PortfoliosLab logo
BLD vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BLD and VOO 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.


-0.50.00.51.0
Correlation: 0.5

Performance

BLD vs. VOO - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
998.85%
215.92%
BLD
VOO

Key characteristics

Sharpe Ratio

BLD:

-0.58

VOO:

0.54

Sortino Ratio

BLD:

-0.64

VOO:

0.88

Omega Ratio

BLD:

0.92

VOO:

1.13

Calmar Ratio

BLD:

-0.59

VOO:

0.55

Martin Ratio

BLD:

-1.02

VOO:

2.27

Ulcer Index

BLD:

24.41%

VOO:

4.55%

Daily Std Dev

BLD:

42.71%

VOO:

19.19%

Max Drawdown

BLD:

-52.26%

VOO:

-33.99%

Current Drawdown

BLD:

-38.07%

VOO:

-9.90%

Returns By Period

In the year-to-date period, BLD achieves a -4.71% return, which is significantly higher than VOO's -5.74% return.


BLD

YTD

-4.71%

1M

-2.93%

6M

-19.19%

1Y

-27.12%

5Y*

26.08%

10Y*

N/A

VOO

YTD

-5.74%

1M

-0.92%

6M

-4.28%

1Y

9.78%

5Y*

15.84%

10Y*

12.24%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

BLD vs. VOO — 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 2121
Overall Rank
The Sharpe Ratio Rank of BLD is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of BLD is 2020
Sortino Ratio Rank
The Omega Ratio Rank of BLD is 2222
Omega Ratio Rank
The Calmar Ratio Rank of BLD is 1515
Calmar Ratio Rank
The Martin Ratio Rank of BLD is 2828
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TopBuild Corp. (BLD) and Vanguard S&P 500 ETF (VOO). 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 -0.58, compared to the broader market-2.00-1.000.001.002.003.00
BLD: -0.58
VOO: 0.54
The chart of Sortino ratio for BLD, currently valued at -0.64, compared to the broader market-6.00-4.00-2.000.002.004.00
BLD: -0.64
VOO: 0.88
The chart of Omega ratio for BLD, currently valued at 0.92, compared to the broader market0.501.001.502.00
BLD: 0.92
VOO: 1.13
The chart of Calmar ratio for BLD, currently valued at -0.59, compared to the broader market0.001.002.003.004.005.00
BLD: -0.59
VOO: 0.55
The chart of Martin ratio for BLD, currently valued at -1.02, compared to the broader market-5.000.005.0010.0015.0020.00
BLD: -1.02
VOO: 2.27

The current BLD Sharpe Ratio is -0.58, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of BLD and VOO, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.58
0.54
BLD
VOO

Dividends

BLD vs. VOO - Dividend Comparison

BLD has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.38%.


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%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

BLD vs. VOO - Drawdown Comparison

The maximum BLD drawdown since its inception was -52.26%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BLD and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.07%
-9.90%
BLD
VOO

Volatility

BLD vs. VOO - Volatility Comparison

TopBuild Corp. (BLD) has a higher volatility of 18.36% compared to Vanguard S&P 500 ETF (VOO) at 13.96%. This indicates that BLD's price experiences larger fluctuations and is considered to be riskier than VOO 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%NovemberDecember2025FebruaryMarchApril
18.36%
13.96%
BLD
VOO