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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.

-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
3.87%
-16.13%
BLDR
GRBK

Key characteristics

Sharpe Ratio

BLDR:

-0.01

GRBK:

0.57

Sortino Ratio

BLDR:

0.29

GRBK:

1.01

Omega Ratio

BLDR:

1.04

GRBK:

1.13

Calmar Ratio

BLDR:

-0.01

GRBK:

0.30

Martin Ratio

BLDR:

-0.02

GRBK:

1.68

Ulcer Index

BLDR:

19.24%

GRBK:

12.32%

Daily Std Dev

BLDR:

43.56%

GRBK:

36.49%

Max Drawdown

BLDR:

-96.78%

GRBK:

-99.36%

Current Drawdown

BLDR:

-22.26%

GRBK:

-61.71%

Fundamentals

Market Cap

BLDR:

$18.89B

GRBK:

$2.66B

EPS

BLDR:

$10.45

GRBK:

$7.71

PE Ratio

BLDR:

15.71

GRBK:

7.76

PEG Ratio

BLDR:

0.81

GRBK:

0.76

Total Revenue (TTM)

BLDR:

$12.58B

GRBK:

$1.53B

Gross Profit (TTM)

BLDR:

$4.15B

GRBK:

$508.24M

EBITDA (TTM)

BLDR:

$1.72B

GRBK:

$354.31M

Returns By Period

In the year-to-date period, BLDR achieves a 14.83% return, which is significantly higher than GRBK's 5.93% return. Over the past 10 years, BLDR has outperformed GRBK with an annualized return of 39.48%, while GRBK has yielded a comparatively lower 22.71% annualized return.


BLDR

YTD

14.83%

1M

7.95%

6M

3.87%

1Y

-0.94%

5Y*

43.79%

10Y*

39.48%

GRBK

YTD

5.93%

1M

2.05%

6M

-16.13%

1Y

18.05%

5Y*

38.24%

10Y*

22.71%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BLDR vs. GRBK — Risk-Adjusted Performance Rank

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

BLDR
The Risk-Adjusted Performance Rank of BLDR is 4444
Overall Rank
The Sharpe Ratio Rank of BLDR is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of BLDR is 4040
Sortino Ratio Rank
The Omega Ratio Rank of BLDR is 4141
Omega Ratio Rank
The Calmar Ratio Rank of BLDR is 4646
Calmar Ratio Rank
The Martin Ratio Rank of BLDR is 4646
Martin Ratio Rank

GRBK
The Risk-Adjusted Performance Rank of GRBK is 6262
Overall Rank
The Sharpe Ratio Rank of GRBK is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of GRBK is 5959
Sortino Ratio Rank
The Omega Ratio Rank of GRBK is 5858
Omega Ratio Rank
The Calmar Ratio Rank of GRBK is 6060
Calmar Ratio Rank
The Martin Ratio Rank of GRBK is 6464
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.

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 -0.01, compared to the broader market-2.000.002.004.00-0.010.57
The chart of Sortino ratio for BLDR, currently valued at 0.29, compared to the broader market-4.00-2.000.002.004.000.291.01
The chart of Omega ratio for BLDR, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.13
The chart of Calmar ratio for BLDR, currently valued at -0.01, compared to the broader market0.002.004.006.00-0.010.30
The chart of Martin ratio for BLDR, currently valued at -0.02, compared to the broader market-10.000.0010.0020.0030.00-0.021.68
BLDR
GRBK

The current BLDR Sharpe Ratio is -0.01, which is lower than the GRBK Sharpe Ratio of 0.57. 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 Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.01
0.57
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%AugustSeptemberOctoberNovemberDecember2025
-22.26%
-61.71%
BLDR
GRBK

Volatility

BLDR vs. GRBK - Volatility Comparison

Builders FirstSource, Inc. (BLDR) has a higher volatility of 12.25% compared to Green Brick Partners, Inc. (GRBK) at 10.87%. This indicates that BLDR's price experiences larger fluctuations and is considered to be riskier than GRBK based on this measure. 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%AugustSeptemberOctoberNovemberDecember2025
12.25%
10.87%
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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