PortfoliosLab logo
Green Brick Partners, Inc. (GRBK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US3927091013

CUSIP

392709101

IPO Date

Jun 14, 2007

Highlights

Market Cap

$2.58B

EPS (TTM)

$8.53

PE Ratio

6.80

PEG Ratio

0.76

Total Revenue (TTM)

$1.65B

Gross Profit (TTM)

$554.02M

EBITDA (TTM)

$388.88M

Year Range

$50.57 - $84.66

Target Price

$70.00

Short %

3.40%

Short Ratio

3.04

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Green Brick Partners, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-100.00%0.00%100.00%200.00%300.00%NovemberDecember2025FebruaryMarchApril
-60.31%
262.79%
GRBK (Green Brick Partners, Inc.)
Benchmark (^GSPC)

Returns By Period

Green Brick Partners, Inc. had a return of 1.86% year-to-date (YTD) and 5.66% in the last 12 months. Over the past 10 years, Green Brick Partners, Inc. had an annualized return of 21.14%, outperforming the S&P 500 benchmark which had an annualized return of 10.11%.


GRBK

YTD

1.86%

1M

-3.34%

6M

-23.24%

1Y

5.66%

5Y*

51.86%

10Y*

21.14%

^GSPC (Benchmark)

YTD

-6.06%

1M

-3.27%

6M

-4.87%

1Y

9.44%

5Y*

14.30%

10Y*

10.11%

*Annualized

Monthly Returns

The table below presents the monthly returns of GRBK, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20257.05%-1.22%-2.38%-1.32%1.86%
20240.44%12.13%2.96%-10.13%0.87%4.84%27.80%7.70%6.02%-17.37%3.55%-20.95%8.76%
202328.77%-0.00%12.37%6.30%28.44%18.65%-0.49%-12.49%-16.07%-6.77%22.61%9.46%114.36%
2022-21.93%-2.07%-14.79%-0.30%23.45%-19.53%36.94%-9.10%-12.23%8.19%4.54%0.21%-20.11%
2021-13.33%-0.85%14.95%13.80%-9.57%-2.57%10.25%-0.32%-17.89%26.95%-4.22%21.56%32.10%
20200.96%-5.61%-26.42%10.68%20.09%10.75%16.46%3.19%13.06%11.12%21.69%5.47%100.00%
201916.85%5.32%-1.80%2.17%-2.80%-4.37%13.24%-2.34%16.43%-5.89%13.31%0.61%58.56%
2018-0.88%-9.82%7.92%-7.34%16.83%-16.95%-1.02%7.73%-3.35%-6.93%-11.70%-12.77%-35.93%
2017-4.48%-1.56%5.29%3.52%-3.88%15.66%-1.75%-16.00%4.76%9.60%11.06%-6.22%12.44%
2016-18.33%3.91%24.22%-2.90%-3.12%1.82%-2.89%12.46%4.03%-7.38%19.61%9.84%39.58%
2015-10.61%11.19%1.53%-0.91%18.66%12.54%10.14%0.75%-10.86%-2.59%-28.44%-4.64%-12.20%
201411.11%53.16%150.86%1.78%-26.24%25.36%29.69%41.53%-26.64%3.61%28.59%-3.53%595.33%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GRBK is 54, indicating average performance compared to other stocks on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of GRBK is 5454
Overall Rank
The Sharpe Ratio Rank of GRBK is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of GRBK is 5151
Sortino Ratio Rank
The Omega Ratio Rank of GRBK is 4949
Omega Ratio Rank
The Calmar Ratio Rank of GRBK is 5656
Calmar Ratio Rank
The Martin Ratio Rank of GRBK is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Green Brick Partners, Inc. (GRBK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for GRBK, currently valued at 0.14, compared to the broader market-2.00-1.000.001.002.003.00
GRBK: 0.14
^GSPC: 0.46
The chart of Sortino ratio for GRBK, currently valued at 0.48, compared to the broader market-6.00-4.00-2.000.002.004.00
GRBK: 0.48
^GSPC: 0.77
The chart of Omega ratio for GRBK, currently valued at 1.06, compared to the broader market0.501.001.502.00
GRBK: 1.06
^GSPC: 1.11
The chart of Calmar ratio for GRBK, currently valued at 0.08, compared to the broader market0.001.002.003.004.005.00
GRBK: 0.08
^GSPC: 0.47
The chart of Martin ratio for GRBK, currently valued at 0.27, compared to the broader market-5.000.005.0010.0015.0020.00
GRBK: 0.27
^GSPC: 1.94

The current Green Brick Partners, Inc. Sharpe ratio is 0.14. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Green Brick Partners, Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.14
0.46
GRBK (Green Brick Partners, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Green Brick Partners, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-63.18%
-10.07%
GRBK (Green Brick Partners, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Green Brick Partners, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Green Brick Partners, Inc. was 99.36%, occurring on Nov 6, 2013. The portfolio has not yet recovered.

The current Green Brick Partners, Inc. drawdown is 63.18%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.36%Jul 5, 20071599Nov 6, 2013
-2.95%Jun 15, 20074Jun 20, 20077Jun 29, 200711

Volatility

Volatility Chart

The current Green Brick Partners, Inc. volatility is 13.59%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.59%
14.23%
GRBK (Green Brick Partners, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Green Brick Partners, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Green Brick Partners, Inc. is priced in the market compared to other companies in the Residential Construction industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio
20.040.060.0
GRBK: 6.8
The chart displays the Price-to-Earnings (P/E) ratio for GRBK, comparing it with other companies in the Residential Construction industry. Currently, GRBK has a P/E ratio of 6.8. This P/E ratio is in line with the industry average, suggesting the stock may be fairly valued relative to its earnings.
PEG Ratio
1.02.03.04.0
GRBK: 0.8
The chart shows the Price/Earnings to Growth (PEG) ratio for GRBK compared to other companies in the Residential Construction industry. GRBK currently has a PEG ratio of 0.8. This PEG ratio is close to the industry average, suggesting the stock’s valuation is balanced against its growth outlook.
PS Ratio
0.51.01.52.02.5
GRBK: 1.2
This chart shows the Price-to-Sales (P/S) ratio for GRBK relative to other companies in the Residential Construction industry. Currently, GRBK has a P/S ratio of 1.2. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.
PB Ratio
1.02.03.04.0
GRBK: 1.6
The chart illustrates the Price-to-Book (P/B) ratio for GRBK in comparison with other companies in the Residential Construction industry. Currently, GRBK has a P/B value of 1.6. This P/B ratio is higher than most companies in the industry. It may suggest the stock is overvalued or that investors expect the company to generate high returns on its assets.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items