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

Correlation

The correlation between PHM and BZH is 0.62, 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

PHM vs. BZH - Performance Comparison

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

-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-10.89%
-15.64%
PHM
BZH

Key characteristics

Sharpe Ratio

PHM:

0.52

BZH:

-0.17

Sortino Ratio

PHM:

0.95

BZH:

0.05

Omega Ratio

PHM:

1.11

BZH:

1.01

Calmar Ratio

PHM:

0.58

BZH:

-0.08

Martin Ratio

PHM:

1.51

BZH:

-0.60

Ulcer Index

PHM:

10.65%

BZH:

12.59%

Daily Std Dev

PHM:

30.72%

BZH:

43.66%

Max Drawdown

PHM:

-92.40%

BZH:

-99.69%

Current Drawdown

PHM:

-20.64%

BZH:

-92.92%

Fundamentals

Market Cap

PHM:

$24.21B

BZH:

$885.22M

EPS

PHM:

$13.55

BZH:

$4.53

PE Ratio

PHM:

8.71

BZH:

6.26

PEG Ratio

PHM:

0.30

BZH:

0.30

Total Revenue (TTM)

PHM:

$13.03B

BZH:

$1.94B

Gross Profit (TTM)

PHM:

$3.86B

BZH:

$341.31M

EBITDA (TTM)

PHM:

$2.83B

BZH:

$135.40M

Returns By Period

In the year-to-date period, PHM achieves a 8.40% return, which is significantly higher than BZH's 3.31% return. Over the past 10 years, PHM has outperformed BZH with an annualized return of 20.72%, while BZH has yielded a comparatively lower 6.05% annualized return.


PHM

YTD

8.40%

1M

7.79%

6M

-10.89%

1Y

13.07%

5Y*

22.13%

10Y*

20.72%

BZH

YTD

3.31%

1M

2.75%

6M

-15.64%

1Y

-10.84%

5Y*

11.35%

10Y*

6.05%

*Annualized

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Risk-Adjusted Performance

PHM vs. BZH — Risk-Adjusted Performance Rank

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

PHM
The Risk-Adjusted Performance Rank of PHM is 6262
Overall Rank
The Sharpe Ratio Rank of PHM is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of PHM is 5757
Sortino Ratio Rank
The Omega Ratio Rank of PHM is 5555
Omega Ratio Rank
The Calmar Ratio Rank of PHM is 7070
Calmar Ratio Rank
The Martin Ratio Rank of PHM is 6262
Martin Ratio Rank

BZH
The Risk-Adjusted Performance Rank of BZH is 3535
Overall Rank
The Sharpe Ratio Rank of BZH is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of BZH is 3333
Sortino Ratio Rank
The Omega Ratio Rank of BZH is 3333
Omega Ratio Rank
The Calmar Ratio Rank of BZH is 4040
Calmar Ratio Rank
The Martin Ratio Rank of BZH is 3333
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.

PHM vs. BZH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PulteGroup, Inc. (PHM) and Beazer Homes USA, Inc. (BZH). 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 PHM, currently valued at 0.52, compared to the broader market-2.000.002.000.52-0.17
The chart of Sortino ratio for PHM, currently valued at 0.95, compared to the broader market-4.00-2.000.002.004.000.950.05
The chart of Omega ratio for PHM, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.01
The chart of Calmar ratio for PHM, currently valued at 0.58, compared to the broader market0.002.004.006.000.58-0.08
The chart of Martin ratio for PHM, currently valued at 1.51, compared to the broader market-10.000.0010.0020.001.51-0.60
PHM
BZH

The current PHM Sharpe Ratio is 0.52, which is higher than the BZH Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of PHM and BZH, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.52
-0.17
PHM
BZH

Dividends

PHM vs. BZH - Dividend Comparison

PHM's dividend yield for the trailing twelve months is around 0.69%, while BZH has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
PHM
PulteGroup, Inc.
0.69%0.75%0.66%1.34%1.00%1.16%1.16%1.46%1.08%1.96%1.85%1.07%
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%

Drawdowns

PHM vs. BZH - Drawdown Comparison

The maximum PHM drawdown since its inception was -92.40%, smaller than the maximum BZH drawdown of -99.69%. Use the drawdown chart below to compare losses from any high point for PHM and BZH. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-20.64%
-92.92%
PHM
BZH

Volatility

PHM vs. BZH - Volatility Comparison

The current volatility for PulteGroup, Inc. (PHM) is 7.15%, while Beazer Homes USA, Inc. (BZH) has a volatility of 9.28%. This indicates that PHM experiences smaller price fluctuations and is considered to be less risky than BZH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
7.15%
9.28%
PHM
BZH

Financials

PHM vs. BZH - Financials Comparison

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