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

Performance

BZH vs. BLDR - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
23.98%
4.34%
BZH
BLDR

Returns By Period

In the year-to-date period, BZH achieves a 1.01% return, which is significantly lower than BLDR's 6.94% return. Over the past 10 years, BZH has underperformed BLDR with an annualized return of 5.36%, while BLDR has yielded a comparatively higher 39.56% annualized return.


BZH

YTD

1.01%

1M

9.78%

6M

23.97%

1Y

29.82%

5Y (annualized)

18.24%

10Y (annualized)

5.36%

BLDR

YTD

6.94%

1M

-0.39%

6M

4.34%

1Y

33.74%

5Y (annualized)

48.24%

10Y (annualized)

39.56%

Fundamentals


BZHBLDR
Market Cap$1.03B$20.24B
EPS$4.53$10.23
PE Ratio7.2917.20
PEG Ratio0.360.81
Total Revenue (TTM)$2.33B$16.73B
Gross Profit (TTM)$419.04M$5.61B
EBITDA (TTM)$160.25M$2.35B

Key characteristics


BZHBLDR
Sharpe Ratio0.660.78
Sortino Ratio1.161.23
Omega Ratio1.141.18
Calmar Ratio0.320.91
Martin Ratio2.472.01
Ulcer Index12.10%16.82%
Daily Std Dev45.14%43.22%
Max Drawdown-99.69%-96.78%
Current Drawdown-91.48%-15.44%

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Correlation

-0.50.00.51.00.5

The correlation between BZH and BLDR is 0.49, 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.

Risk-Adjusted Performance

BZH vs. BLDR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Beazer Homes USA, Inc. (BZH) and Builders FirstSource, Inc. (BLDR). 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 BZH, currently valued at 0.66, compared to the broader market-4.00-2.000.002.004.000.660.78
The chart of Sortino ratio for BZH, currently valued at 1.16, compared to the broader market-4.00-2.000.002.004.001.161.23
The chart of Omega ratio for BZH, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.18
The chart of Calmar ratio for BZH, currently valued at 0.32, compared to the broader market0.002.004.006.000.320.91
The chart of Martin ratio for BZH, currently valued at 2.47, compared to the broader market0.0010.0020.0030.002.472.01
BZH
BLDR

The current BZH Sharpe Ratio is 0.66, which is comparable to the BLDR Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of BZH and BLDR, 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
0.66
0.78
BZH
BLDR

Dividends

BZH vs. BLDR - Dividend Comparison

Neither BZH nor BLDR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BZH vs. BLDR - Drawdown Comparison

The maximum BZH drawdown since its inception was -99.69%, roughly equal to the maximum BLDR drawdown of -96.78%. Use the drawdown chart below to compare losses from any high point for BZH and BLDR. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-91.48%
-15.44%
BZH
BLDR

Volatility

BZH vs. BLDR - Volatility Comparison

Beazer Homes USA, Inc. (BZH) has a higher volatility of 12.48% compared to Builders FirstSource, Inc. (BLDR) at 11.49%. This indicates that BZH's price experiences larger fluctuations and is considered to be riskier than BLDR 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%
11.49%
BZH
BLDR

Financials

BZH vs. BLDR - Financials Comparison

This section allows you to compare key financial metrics between Beazer Homes USA, Inc. and Builders FirstSource, 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