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BLD vs. DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BLD and DE is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

BLD vs. DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TopBuild Corp. (BLD) and Deere & Company (DE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BLD:

-0.75

DE:

1.38

Sortino Ratio

BLD:

-0.86

DE:

2.17

Omega Ratio

BLD:

0.90

DE:

1.25

Calmar Ratio

BLD:

-0.70

DE:

1.81

Martin Ratio

BLD:

-1.10

DE:

7.09

Ulcer Index

BLD:

27.14%

DE:

5.52%

Daily Std Dev

BLD:

42.65%

DE:

28.86%

Max Drawdown

BLD:

-52.26%

DE:

-73.27%

Current Drawdown

BLD:

-40.95%

DE:

-4.75%

Fundamentals

Market Cap

BLD:

$8.09B

DE:

$137.11B

EPS

BLD:

$19.72

DE:

$20.71

PE Ratio

BLD:

14.35

DE:

24.45

PEG Ratio

BLD:

0.00

DE:

1.91

PS Ratio

BLD:

1.53

DE:

3.02

PB Ratio

BLD:

3.82

DE:

5.65

Total Revenue (TTM)

BLD:

$5.28B

DE:

$31.94B

Gross Profit (TTM)

BLD:

$1.59B

DE:

$12.23B

EBITDA (TTM)

BLD:

$1.01B

DE:

$8.93B

Returns By Period

In the year-to-date period, BLD achieves a -9.14% return, which is significantly lower than DE's 19.90% return.


BLD

YTD

-9.14%

1M

-6.08%

6M

-27.58%

1Y

-32.31%

3Y*

12.77%

5Y*

19.79%

10Y*

N/A

DE

YTD

19.90%

1M

5.11%

6M

9.46%

1Y

37.10%

3Y*

13.83%

5Y*

28.89%

10Y*

20.63%

*Annualized

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TopBuild Corp.

Deere & Company

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BLD vs. DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BLD
The Risk-Adjusted Performance Rank of BLD is 1414
Overall Rank
The Sharpe Ratio Rank of BLD is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of BLD is 1515
Sortino Ratio Rank
The Omega Ratio Rank of BLD is 1616
Omega Ratio Rank
The Calmar Ratio Rank of BLD is 88
Calmar Ratio Rank
The Martin Ratio Rank of BLD is 2222
Martin Ratio Rank

DE
The Risk-Adjusted Performance Rank of DE is 8888
Overall Rank
The Sharpe Ratio Rank of DE is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of DE is 8888
Sortino Ratio Rank
The Omega Ratio Rank of DE is 8383
Omega Ratio Rank
The Calmar Ratio Rank of DE is 9191
Calmar Ratio Rank
The Martin Ratio Rank of DE is 9090
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.

BLD vs. DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TopBuild Corp. (BLD) and Deere & Company (DE). 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.


The current BLD Sharpe Ratio is -0.75, which is lower than the DE Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of BLD and DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BLD vs. DE - Dividend Comparison

BLD has not paid dividends to shareholders, while DE's dividend yield for the trailing twelve months is around 1.22%.


TTM20242023202220212020201920182017201620152014
BLD
TopBuild Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DE
Deere & Company
1.22%1.42%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%

Drawdowns

BLD vs. DE - Drawdown Comparison

The maximum BLD drawdown since its inception was -52.26%, smaller than the maximum DE drawdown of -73.27%. Use the drawdown chart below to compare losses from any high point for BLD and DE.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BLD vs. DE - Volatility Comparison

TopBuild Corp. (BLD) has a higher volatility of 11.51% compared to Deere & Company (DE) at 7.61%. This indicates that BLD's price experiences larger fluctuations and is considered to be riskier than DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

BLD vs. DE - Financials Comparison

This section allows you to compare key financial metrics between TopBuild Corp. and Deere & Company. 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


0.005.00B10.00B15.00B20212022202320242025
1.23B
8.26B
(BLD) Total Revenue
(DE) Total Revenue
Values in USD except per share items