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BLDR vs. FRHC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BLDR vs. FRHC - Performance Comparison

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

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Returns By Period

In the year-to-date period, BLDR achieves a -28.93% return, which is significantly lower than FRHC's 16.71% return.


BLDR

1D
-0.71%
1M
-5.53%
YTD
-28.93%
6M
-31.96%
1Y
-34.50%
3Y*
-15.71%
5Y*
10.81%
10Y*
20.07%

FRHC

1D
-4.38%
1M
1.57%
YTD
16.71%
6M
7.60%
1Y
-8.93%
3Y*
20.31%
5Y*
20.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BLDR vs. FRHC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BLDR
Builders FirstSource, Inc.
-28.93%-28.01%-14.38%157.31%-24.30%110.02%60.61%132.91%-49.93%22.83%
FRHC
Freedom Holding Corp.
16.71%-6.89%62.15%38.44%-16.02%35.12%252.89%76.03%29.87%236.51%

Correlation

The correlation between BLDR and FRHC is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2017

0.25

The correlation between BLDR and FRHC shifts across timeframes, from 0.08 (1 year) to 0.30 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

BLDR:

$2.63

FRHC:

$0.04

PE Ratio

BLDR:

27.77

FRHC:

3.26K

PS Ratio

BLDR:

0.55

FRHC:

4.10

Total Revenue (TTM)

BLDR:

$14.82B

FRHC:

$2.12B

Gross Profit (TTM)

BLDR:

$4.43B

FRHC:

$1.05B

EBITDA (TTM)

BLDR:

$1.06B

FRHC:

$542.59M

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Return for Risk

BLDR vs. FRHC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BLDR
BLDR Risk / Return Rank: 1414
Overall Rank
BLDR Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
BLDR Sortino Ratio Rank: 1212
Sortino Ratio Rank
BLDR Omega Ratio Rank: 1515
Omega Ratio Rank
BLDR Calmar Ratio Rank: 1919
Calmar Ratio Rank
BLDR Martin Ratio Rank: 1515
Martin Ratio Rank

FRHC
FRHC Risk / Return Rank: 3232
Overall Rank
FRHC Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FRHC Sortino Ratio Rank: 3030
Sortino Ratio Rank
FRHC Omega Ratio Rank: 3030
Omega Ratio Rank
FRHC Calmar Ratio Rank: 3535
Calmar Ratio Rank
FRHC Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BLDR vs. FRHC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Builders FirstSource, Inc. (BLDR) and Freedom Holding Corp. (FRHC). 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.


BLDRFRHCDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.96

Omega ratioGain probability vs. loss probability

0.90

0.99

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.62

-0.22

-0.41

Martin ratioReturn relative to average drawdown

-1.21

-0.39

-0.82

BLDR vs. FRHC - Sharpe Ratio Comparison

The current BLDR Sharpe Ratio is -0.72, which is lower than the FRHC Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of BLDR and FRHC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BLDRFRHCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.72

-0.23

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.54

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

1.35

-1.23

Drawdowns

BLDR vs. FRHC - Drawdown Comparison

The maximum BLDR drawdown since its inception was -96.78%, which is greater than FRHC's maximum drawdown of -45.93%. Use the drawdown chart below to compare losses from any high point for BLDR and FRHC.


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Drawdown Indicators


BLDRFRHCDifference

Max Drawdown

Largest peak-to-trough decline

-96.78%

-45.93%

-50.85%

Max Drawdown (1Y)

Largest decline over 1 year

-55.51%

-41.08%

-14.43%

Max Drawdown (3Y)

Largest decline over 3 years

-68.55%

-41.08%

-27.47%

Max Drawdown (5Y)

Largest decline over 5 years

-68.55%

-45.93%

-22.62%

Max Drawdown (10Y)

Largest decline over 10 years

-68.55%

Current Drawdown

Current decline from peak

-65.37%

-25.31%

-40.06%

Average Drawdown

Average peak-to-trough decline

-47.87%

-11.68%

-36.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.59%

23.11%

+5.48%

Volatility

BLDR vs. FRHC - Volatility Comparison

Builders FirstSource, Inc. (BLDR) and Freedom Holding Corp. (FRHC) have volatilities of 13.13% and 12.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BLDRFRHCDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.13%

12.91%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

33.98%

28.22%

+5.76%

Volatility (1Y)

Calculated over the trailing 1-year period

47.94%

39.37%

+8.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.20%

38.00%

+7.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.71%

47.75%

-0.04%

Dividends

BLDR vs. FRHC - Dividend Comparison

Neither BLDR nor FRHC has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

BLDR vs. FRHC - Financials Comparison

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


0.002.00B4.00B6.00B20222023202420252026
3.29B
615.57M
(BLDR) Total Revenue
(FRHC) Total Revenue
Values in USD except per share items

BLDR vs. FRHC - Profitability Comparison

The chart below illustrates the profitability comparison between Builders FirstSource, Inc. and Freedom Holding Corp. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%20222023202420252026
28.3%
57.6%
Portfolio components
BLDR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Builders FirstSource, Inc. reported a gross profit of 928.97M and revenue of 3.29B. Therefore, the gross margin over that period was 28.3%.

FRHC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Freedom Holding Corp. reported a gross profit of 354.51M and revenue of 615.57M. Therefore, the gross margin over that period was 57.6%.

BLDR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Builders FirstSource, Inc. reported an operating income of 16.52M and revenue of 3.29B, resulting in an operating margin of 0.5%.

FRHC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Freedom Holding Corp. reported an operating income of 199.99M and revenue of 615.57M, resulting in an operating margin of 32.5%.

BLDR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Builders FirstSource, Inc. reported a net income of -47.41M and revenue of 3.29B, resulting in a net margin of -1.4%.

FRHC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Freedom Holding Corp. reported a net income of 76.24M and revenue of 615.57M, resulting in a net margin of 12.4%.


Frequently Asked Questions


BLDR and FRHC have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BLDR has higher volatility (13.13%) compared to FRHC (12.91%). In terms of maximum drawdown, BLDR dropped -96.78% vs FRHC's -45.93%.

FRHC currently has the higher Sharpe Ratio (-0.23 vs -0.72), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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