GRBK) at 7.04%. This indicates that FTNT's price experiences larger fluctuations and is considered to be riskier than GRBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTNT | GRBK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.29% | 7.04% | +6.25% |
Volatility (6M)Calculated over the trailing 6-month period | 31.80% | 23.54% | +8.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.03% | 35.10% | +9.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.89% | 42.81% | +1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.86% | 43.64% | -2.78% |
Dividends
FTNT vs. GRBK - Dividend Comparison
Neither FTNT nor GRBK has paid dividends to shareholders.
Financials
FTNT vs. GRBK - Financials Comparison
This section allows you to compare key financial metrics between Fortinet, Inc. and Green Brick Partners, 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.
Total Revenue: Total amount of money received from sales and other business activities
FTNT vs. GRBK - Profitability Comparison
FTNT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fortinet, Inc. reported a gross profit of 1.49B and revenue of 1.85B. Therefore, the gross margin over that period was 80.3%.
GRBK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Green Brick Partners, Inc. reported a gross profit of 131.72M and revenue of 455.99M. Therefore, the gross margin over that period was 28.9%.
FTNT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fortinet, Inc. reported an operating income of 580.00M and revenue of 1.85B, resulting in an operating margin of 31.4%.
GRBK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Green Brick Partners, Inc. reported an operating income of 131.72M and revenue of 455.99M, resulting in an operating margin of 28.9%.
FTNT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fortinet, Inc. reported a net income of 534.50M and revenue of 1.85B, resulting in a net margin of 28.9%.
GRBK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Green Brick Partners, Inc. reported a net income of 60.95M and revenue of 455.99M, resulting in a net margin of 13.4%.
Frequently Asked Questions
FTNT and GRBK have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTNT has higher volatility (13.29%) compared to GRBK (7.04%). In terms of maximum drawdown, FTNT dropped -51.20% vs GRBK's -99.29%.
FTNT currently has the higher Sharpe Ratio (0.81 vs 0.44), 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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