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BLDR vs. HD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BLDRHD
YTD Return25.60%12.02%
1Y Return142.97%41.06%
3Y Return (Ann)65.18%10.97%
5Y Return (Ann)73.72%17.88%
10Y Return (Ann)38.63%20.01%
Sharpe Ratio3.502.10
Daily Std Dev41.54%19.40%
Max Drawdown-96.78%-70.47%
Current Drawdown-0.68%-2.36%

Fundamentals


BLDRHD
Market Cap$25.67B$386.77B
EPS$11.94$15.10
PE Ratio17.6325.85
PEG Ratio0.812.17
Revenue (TTM)$17.10B$152.67B
Gross Profit (TTM)$7.74B$52.78B
EBITDA (TTM)$2.73B$24.94B

Correlation

0.44
-1.001.00

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.


600.00%800.00%1,000.00%1,200.00%1,400.00%OctoberNovemberDecember2024FebruaryMarch
1,382.24%
1,443.46%
BLDR
HD

Compare stocks, funds, or ETFs


Builders FirstSource, Inc.

The Home Depot, Inc.

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BLDR
Builders FirstSource, Inc.
3.50
HD
The Home Depot, Inc.
2.10

BLDR vs. HD - Sharpe Ratio Comparison

The current BLDR Sharpe Ratio is 3.50, which is higher than the HD Sharpe Ratio of 2.10. The chart below compares the 12-month rolling Sharpe Ratio of BLDR and HD.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
3.50
2.10
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 2.21%.


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.
2.21%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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.68%
-2.36%
BLDR
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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%OctoberNovemberDecember2024FebruaryMarch
8.80%
5.49%
BLDR
HD