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CAAP vs. TMHC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CAAP and TMHC is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

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.

0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
15.12%
132.59%
CAAP
TMHC

Key characteristics

Sharpe Ratio

CAAP:

0.56

TMHC:

0.41

Sortino Ratio

CAAP:

0.99

TMHC:

0.81

Omega Ratio

CAAP:

1.12

TMHC:

1.10

Calmar Ratio

CAAP:

0.77

TMHC:

0.63

Martin Ratio

CAAP:

1.99

TMHC:

1.94

Ulcer Index

CAAP:

9.66%

TMHC:

6.79%

Daily Std Dev

CAAP:

34.20%

TMHC:

31.82%

Max Drawdown

CAAP:

-89.88%

TMHC:

-75.18%

Current Drawdown

CAAP:

-8.66%

TMHC:

-20.15%

Fundamentals

Market Cap

CAAP:

$3.27B

TMHC:

$6.61B

EPS

CAAP:

$2.09

TMHC:

$7.55

PE Ratio

CAAP:

9.72

TMHC:

8.46

Total Revenue (TTM)

CAAP:

$1.74B

TMHC:

$7.83B

Gross Profit (TTM)

CAAP:

$602.63M

TMHC:

$1.91B

EBITDA (TTM)

CAAP:

$417.16M

TMHC:

$1.19B

Returns By Period

In the year-to-date period, CAAP achieves a 17.56% return, which is significantly higher than TMHC's 11.96% return.


CAAP

YTD

17.56%

1M

-2.68%

6M

7.09%

1Y

15.12%

5Y*

28.50%

10Y*

N/A

TMHC

YTD

11.96%

1M

-13.98%

6M

7.99%

1Y

11.15%

5Y*

22.59%

10Y*

12.66%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CAAP vs. TMHC - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for CAAP, currently valued at 0.56, compared to the broader market-4.00-2.000.002.000.560.41
The chart of Sortino ratio for CAAP, currently valued at 0.99, compared to the broader market-4.00-2.000.002.004.000.990.81
The chart of Omega ratio for CAAP, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.10
The chart of Calmar ratio for CAAP, currently valued at 0.77, compared to the broader market0.002.004.006.000.770.63
The chart of Martin ratio for CAAP, currently valued at 1.99, compared to the broader market-5.000.005.0010.0015.0020.0025.001.991.94
CAAP
TMHC

The current CAAP Sharpe Ratio is 0.56, which is higher than the TMHC Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of CAAP and TMHC, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.56
0.41
CAAP
TMHC

Dividends

CAAP vs. TMHC - Dividend Comparison

Neither CAAP nor TMHC has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CAAP vs. TMHC - Drawdown Comparison

The maximum CAAP drawdown since its inception was -89.88%, 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. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.66%
-20.15%
CAAP
TMHC

Volatility

CAAP vs. TMHC - Volatility Comparison

Corporación América Airports S.A. (CAAP) has a higher volatility of 14.26% compared to Taylor Morrison Home Corporation (TMHC) at 9.56%. This indicates that CAAP's price experiences larger fluctuations and is considered to be riskier than TMHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
14.26%
9.56%
CAAP
TMHC

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


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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