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

Performance

BLDR vs. EXP - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
4.17%
17.48%
BLDR
EXP

Returns By Period

In the year-to-date period, BLDR achieves a 5.59% return, which is significantly lower than EXP's 48.98% return. Over the past 10 years, BLDR has outperformed EXP with an annualized return of 40.00%, while EXP has yielded a comparatively lower 13.20% annualized return.


BLDR

YTD

5.59%

1M

-9.59%

6M

5.53%

1Y

31.96%

5Y (annualized)

47.53%

10Y (annualized)

40.00%

EXP

YTD

48.98%

1M

-0.53%

6M

17.79%

1Y

72.03%

5Y (annualized)

27.29%

10Y (annualized)

13.20%

Fundamentals


BLDREXP
Market Cap$21.13B$10.41B
EPS$9.95$14.15
PE Ratio17.9521.93
PEG Ratio0.812.51
Total Revenue (TTM)$16.73B$2.27B
Gross Profit (TTM)$5.61B$691.02M
EBITDA (TTM)$2.21B$789.89M

Key characteristics


BLDREXP
Sharpe Ratio0.862.41
Sortino Ratio1.313.00
Omega Ratio1.191.39
Calmar Ratio1.003.35
Martin Ratio2.228.74
Ulcer Index16.66%8.57%
Daily Std Dev43.23%31.07%
Max Drawdown-96.78%-79.52%
Current Drawdown-16.50%-3.93%

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Correlation

-0.50.00.51.00.5

The correlation between BLDR and EXP is 0.50, 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.

Risk-Adjusted Performance

BLDR vs. EXP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Builders FirstSource, Inc. (BLDR) and Eagle Materials Inc. (EXP). 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 0.86, compared to the broader market-4.00-2.000.002.004.000.862.41
The chart of Sortino ratio for BLDR, currently valued at 1.31, compared to the broader market-4.00-2.000.002.004.001.313.00
The chart of Omega ratio for BLDR, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.39
The chart of Calmar ratio for BLDR, currently valued at 1.00, compared to the broader market0.002.004.006.001.003.35
The chart of Martin ratio for BLDR, currently valued at 2.22, compared to the broader market0.0010.0020.0030.002.228.74
BLDR
EXP

The current BLDR Sharpe Ratio is 0.86, which is lower than the EXP Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of BLDR and EXP, 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.86
2.41
BLDR
EXP

Dividends

BLDR vs. EXP - Dividend Comparison

BLDR has not paid dividends to shareholders, while EXP's dividend yield for the trailing twelve months is around 0.33%.


TTM20232022202120202019201820172016201520142013
BLDR
Builders FirstSource, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EXP
Eagle Materials Inc.
0.33%0.49%0.75%0.45%0.10%0.44%0.66%0.35%0.41%0.66%0.53%0.52%

Drawdowns

BLDR vs. EXP - Drawdown Comparison

The maximum BLDR drawdown since its inception was -96.78%, which is greater than EXP's maximum drawdown of -79.52%. Use the drawdown chart below to compare losses from any high point for BLDR and EXP. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-16.50%
-3.93%
BLDR
EXP

Volatility

BLDR vs. EXP - Volatility Comparison

Builders FirstSource, Inc. (BLDR) has a higher volatility of 12.47% compared to Eagle Materials Inc. (EXP) at 8.33%. This indicates that BLDR's price experiences larger fluctuations and is considered to be riskier than EXP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
12.47%
8.33%
BLDR
EXP

Financials

BLDR vs. EXP - Financials Comparison

This section allows you to compare key financial metrics between Builders FirstSource, Inc. and Eagle Materials Inc.. 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