BLDR vs. HD
Compare and contrast key facts about Builders FirstSource, Inc. (BLDR) and The Home Depot, Inc. (HD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BLDR or HD.
Key characteristics
BLDR | HD | |
---|---|---|
YTD Return | 25.60% | 12.02% |
1Y Return | 142.97% | 41.06% |
3Y Return (Ann) | 65.18% | 10.97% |
5Y Return (Ann) | 73.72% | 17.88% |
10Y Return (Ann) | 38.63% | 20.01% |
Sharpe Ratio | 3.50 | 2.10 |
Daily Std Dev | 41.54% | 19.40% |
Max Drawdown | -96.78% | -70.47% |
Current Drawdown | -0.68% | -2.36% |
Fundamentals
BLDR | HD | |
---|---|---|
Market Cap | $25.67B | $386.77B |
EPS | $11.94 | $15.10 |
PE Ratio | 17.63 | 25.85 |
PEG Ratio | 0.81 | 2.17 |
Revenue (TTM) | $17.10B | $152.67B |
Gross Profit (TTM) | $7.74B | $52.78B |
EBITDA (TTM) | $2.73B | $24.94B |
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.
Performance
BLDR vs. HD - Performance Comparison
In the year-to-date period, BLDR achieves a 25.60% return, which is significantly higher than HD's 12.02% return. Over the past 10 years, BLDR has outperformed HD with an annualized return of 38.63%, while HD has yielded a comparatively lower 20.01% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Builders FirstSource, Inc. | 3.50 | ||||
The Home Depot, Inc. | 2.10 |
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 2.21%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
The Home Depot, Inc. | 2.21% | 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%. The drawdown chart below compares losses from any high point along the way for BLDR and HD
Volatility
BLDR vs. HD - Volatility Comparison
Builders FirstSource, Inc. (BLDR) has a higher volatility of 8.80% compared to The Home Depot, Inc. (HD) at 5.49%. 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.