PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BLDR vs. HD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BLDR and HD is 0.44, 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.


-0.50.00.51.00.4

Performance

BLDR vs. HD - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
2.16%
9.44%
BLDR
HD

Key characteristics

Sharpe Ratio

BLDR:

-0.26

HD:

0.59

Sortino Ratio

BLDR:

-0.08

HD:

0.94

Omega Ratio

BLDR:

0.99

HD:

1.11

Calmar Ratio

BLDR:

-0.30

HD:

0.68

Martin Ratio

BLDR:

-0.64

HD:

1.46

Ulcer Index

BLDR:

17.54%

HD:

8.23%

Daily Std Dev

BLDR:

42.85%

HD:

20.38%

Max Drawdown

BLDR:

-96.78%

HD:

-70.47%

Current Drawdown

BLDR:

-30.71%

HD:

-10.74%

Fundamentals

Market Cap

BLDR:

$18.43B

HD:

$407.98B

EPS

BLDR:

$10.23

HD:

$14.74

PE Ratio

BLDR:

15.65

HD:

27.86

PEG Ratio

BLDR:

0.81

HD:

5.30

Total Revenue (TTM)

BLDR:

$16.73B

HD:

$154.60B

Gross Profit (TTM)

BLDR:

$5.61B

HD:

$51.10B

EBITDA (TTM)

BLDR:

$2.35B

HD:

$24.59B

Returns By Period

In the year-to-date period, BLDR achieves a -12.37% return, which is significantly lower than HD's 13.82% return. Over the past 10 years, BLDR has outperformed HD with an annualized return of 36.14%, while HD has yielded a comparatively lower 16.77% annualized return.


BLDR

YTD

-12.37%

1M

-18.19%

6M

1.07%

1Y

-9.38%

5Y*

42.61%

10Y*

36.14%

HD

YTD

13.82%

1M

-4.86%

6M

10.17%

1Y

13.13%

5Y*

14.49%

10Y*

16.77%

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. HD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Builders FirstSource, Inc. (BLDR) and The Home Depot, Inc. (HD). 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-4.00-2.000.002.00-0.260.59
The chart of Sortino ratio for BLDR, currently valued at -0.08, compared to the broader market-4.00-2.000.002.004.00-0.080.94
The chart of Omega ratio for BLDR, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.11
The chart of Calmar ratio for BLDR, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.300.68
The chart of Martin ratio for BLDR, currently valued at -0.64, compared to the broader market0.0010.0020.00-0.641.46
BLDR
HD

The current BLDR Sharpe Ratio is -0.26, which is lower than the HD Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of BLDR and HD, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.26
0.59
BLDR
HD

Dividends

BLDR vs. HD - Dividend Comparison

BLDR has not paid dividends to shareholders, while HD's dividend yield for the trailing twelve months is around 2.34%.


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%
HD
The Home Depot, Inc.
2.34%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%1.89%

Drawdowns

BLDR vs. HD - Drawdown Comparison

The maximum BLDR drawdown since its inception was -96.78%, which is greater than HD's maximum drawdown of -70.47%. Use the drawdown chart below to compare losses from any high point for BLDR and HD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-30.71%
-10.74%
BLDR
HD

Volatility

BLDR vs. HD - Volatility Comparison

Builders FirstSource, Inc. (BLDR) has a higher volatility of 11.15% compared to The Home Depot, Inc. (HD) at 7.03%. This indicates that BLDR's price experiences larger fluctuations and is considered to be riskier than HD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
11.15%
7.03%
BLDR
HD

Financials

BLDR vs. HD - Financials Comparison

This section allows you to compare key financial metrics between Builders FirstSource, Inc. and The Home Depot, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab