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

Correlation

The correlation between BZH and DHI is 0.59, 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.


-0.50.00.51.00.6

Performance

BZH vs. DHI - Performance Comparison

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

-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025
-15.37%
-18.30%
BZH
DHI

Key characteristics

Sharpe Ratio

BZH:

-0.34

DHI:

0.15

Sortino Ratio

BZH:

-0.21

DHI:

0.46

Omega Ratio

BZH:

0.97

DHI:

1.05

Calmar Ratio

BZH:

-0.16

DHI:

0.16

Martin Ratio

BZH:

-1.17

DHI:

0.38

Ulcer Index

BZH:

12.85%

DHI:

13.14%

Daily Std Dev

BZH:

43.75%

DHI:

32.52%

Max Drawdown

BZH:

-99.69%

DHI:

-88.85%

Current Drawdown

BZH:

-93.09%

DHI:

-25.77%

Fundamentals

Market Cap

BZH:

$885.22M

DHI:

$47.25B

EPS

BZH:

$4.53

DHI:

$14.13

PE Ratio

BZH:

6.26

DHI:

10.42

PEG Ratio

BZH:

0.30

DHI:

0.55

Total Revenue (TTM)

BZH:

$1.94B

DHI:

$36.69B

Gross Profit (TTM)

BZH:

$341.31M

DHI:

$15.14B

EBITDA (TTM)

BZH:

$135.40M

DHI:

$5.97B

Returns By Period

In the year-to-date period, BZH achieves a 0.87% return, which is significantly lower than DHI's 4.37% return. Over the past 10 years, BZH has underperformed DHI with an annualized return of 6.80%, while DHI has yielded a comparatively higher 20.73% annualized return.


BZH

YTD

0.87%

1M

0.87%

6M

-15.37%

1Y

-12.76%

5Y*

15.09%

10Y*

6.80%

DHI

YTD

4.37%

1M

4.37%

6M

-18.30%

1Y

2.95%

5Y*

21.05%

10Y*

20.73%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BZH vs. DHI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BZH
The Risk-Adjusted Performance Rank of BZH is 2727
Overall Rank
The Sharpe Ratio Rank of BZH is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of BZH is 2727
Sortino Ratio Rank
The Omega Ratio Rank of BZH is 2727
Omega Ratio Rank
The Calmar Ratio Rank of BZH is 3737
Calmar Ratio Rank
The Martin Ratio Rank of BZH is 1717
Martin Ratio Rank

DHI
The Risk-Adjusted Performance Rank of DHI is 5050
Overall Rank
The Sharpe Ratio Rank of DHI is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of DHI is 4545
Sortino Ratio Rank
The Omega Ratio Rank of DHI is 4343
Omega Ratio Rank
The Calmar Ratio Rank of DHI is 5555
Calmar Ratio Rank
The Martin Ratio Rank of DHI is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BZH vs. DHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Beazer Homes USA, Inc. (BZH) and D.R. Horton, Inc. (DHI). 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 -0.34, compared to the broader market-2.000.002.00-0.340.15
The chart of Sortino ratio for BZH, currently valued at -0.21, compared to the broader market-4.00-2.000.002.004.006.00-0.210.46
The chart of Omega ratio for BZH, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.05
The chart of Calmar ratio for BZH, currently valued at -0.16, compared to the broader market0.002.004.006.00-0.160.16
The chart of Martin ratio for BZH, currently valued at -1.17, compared to the broader market-10.000.0010.0020.0030.00-1.170.38
BZH
DHI

The current BZH Sharpe Ratio is -0.34, which is lower than the DHI Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of BZH and DHI, 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-0.500.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025
-0.34
0.15
BZH
DHI

Dividends

BZH vs. DHI - Dividend Comparison

BZH has not paid dividends to shareholders, while DHI's dividend yield for the trailing twelve months is around 0.89%.


TTM20242023202220212020201920182017201620152014
BZH
Beazer Homes USA, 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%
DHI
D.R. Horton, Inc.
0.89%0.93%0.69%1.04%0.76%1.05%1.18%1.51%0.83%1.24%0.84%0.80%

Drawdowns

BZH vs. DHI - Drawdown Comparison

The maximum BZH drawdown since its inception was -99.69%, which is greater than DHI's maximum drawdown of -88.85%. Use the drawdown chart below to compare losses from any high point for BZH and DHI. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025
-93.09%
-25.77%
BZH
DHI

Volatility

BZH vs. DHI - Volatility Comparison

Beazer Homes USA, Inc. (BZH) has a higher volatility of 10.24% compared to D.R. Horton, Inc. (DHI) at 8.64%. This indicates that BZH's price experiences larger fluctuations and is considered to be riskier than DHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025
10.24%
8.64%
BZH
DHI

Financials

BZH vs. DHI - Financials Comparison

This section allows you to compare key financial metrics between Beazer Homes USA, Inc. and D.R. Horton, 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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