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

Performance

BLDR vs. MOH - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
4.17%
-14.83%
BLDR
MOH

Returns By Period

In the year-to-date period, BLDR achieves a 5.59% return, which is significantly higher than MOH's -18.95% return. Over the past 10 years, BLDR has outperformed MOH with an annualized return of 40.00%, while MOH has yielded a comparatively lower 19.44% annualized return.


BLDR

YTD

5.59%

1M

-9.59%

6M

5.53%

1Y

31.96%

5Y (annualized)

47.53%

10Y (annualized)

40.00%

MOH

YTD

-18.95%

1M

1.08%

6M

-15.75%

1Y

-17.11%

5Y (annualized)

16.72%

10Y (annualized)

19.44%

Fundamentals


BLDRMOH
Market Cap$21.13B$18.24B
EPS$9.95$19.65
PE Ratio17.9516.23
PEG Ratio0.81-0.62
Total Revenue (TTM)$16.73B$39.18B
Gross Profit (TTM)$5.61B$4.64B
EBITDA (TTM)$2.21B$1.82B

Key characteristics


BLDRMOH
Sharpe Ratio0.86-0.52
Sortino Ratio1.31-0.60
Omega Ratio1.190.92
Calmar Ratio1.00-0.58
Martin Ratio2.22-1.12
Ulcer Index16.66%17.71%
Daily Std Dev43.23%38.00%
Max Drawdown-96.78%-68.37%
Current Drawdown-16.50%-30.19%

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Correlation

-0.50.00.51.00.3

The correlation between BLDR and MOH is 0.26, 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.

Risk-Adjusted Performance

BLDR vs. MOH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Builders FirstSource, Inc. (BLDR) and Molina Healthcare, Inc. (MOH). 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 0.82, compared to the broader market-4.00-2.000.002.004.000.82-0.52
The chart of Sortino ratio for BLDR, currently valued at 1.27, compared to the broader market-4.00-2.000.002.004.001.27-0.60
The chart of Omega ratio for BLDR, currently valued at 1.18, compared to the broader market0.501.001.502.001.180.92
The chart of Calmar ratio for BLDR, currently valued at 0.95, compared to the broader market0.002.004.006.000.95-0.58
The chart of Martin ratio for BLDR, currently valued at 2.11, compared to the broader market0.0010.0020.0030.002.11-1.12
BLDR
MOH

The current BLDR Sharpe Ratio is 0.86, which is higher than the MOH Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of BLDR and MOH, 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 Ratio-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.82
-0.52
BLDR
MOH

Dividends

BLDR vs. MOH - Dividend Comparison

Neither BLDR nor MOH has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BLDR vs. MOH - Drawdown Comparison

The maximum BLDR drawdown since its inception was -96.78%, which is greater than MOH's maximum drawdown of -68.37%. Use the drawdown chart below to compare losses from any high point for BLDR and MOH. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-16.50%
-30.19%
BLDR
MOH

Volatility

BLDR vs. MOH - Volatility Comparison

The current volatility for Builders FirstSource, Inc. (BLDR) is 12.48%, while Molina Healthcare, Inc. (MOH) has a volatility of 19.37%. This indicates that BLDR experiences smaller price fluctuations and is considered to be less risky than MOH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
12.48%
19.37%
BLDR
MOH

Financials

BLDR vs. MOH - Financials Comparison

This section allows you to compare key financial metrics between Builders FirstSource, Inc. and Molina Healthcare, 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