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BLD vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BLD and SPY is 0.52, 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.


-0.50.00.51.00.5

Performance

BLD vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TopBuild Corp. (BLD) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember
-17.89%
7.35%
BLD
SPY

Key characteristics

Sharpe Ratio

BLD:

-0.43

SPY:

1.99

Sortino Ratio

BLD:

-0.38

SPY:

2.66

Omega Ratio

BLD:

0.96

SPY:

1.37

Calmar Ratio

BLD:

-0.47

SPY:

2.97

Martin Ratio

BLD:

-1.08

SPY:

13.06

Ulcer Index

BLD:

15.52%

SPY:

1.91%

Daily Std Dev

BLD:

39.49%

SPY:

12.59%

Max Drawdown

BLD:

-52.26%

SPY:

-55.19%

Current Drawdown

BLD:

-35.01%

SPY:

-2.90%

Returns By Period


BLD

YTD

0.00%

1M

-20.30%

6M

-16.71%

1Y

-16.81%

5Y*

24.80%

10Y*

N/A

SPY

YTD

25.34%

1M

-2.05%

6M

8.56%

1Y

25.34%

5Y*

14.57%

10Y*

13.08%

*Annualized

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Risk-Adjusted Performance

BLD vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TopBuild Corp. (BLD) and SPDR S&P 500 ETF (SPY). 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 chart of Sharpe ratio for BLD, currently valued at -0.43, compared to the broader market-4.00-2.000.002.00-0.432.02
The chart of Sortino ratio for BLD, currently valued at -0.38, compared to the broader market-4.00-2.000.002.004.00-0.382.70
The chart of Omega ratio for BLD, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.38
The chart of Calmar ratio for BLD, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.473.01
The chart of Martin ratio for BLD, currently valued at -1.08, compared to the broader market0.005.0010.0015.0020.0025.00-1.0813.22
BLD
SPY

The current BLD Sharpe Ratio is -0.43, which is lower than the SPY Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of BLD and SPY, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember
-0.43
2.02
BLD
SPY

Dividends

BLD vs. SPY - Dividend Comparison

BLD has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.20%.


TTM2023202220212020201920182017201620152014
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%
SPY
SPDR S&P 500 ETF
1.20%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

BLD vs. SPY - Drawdown Comparison

The maximum BLD drawdown since its inception was -52.26%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BLD and SPY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember
-35.01%
-2.90%
BLD
SPY

Volatility

BLD vs. SPY - Volatility Comparison

TopBuild Corp. (BLD) has a higher volatility of 8.71% compared to SPDR S&P 500 ETF (SPY) at 4.16%. This indicates that BLD's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember
8.71%
4.16%
BLD
SPY