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

Correlation

The correlation between BLDR and BLD is 0.66, 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.


-0.50.00.51.00.7

Performance

BLDR vs. BLD - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
2.16%
-20.45%
BLDR
BLD

Key characteristics

Sharpe Ratio

BLDR:

-0.26

BLD:

-0.46

Sortino Ratio

BLDR:

-0.08

BLD:

-0.44

Omega Ratio

BLDR:

0.99

BLD:

0.95

Calmar Ratio

BLDR:

-0.30

BLD:

-0.51

Martin Ratio

BLDR:

-0.64

BLD:

-1.26

Ulcer Index

BLDR:

17.54%

BLD:

14.41%

Daily Std Dev

BLDR:

42.85%

BLD:

39.60%

Max Drawdown

BLDR:

-96.78%

BLD:

-52.26%

Current Drawdown

BLDR:

-30.71%

BLD:

-35.51%

Fundamentals

Market Cap

BLDR:

$18.43B

BLD:

$10.03B

EPS

BLDR:

$10.23

BLD:

$19.79

PE Ratio

BLDR:

15.65

BLD:

17.18

PEG Ratio

BLDR:

0.81

BLD:

0.00

Total Revenue (TTM)

BLDR:

$16.73B

BLD:

$5.30B

Gross Profit (TTM)

BLDR:

$5.61B

BLD:

$1.62B

EBITDA (TTM)

BLDR:

$2.35B

BLD:

$1.03B

Returns By Period

In the year-to-date period, BLDR achieves a -12.37% return, which is significantly higher than BLD's -17.45% return.


BLDR

YTD

-12.37%

1M

-18.19%

6M

1.07%

1Y

-9.38%

5Y*

42.61%

10Y*

36.14%

BLD

YTD

-17.45%

1M

-11.75%

6M

-20.41%

1Y

-16.14%

5Y*

24.62%

10Y*

N/A

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

BLDR vs. BLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Builders FirstSource, Inc. (BLDR) and TopBuild Corp. (BLD). 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 BLDR, currently valued at -0.26, compared to the broader market-4.00-2.000.002.00-0.26-0.46
The chart of Sortino ratio for BLDR, currently valued at -0.08, compared to the broader market-4.00-2.000.002.004.00-0.08-0.44
The chart of Omega ratio for BLDR, currently valued at 0.99, compared to the broader market0.501.001.502.000.990.95
The chart of Calmar ratio for BLDR, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.30-0.51
The chart of Martin ratio for BLDR, currently valued at -0.64, compared to the broader market0.0010.0020.00-0.64-1.26
BLDR
BLD

The current BLDR Sharpe Ratio is -0.26, which is higher than the BLD Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of BLDR and BLD, 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.26
-0.46
BLDR
BLD

Dividends

BLDR vs. BLD - Dividend Comparison

Neither BLDR nor BLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BLDR vs. BLD - Drawdown Comparison

The maximum BLDR drawdown since its inception was -96.78%, which is greater than BLD's maximum drawdown of -52.26%. Use the drawdown chart below to compare losses from any high point for BLDR and BLD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-30.71%
-35.51%
BLDR
BLD

Volatility

BLDR vs. BLD - Volatility Comparison

The current volatility for Builders FirstSource, Inc. (BLDR) is 11.15%, while TopBuild Corp. (BLD) has a volatility of 14.60%. This indicates that BLDR experiences smaller price fluctuations and is considered to be less risky than BLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.15%
14.60%
BLDR
BLD

Financials

BLDR vs. BLD - Financials Comparison

This section allows you to compare key financial metrics between Builders FirstSource, Inc. and TopBuild Corp.. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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