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

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.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
13.89%
23.98%
PHM
BZH

Returns By Period

In the year-to-date period, PHM achieves a 26.33% return, which is significantly higher than BZH's 1.01% return. Over the past 10 years, PHM has outperformed BZH with an annualized return of 21.36%, while BZH has yielded a comparatively lower 5.39% annualized return.


PHM

YTD

26.33%

1M

-2.55%

6M

13.89%

1Y

48.57%

5Y (annualized)

28.71%

10Y (annualized)

21.36%

BZH

YTD

1.01%

1M

8.56%

6M

23.97%

1Y

32.13%

5Y (annualized)

17.75%

10Y (annualized)

5.39%

Fundamentals


PHMBZH
Market Cap$26.26B$1.03B
EPS$13.54$4.53
PE Ratio9.467.29
PEG Ratio0.330.36
Total Revenue (TTM)$17.32B$2.33B
Gross Profit (TTM)$5.11B$419.04M
EBITDA (TTM)$3.80B$160.25M

Key characteristics


PHMBZH
Sharpe Ratio1.600.66
Sortino Ratio2.231.16
Omega Ratio1.281.14
Calmar Ratio3.310.32
Martin Ratio7.722.47
Ulcer Index6.29%12.10%
Daily Std Dev30.40%45.14%
Max Drawdown-92.40%-99.69%
Current Drawdown-12.94%-91.48%

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Correlation

-0.50.00.51.00.6

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.

Risk-Adjusted Performance

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 1.60, compared to the broader market-4.00-2.000.002.004.001.600.66
The chart of Sortino ratio for PHM, currently valued at 2.23, compared to the broader market-4.00-2.000.002.004.002.231.16
The chart of Omega ratio for PHM, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.14
The chart of Calmar ratio for PHM, currently valued at 3.31, compared to the broader market0.002.004.006.003.310.32
The chart of Martin ratio for PHM, currently valued at 7.72, compared to the broader market0.0010.0020.0030.007.722.47
PHM
BZH

The current PHM Sharpe Ratio is 1.60, which is higher than the BZH Sharpe Ratio of 0.66. 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.60
0.66
PHM
BZH

Dividends

PHM vs. BZH - Dividend Comparison

PHM's dividend yield for the trailing twelve months is around 0.62%, while BZH has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
PHM
PulteGroup, Inc.
0.62%0.66%1.34%1.00%1.16%1.16%1.46%1.08%1.96%1.85%1.07%0.74%
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%JuneJulyAugustSeptemberOctoberNovember
-12.94%
-91.48%
PHM
BZH

Volatility

PHM vs. BZH - Volatility Comparison

The current volatility for PulteGroup, Inc. (PHM) is 7.87%, while Beazer Homes USA, Inc. (BZH) has a volatility of 12.48%. 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%JuneJulyAugustSeptemberOctoberNovember
7.87%
12.48%
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