SCHL vs. FBIN
Compare and contrast key facts about Scholastic Corporation (SCHL) and Fortune Brands Innovations Inc. (FBIN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCHL or FBIN.
Key characteristics
SCHL | FBIN | |
---|---|---|
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 | -0.75 | 0.84 |
Sortino Ratio | -0.83 | 1.45 |
Omega Ratio | 0.87 | 1.17 |
Calmar Ratio | -0.62 | 0.75 |
Martin Ratio | -1.56 | 2.58 |
Ulcer Index | 18.80% | 10.27% |
Daily Std Dev | 39.04% | 31.46% |
Max Drawdown | -83.12% | -52.10% |
Current Drawdown | -40.52% | -16.51% |
Fundamentals
SCHL | FBIN | |
---|---|---|
Market Cap | $754.65M | $9.47B |
EPS | $0.54 | $3.55 |
PE Ratio | 49.67 | 21.46 |
PEG Ratio | 3.63 | 2.19 |
Total Revenue (TTM) | $1.60B | $4.67B |
Gross Profit (TTM) | $864.70M | $1.91B |
EBITDA (TTM) | $125.70M | $899.40M |
Correlation
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.
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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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities