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BTI vs. INVH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

BTI vs. INVH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in British American Tobacco p.l.c. (BTI) and Invitation Homes Inc. (INVH). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
26.05%
-0.81%
BTI
INVH

Returns By Period

In the year-to-date period, BTI achieves a 35.45% return, which is significantly higher than INVH's 1.21% return.


BTI

YTD

35.45%

1M

8.26%

6M

23.51%

1Y

27.80%

5Y (annualized)

7.72%

10Y (annualized)

1.90%

INVH

YTD

1.21%

1M

-0.03%

6M

-2.11%

1Y

4.97%

5Y (annualized)

5.26%

10Y (annualized)

N/A

Fundamentals


BTIINVH
Market Cap$78.26B$20.85B
EPS-$7.93$0.72
PEG Ratio3.1515.75
Total Revenue (TTM)$20.01B$2.63B
Gross Profit (TTM)$14.85B$1.08B
EBITDA (TTM)$6.37B$2.06B

Key characteristics


BTIINVH
Sharpe Ratio1.460.19
Sortino Ratio1.960.39
Omega Ratio1.301.05
Calmar Ratio0.730.16
Martin Ratio5.490.82
Ulcer Index5.13%4.74%
Daily Std Dev19.24%20.47%
Max Drawdown-60.73%-50.54%
Current Drawdown-13.43%-18.87%

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Correlation

-0.50.00.51.00.3

The correlation between BTI and INVH is 0.27, 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

BTI vs. INVH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for British American Tobacco p.l.c. (BTI) and Invitation Homes Inc. (INVH). 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 BTI, currently valued at 1.46, compared to the broader market-4.00-2.000.002.004.001.460.19
The chart of Sortino ratio for BTI, currently valued at 1.96, compared to the broader market-4.00-2.000.002.004.001.960.39
The chart of Omega ratio for BTI, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.05
The chart of Calmar ratio for BTI, currently valued at 0.73, compared to the broader market0.002.004.006.000.730.16
The chart of Martin ratio for BTI, currently valued at 5.49, compared to the broader market-10.000.0010.0020.0030.005.490.82
BTI
INVH

The current BTI Sharpe Ratio is 1.46, which is higher than the INVH Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of BTI and INVH, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
1.46
0.19
BTI
INVH

Dividends

BTI vs. INVH - Dividend Comparison

BTI's dividend yield for the trailing twelve months is around 7.90%, more than INVH's 3.32% yield.


TTM20232022202120202019201820172016201520142013
BTI
British American Tobacco p.l.c.
7.90%9.57%7.40%7.98%7.22%6.35%8.52%4.18%3.79%4.21%4.55%4.04%
INVH
Invitation Homes Inc.
3.32%3.87%2.97%1.50%2.02%1.74%2.19%0.93%0.00%0.00%0.00%0.00%

Drawdowns

BTI vs. INVH - Drawdown Comparison

The maximum BTI drawdown since its inception was -60.73%, which is greater than INVH's maximum drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for BTI and INVH. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-13.43%
-18.87%
BTI
INVH

Volatility

BTI vs. INVH - Volatility Comparison

The current volatility for British American Tobacco p.l.c. (BTI) is 4.04%, while Invitation Homes Inc. (INVH) has a volatility of 8.36%. This indicates that BTI experiences smaller price fluctuations and is considered to be less risky than INVH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.04%
8.36%
BTI
INVH

Financials

BTI vs. INVH - Financials Comparison

This section allows you to compare key financial metrics between British American Tobacco p.l.c. and Invitation Homes 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