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

Correlation

The correlation between BLDR and GRBK is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

BLDR vs. GRBK - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
2.16%
-0.61%
BLDR
GRBK

Key characteristics

Sharpe Ratio

BLDR:

-0.26

GRBK:

0.20

Sortino Ratio

BLDR:

-0.08

GRBK:

0.53

Omega Ratio

BLDR:

0.99

GRBK:

1.07

Calmar Ratio

BLDR:

-0.30

GRBK:

0.10

Martin Ratio

BLDR:

-0.64

GRBK:

0.80

Ulcer Index

BLDR:

17.54%

GRBK:

8.92%

Daily Std Dev

BLDR:

42.85%

GRBK:

36.24%

Max Drawdown

BLDR:

-96.78%

GRBK:

-99.36%

Current Drawdown

BLDR:

-30.71%

GRBK:

-63.72%

Fundamentals

Market Cap

BLDR:

$18.43B

GRBK:

$2.79B

EPS

BLDR:

$10.23

GRBK:

$7.71

PE Ratio

BLDR:

15.65

GRBK:

8.14

PEG Ratio

BLDR:

0.81

GRBK:

0.76

Total Revenue (TTM)

BLDR:

$16.73B

GRBK:

$1.98B

Gross Profit (TTM)

BLDR:

$5.61B

GRBK:

$648.76M

EBITDA (TTM)

BLDR:

$2.35B

GRBK:

$446.12M

Returns By Period

In the year-to-date period, BLDR achieves a -12.37% return, which is significantly lower than GRBK's 9.15% return. Over the past 10 years, BLDR has outperformed GRBK with an annualized return of 36.14%, while GRBK has yielded a comparatively lower 21.04% annualized return.


BLDR

YTD

-12.37%

1M

-18.19%

6M

1.07%

1Y

-9.38%

5Y*

42.61%

10Y*

36.14%

GRBK

YTD

9.15%

1M

-17.72%

6M

-0.42%

1Y

9.59%

5Y*

38.59%

10Y*

21.04%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BLDR vs. GRBK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Builders FirstSource, Inc. (BLDR) and Green Brick Partners, Inc. (GRBK). 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-4.00-2.000.002.00-0.260.20
The chart of Sortino ratio for BLDR, currently valued at -0.08, compared to the broader market-4.00-2.000.002.004.00-0.080.53
The chart of Omega ratio for BLDR, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.07
The chart of Calmar ratio for BLDR, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.300.10
The chart of Martin ratio for BLDR, currently valued at -0.64, compared to the broader market0.0010.0020.00-0.640.80
BLDR
GRBK

The current BLDR Sharpe Ratio is -0.26, which is lower than the GRBK Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of BLDR and GRBK, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.26
0.20
BLDR
GRBK

Dividends

BLDR vs. GRBK - Dividend Comparison

Neither BLDR nor GRBK has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BLDR vs. GRBK - Drawdown Comparison

The maximum BLDR drawdown since its inception was -96.78%, roughly equal to the maximum GRBK drawdown of -99.36%. Use the drawdown chart below to compare losses from any high point for BLDR and GRBK. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-30.71%
-63.72%
BLDR
GRBK

Volatility

BLDR vs. GRBK - Volatility Comparison

Builders FirstSource, Inc. (BLDR) and Green Brick Partners, Inc. (GRBK) have volatilities of 11.15% and 11.55%, 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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
11.15%
11.55%
BLDR
GRBK

Financials

BLDR vs. GRBK - Financials Comparison

This section allows you to compare key financial metrics between Builders FirstSource, Inc. and Green Brick Partners, 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
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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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