FAF vs FNF: returns, Sharpe ratio and drawdown

Over the past year, FAF returned +6.25% against -28.62% for FNF. Over five years, FAF averaged -2.37% a year, compared with -3.54% for FNF. FAF had the higher Sharpe ratio over the past year (0.21 vs -1.28), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -23.27% for FAF and -35.09% for FNF.