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CPRT vs. TOL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

CPRT vs. TOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Copart, Inc. (CPRT) and Toll Brothers, Inc. (TOL). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
3.11%
16.71%
CPRT
TOL

Returns By Period

In the year-to-date period, CPRT achieves a 15.57% return, which is significantly lower than TOL's 49.38% return. Over the past 10 years, CPRT has outperformed TOL with an annualized return of 29.53%, while TOL has yielded a comparatively lower 16.98% annualized return.


CPRT

YTD

15.57%

1M

5.10%

6M

3.11%

1Y

12.76%

5Y (annualized)

21.76%

10Y (annualized)

29.53%

TOL

YTD

49.38%

1M

-4.49%

6M

16.71%

1Y

78.99%

5Y (annualized)

32.38%

10Y (annualized)

16.98%

Fundamentals


CPRTTOL
Market Cap$55.09B$15.33B
EPS$1.40$14.48
PE Ratio40.8410.49
PEG Ratio3.141.09
Total Revenue (TTM)$3.22B$7.51B
Gross Profit (TTM)$1.43B$2.15B
EBITDA (TTM)$1.32B$1.49B

Key characteristics


CPRTTOL
Sharpe Ratio0.732.32
Sortino Ratio1.112.97
Omega Ratio1.141.38
Calmar Ratio0.974.25
Martin Ratio2.0012.08
Ulcer Index7.40%6.65%
Daily Std Dev20.43%34.63%
Max Drawdown-72.50%-76.39%
Current Drawdown-2.48%-4.49%

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Correlation

-0.50.00.51.00.3

The correlation between CPRT and TOL is 0.32, 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.

Risk-Adjusted Performance

CPRT vs. TOL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Copart, Inc. (CPRT) and Toll Brothers, Inc. (TOL). 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 CPRT, currently valued at 0.73, compared to the broader market-4.00-2.000.002.004.000.732.32
The chart of Sortino ratio for CPRT, currently valued at 1.11, compared to the broader market-4.00-2.000.002.004.001.112.97
The chart of Omega ratio for CPRT, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.38
The chart of Calmar ratio for CPRT, currently valued at 0.97, compared to the broader market0.002.004.006.000.974.25
The chart of Martin ratio for CPRT, currently valued at 2.00, compared to the broader market-10.000.0010.0020.0030.002.0012.08
CPRT
TOL

The current CPRT Sharpe Ratio is 0.73, which is lower than the TOL Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of CPRT and TOL, 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
0.73
2.32
CPRT
TOL

Dividends

CPRT vs. TOL - Dividend Comparison

CPRT has not paid dividends to shareholders, while TOL's dividend yield for the trailing twelve months is around 0.59%.


TTM2023202220212020201920182017
CPRT
Copart, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TOL
Toll Brothers, Inc.
0.59%0.81%1.54%0.86%1.01%1.11%1.25%0.50%

Drawdowns

CPRT vs. TOL - Drawdown Comparison

The maximum CPRT drawdown since its inception was -72.50%, smaller than the maximum TOL drawdown of -76.39%. Use the drawdown chart below to compare losses from any high point for CPRT and TOL. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.48%
-4.49%
CPRT
TOL

Volatility

CPRT vs. TOL - Volatility Comparison

The current volatility for Copart, Inc. (CPRT) is 6.81%, while Toll Brothers, Inc. (TOL) has a volatility of 9.42%. This indicates that CPRT experiences smaller price fluctuations and is considered to be less risky than TOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
6.81%
9.42%
CPRT
TOL

Financials

CPRT vs. TOL - Financials Comparison

This section allows you to compare key financial metrics between Copart, Inc. and Toll Brothers, 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