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SCHL vs. FBIN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


SCHLFBIN
YTD Return-27.07%1.03%
1Y Return-27.95%29.00%
3Y Return (Ann)-9.64%-4.43%
5Y Return (Ann)-4.25%8.61%
10Y Return (Ann)-0.79%9.08%
Sharpe Ratio-0.750.84
Sortino Ratio-0.831.45
Omega Ratio0.871.17
Calmar Ratio-0.620.75
Martin Ratio-1.562.58
Ulcer Index18.80%10.27%
Daily Std Dev39.04%31.46%
Max Drawdown-83.12%-52.10%
Current Drawdown-40.52%-16.51%

Fundamentals


SCHLFBIN
Market Cap$754.65M$9.47B
EPS$0.54$3.55
PE Ratio49.6721.46
PEG Ratio3.632.19
Total Revenue (TTM)$1.60B$4.67B
Gross Profit (TTM)$864.70M$1.91B
EBITDA (TTM)$125.70M$899.40M

Correlation

-0.50.00.51.00.4

The correlation between SCHL and FBIN is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

SCHL vs. FBIN - Performance Comparison

In the year-to-date period, SCHL achieves a -27.07% return, which is significantly lower than FBIN's 1.03% return. Over the past 10 years, SCHL has underperformed FBIN with an annualized return of -0.79%, while FBIN has yielded a comparatively higher 9.08% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-24.26%
3.32%
SCHL
FBIN

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Risk-Adjusted Performance

SCHL vs. FBIN - Risk-Adjusted Performance Comparison

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


SCHL
Sharpe ratio
The chart of Sharpe ratio for SCHL, currently valued at -0.75, compared to the broader market-4.00-2.000.002.004.00-0.75
Sortino ratio
The chart of Sortino ratio for SCHL, currently valued at -0.83, compared to the broader market-4.00-2.000.002.004.006.00-0.83
Omega ratio
The chart of Omega ratio for SCHL, currently valued at 0.87, compared to the broader market0.501.001.502.000.87
Calmar ratio
The chart of Calmar ratio for SCHL, currently valued at -0.62, compared to the broader market0.002.004.006.00-0.62
Martin ratio
The chart of Martin ratio for SCHL, currently valued at -1.55, compared to the broader market0.0010.0020.0030.00-1.56
FBIN
Sharpe ratio
The chart of Sharpe ratio for FBIN, currently valued at 0.84, compared to the broader market-4.00-2.000.002.004.000.84
Sortino ratio
The chart of Sortino ratio for FBIN, currently valued at 1.45, compared to the broader market-4.00-2.000.002.004.006.001.45
Omega ratio
The chart of Omega ratio for FBIN, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for FBIN, currently valued at 0.75, compared to the broader market0.002.004.006.000.75
Martin ratio
The chart of Martin ratio for FBIN, currently valued at 2.58, compared to the broader market0.0010.0020.0030.002.58

SCHL vs. FBIN - Sharpe Ratio Comparison

The current SCHL Sharpe Ratio is -0.75, which is lower than the FBIN Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of SCHL and FBIN, 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 Ratio-1.00-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
-0.75
0.84
SCHL
FBIN

Dividends

SCHL vs. FBIN - Dividend Comparison

SCHL's dividend yield for the trailing twelve months is around 2.98%, more than FBIN's 1.25% yield.


TTM20232022202120202019201820172016201520142013
SCHL
Scholastic Corporation
2.98%2.12%1.77%1.50%2.40%1.56%1.49%1.50%1.26%1.56%1.65%1.98%
FBIN
Fortune Brands Innovations Inc.
1.25%1.21%1.68%0.97%1.12%1.35%2.11%1.05%1.20%1.01%1.06%0.66%

Drawdowns

SCHL vs. FBIN - Drawdown Comparison

The maximum SCHL drawdown since its inception was -83.12%, which is greater than FBIN's maximum drawdown of -52.10%. Use the drawdown chart below to compare losses from any high point for SCHL and FBIN. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-40.52%
-16.51%
SCHL
FBIN

Volatility

SCHL vs. FBIN - Volatility Comparison

Scholastic Corporation (SCHL) has a higher volatility of 10.24% compared to Fortune Brands Innovations Inc. (FBIN) at 9.14%. This indicates that SCHL's price experiences larger fluctuations and is considered to be riskier than FBIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
10.24%
9.14%
SCHL
FBIN

Financials

SCHL vs. FBIN - Financials Comparison

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


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items