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CAAP vs. TMHC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CAAP vs. TMHC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corporación América Airports S.A. (CAAP) and Taylor Morrison Home Corporation (TMHC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CAAP achieves a 0.65% return, which is significantly lower than TMHC's 21.71% return.


CAAP

1D
-1.58%
1M
4.85%
YTD
0.65%
6M
0.73%
1Y
33.05%
3Y*
30.48%
5Y*
34.62%
10Y*

TMHC

1D
0.07%
1M
23.56%
YTD
21.71%
6M
21.73%
1Y
17.73%
3Y*
14.98%
5Y*
22.48%
10Y*
17.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CAAP vs. TMHC - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CAAP
Corporación América Airports S.A.
0.65%39.34%16.19%83.96%51.30%44.61%-33.50%-9.50%-61.00%
TMHC
Taylor Morrison Home Corporation
21.71%-3.82%14.73%75.78%-13.19%36.30%17.34%37.48%-37.48%

Correlation

The correlation between CAAP and TMHC is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2018

0.19

Fundamentals

Market Cap

CAAP:

$4.29B

TMHC:

$6.99B

EPS

CAAP:

$1.77

TMHC:

$6.75

PE Ratio

CAAP:

14.81

TMHC:

10.61

PEG Ratio

CAAP:

0.03

TMHC:

0.66

PS Ratio

CAAP:

2.04

TMHC:

0.94

PB Ratio

CAAP:

2.38

TMHC:

1.12

Total Revenue (TTM)

CAAP:

$2.10B

TMHC:

$7.61B

Gross Profit (TTM)

CAAP:

$749.06M

TMHC:

$1.71B

EBITDA (TTM)

CAAP:

$729.23M

TMHC:

$1.00B

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Return for Risk

CAAP vs. TMHC — Risk / Return Rank

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

CAAP
CAAP Risk / Return Rank: 6767
Overall Rank
CAAP Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
CAAP Sortino Ratio Rank: 6666
Sortino Ratio Rank
CAAP Omega Ratio Rank: 6464
Omega Ratio Rank
CAAP Calmar Ratio Rank: 7070
Calmar Ratio Rank
CAAP Martin Ratio Rank: 6767
Martin Ratio Rank

TMHC
TMHC Risk / Return Rank: 5858
Overall Rank
TMHC Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
TMHC Sortino Ratio Rank: 6060
Sortino Ratio Rank
TMHC Omega Ratio Rank: 5656
Omega Ratio Rank
TMHC Calmar Ratio Rank: 5959
Calmar Ratio Rank
TMHC Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CAAP vs. TMHC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Corporación América Airports S.A. (CAAP) and Taylor Morrison Home Corporation (TMHC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CAAPTMHCDifference
Sharpe ratioReturn per unit of total volatility

+0.36

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.18

1.13

+0.04

Calmar ratioReturn relative to maximum drawdown

1.53

0.75

+0.78

Martin ratioReturn relative to average drawdown

2.92

1.39

+1.53

CAAP vs. TMHC - Sharpe Ratio Comparison

The current CAAP Sharpe Ratio is 0.82, which is higher than the TMHC Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of CAAP and TMHC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CAAP vs. TMHC - Drawdown Comparison

The maximum CAAP drawdown since its inception was -90.12%, which is greater than TMHC's maximum drawdown of -75.18%. Use the drawdown chart below to compare losses from any high point for CAAP and TMHC.


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Drawdown Indicators


CAAPTMHCDifference

Max Drawdown

Largest peak-to-trough decline

-90.12%

-75.18%

-14.94%

Max Drawdown (1Y)

Largest decline over 1 year

-21.68%

-23.80%

+2.12%

Max Drawdown (3Y)

Largest decline over 3 years

-26.63%

-27.90%

+1.27%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

-40.84%

+14.21%

Max Drawdown (10Y)

Largest decline over 10 years

-75.18%

Current Drawdown

Current decline from peak

-13.77%

-4.21%

-9.56%

Average Drawdown

Average peak-to-trough decline

-43.10%

-20.23%

-22.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.35%

12.78%

-1.43%

Volatility

CAAP vs. TMHC - Volatility Comparison

The current volatility for Corporación América Airports S.A. (CAAP) is 12.15%, while Taylor Morrison Home Corporation (TMHC) has a volatility of 20.18%. This indicates that CAAP experiences smaller price fluctuations and is considered to be less risky than TMHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAAPTMHCDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.15%

20.18%

-8.03%

Volatility (6M)

Calculated over the trailing 6-month period

26.93%

29.44%

-2.51%

Volatility (1Y)

Calculated over the trailing 1-year period

40.43%

38.87%

+1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.70%

37.81%

-2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.54%

44.76%

+7.78%

Dividends

CAAP vs. TMHC - Dividend Comparison

Neither CAAP nor TMHC has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

CAAP vs. TMHC - Financials Comparison

This section allows you to compare key financial metrics between Corporación América Airports S.A. and Taylor Morrison Home Corporation. 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


0.00500.00M1.00B1.50B2.00B2.50B20222023202420252026
537.62M
1.39B
(CAAP) Total Revenue
(TMHC) Total Revenue
Values in USD except per share items

CAAP vs. TMHC - Profitability Comparison

The chart below illustrates the profitability comparison between Corporación América Airports S.A. and Taylor Morrison Home Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%20222023202420252026
36.9%
21.0%
Portfolio components
CAAP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Corporación América Airports S.A. reported a gross profit of 198.55M and revenue of 537.62M. Therefore, the gross margin over that period was 36.9%.

TMHC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Taylor Morrison Home Corporation reported a gross profit of 290.64M and revenue of 1.39B. Therefore, the gross margin over that period was 21.0%.

CAAP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Corporación América Airports S.A. reported an operating income of 139.88M and revenue of 537.62M, resulting in an operating margin of 26.0%.

TMHC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Taylor Morrison Home Corporation reported an operating income of 141.79M and revenue of 1.39B, resulting in an operating margin of 10.2%.

CAAP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Corporación América Airports S.A. reported a net income of 77.05M and revenue of 537.62M, resulting in a net margin of 14.3%.

TMHC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Taylor Morrison Home Corporation reported a net income of 100.43M and revenue of 1.39B, resulting in a net margin of 7.2%.


Frequently Asked Questions


CAAP and TMHC have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMHC has higher volatility (20.18%) compared to CAAP (12.15%). In terms of maximum drawdown, CAAP dropped -90.12% vs TMHC's -75.18%.

CAAP currently has the higher Sharpe Ratio (0.82 vs 0.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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