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

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.

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%JuneJulyAugustSeptemberOctoberNovember
1,185.33%
389.01%
BLD
DE

Returns By Period

In the year-to-date period, BLD achieves a -7.27% return, which is significantly lower than DE's 0.89% return.


BLD

YTD

-7.27%

1M

-16.33%

6M

-14.11%

1Y

17.05%

5Y (annualized)

25.94%

10Y (annualized)

N/A

DE

YTD

0.89%

1M

-2.39%

6M

1.24%

1Y

5.40%

5Y (annualized)

19.81%

10Y (annualized)

18.90%

Fundamentals


BLDDE
Market Cap$10.62B$107.73B
EPS$19.76$29.31
PE Ratio18.2213.43
PEG Ratio0.002.94
Total Revenue (TTM)$3.93B$40.58B
Gross Profit (TTM)$1.20B$16.33B
EBITDA (TTM)$494.93M$11.66B

Key characteristics


BLDDE
Sharpe Ratio0.500.28
Sortino Ratio0.980.54
Omega Ratio1.121.07
Calmar Ratio0.710.29
Martin Ratio1.580.93
Ulcer Index12.41%6.79%
Daily Std Dev39.50%22.60%
Max Drawdown-52.26%-73.27%
Current Drawdown-27.56%-8.96%

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Correlation

-0.50.00.51.00.4

The correlation between BLD and DE 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.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for BLD, currently valued at 0.50, compared to the broader market-4.00-2.000.002.004.000.500.28
The chart of Sortino ratio for BLD, currently valued at 0.98, compared to the broader market-4.00-2.000.002.004.000.980.54
The chart of Omega ratio for BLD, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.07
The chart of Calmar ratio for BLD, currently valued at 0.71, compared to the broader market0.002.004.006.000.710.29
The chart of Martin ratio for BLD, currently valued at 1.58, compared to the broader market0.0010.0020.0030.001.580.93
BLD
DE

The current BLD Sharpe Ratio is 0.50, which is higher than the DE Sharpe Ratio of 0.28. 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.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.50
0.28
BLD
DE

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 1.47%.


TTM20232022202120202019201820172016201520142013
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
1.47%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%2.23%

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. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-27.56%
-8.96%
BLD
DE

Volatility

BLD vs. DE - Volatility Comparison

TopBuild Corp. (BLD) has a higher volatility of 10.89% compared to Deere & Company (DE) at 6.67%. 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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
10.89%
6.67%
BLD
DE

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


Values in USD except per share items