PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BZH vs. MHO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BZHMHO
YTD Return-19.47%-11.12%
1Y Return60.06%87.07%
3Y Return (Ann)11.06%27.15%
5Y Return (Ann)16.12%34.61%
10Y Return (Ann)3.77%18.54%
Sharpe Ratio0.972.34
Daily Std Dev59.25%36.92%
Max Drawdown-99.69%-91.51%
Current Drawdown-93.21%-11.84%

Fundamentals


BZHMHO
Market Cap$829.95M$3.08B
EPS$5.06$16.21
PE Ratio5.206.85
PEG Ratio6.170.78
Revenue (TTM)$2.15B$4.03B
Gross Profit (TTM)$443.34M$1.06B
EBITDA (TTM)$181.38M$591.36M

Correlation

-0.50.00.51.00.6

The correlation between BZH and MHO 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.

Performance

BZH vs. MHO - Performance Comparison

In the year-to-date period, BZH achieves a -19.47% return, which is significantly lower than MHO's -11.12% return. Over the past 10 years, BZH has underperformed MHO with an annualized return of 3.77%, while MHO has yielded a comparatively higher 18.54% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%NovemberDecember2024FebruaryMarchApril
16.43%
52.97%
BZH
MHO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Beazer Homes USA, Inc.

M/I Homes, Inc.

Risk-Adjusted Performance

BZH vs. MHO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Beazer Homes USA, Inc. (BZH) and M/I Homes, Inc. (MHO). 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.


BZH
Sharpe ratio
The chart of Sharpe ratio for BZH, currently valued at 0.97, compared to the broader market-2.00-1.000.001.002.003.000.97
Sortino ratio
The chart of Sortino ratio for BZH, currently valued at 1.88, compared to the broader market-4.00-2.000.002.004.006.001.88
Omega ratio
The chart of Omega ratio for BZH, currently valued at 1.23, compared to the broader market0.501.001.501.23
Calmar ratio
The chart of Calmar ratio for BZH, currently valued at 0.60, compared to the broader market0.001.002.003.004.005.006.000.60
Martin ratio
The chart of Martin ratio for BZH, currently valued at 3.32, compared to the broader market0.0010.0020.0030.003.32
MHO
Sharpe ratio
The chart of Sharpe ratio for MHO, currently valued at 2.34, compared to the broader market-2.00-1.000.001.002.003.002.34
Sortino ratio
The chart of Sortino ratio for MHO, currently valued at 2.84, compared to the broader market-4.00-2.000.002.004.006.002.84
Omega ratio
The chart of Omega ratio for MHO, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for MHO, currently valued at 3.38, compared to the broader market0.001.002.003.004.005.006.003.38
Martin ratio
The chart of Martin ratio for MHO, currently valued at 9.13, compared to the broader market0.0010.0020.0030.009.13

BZH vs. MHO - Sharpe Ratio Comparison

The current BZH Sharpe Ratio is 0.97, which is lower than the MHO Sharpe Ratio of 2.34. The chart below compares the 12-month rolling Sharpe Ratio of BZH and MHO.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00NovemberDecember2024FebruaryMarchApril
0.97
2.34
BZH
MHO

Dividends

BZH vs. MHO - Dividend Comparison

Neither BZH nor MHO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BZH vs. MHO - Drawdown Comparison

The maximum BZH drawdown since its inception was -99.69%, which is greater than MHO's maximum drawdown of -91.51%. Use the drawdown chart below to compare losses from any high point for BZH and MHO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-93.21%
-11.84%
BZH
MHO

Volatility

BZH vs. MHO - Volatility Comparison

The current volatility for Beazer Homes USA, Inc. (BZH) is 11.61%, while M/I Homes, Inc. (MHO) has a volatility of 12.99%. This indicates that BZH experiences smaller price fluctuations and is considered to be less risky than MHO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%NovemberDecember2024FebruaryMarchApril
11.61%
12.99%
BZH
MHO

Financials

BZH vs. MHO - Financials Comparison

This section allows you to compare key financial metrics between Beazer Homes USA, Inc. and M/I 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