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

Correlation

The correlation between CPRT and TOL is 0.50, 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.


-0.50.00.51.0
Correlation: 0.5

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.

0.00%10,000.00%20,000.00%30,000.00%40,000.00%NovemberDecember2025FebruaryMarchApril
40,500.00%
2,545.24%
CPRT
TOL

Key characteristics

Sharpe Ratio

CPRT:

0.50

TOL:

-0.41

Sortino Ratio

CPRT:

0.94

TOL:

-0.35

Omega Ratio

CPRT:

1.11

TOL:

0.96

Calmar Ratio

CPRT:

0.67

TOL:

-0.34

Martin Ratio

CPRT:

1.51

TOL:

-0.78

Ulcer Index

CPRT:

8.05%

TOL:

19.90%

Daily Std Dev

CPRT:

24.33%

TOL:

38.45%

Max Drawdown

CPRT:

-72.50%

TOL:

-76.39%

Current Drawdown

CPRT:

-4.55%

TOL:

-40.08%

Fundamentals

Market Cap

CPRT:

$59.87B

TOL:

$10.05B

EPS

CPRT:

$1.49

TOL:

$14.51

PE Ratio

CPRT:

41.59

TOL:

6.96

PEG Ratio

CPRT:

2.99

TOL:

0.76

PS Ratio

CPRT:

13.29

TOL:

0.93

PB Ratio

CPRT:

7.10

TOL:

1.25

Total Revenue (TTM)

CPRT:

$4.51B

TOL:

$9.36B

Gross Profit (TTM)

CPRT:

$2.64B

TOL:

$2.91B

EBITDA (TTM)

CPRT:

$1.73B

TOL:

$1.99B

Returns By Period

In the year-to-date period, CPRT achieves a 6.12% return, which is significantly higher than TOL's -20.18% return. Over the past 10 years, CPRT has outperformed TOL with an annualized return of 29.61%, while TOL has yielded a comparatively lower 11.59% annualized return.


CPRT

YTD

6.12%

1M

10.59%

6M

17.77%

1Y

10.29%

5Y*

27.04%

10Y*

29.61%

TOL

YTD

-20.18%

1M

-8.12%

6M

-32.53%

1Y

-14.02%

5Y*

36.96%

10Y*

11.59%

*Annualized

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Risk-Adjusted Performance

CPRT vs. TOL — Risk-Adjusted Performance Rank

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

CPRT
The Risk-Adjusted Performance Rank of CPRT is 6969
Overall Rank
The Sharpe Ratio Rank of CPRT is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of CPRT is 6464
Sortino Ratio Rank
The Omega Ratio Rank of CPRT is 6161
Omega Ratio Rank
The Calmar Ratio Rank of CPRT is 7878
Calmar Ratio Rank
The Martin Ratio Rank of CPRT is 6969
Martin Ratio Rank

TOL
The Risk-Adjusted Performance Rank of TOL is 3030
Overall Rank
The Sharpe Ratio Rank of TOL is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of TOL is 2727
Sortino Ratio Rank
The Omega Ratio Rank of TOL is 2929
Omega Ratio Rank
The Calmar Ratio Rank of TOL is 3030
Calmar Ratio Rank
The Martin Ratio Rank of TOL is 3535
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.

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.


The chart of Sharpe ratio for CPRT, currently valued at 0.50, compared to the broader market-2.00-1.000.001.002.003.00
CPRT: 0.50
TOL: -0.41
The chart of Sortino ratio for CPRT, currently valued at 0.94, compared to the broader market-6.00-4.00-2.000.002.004.00
CPRT: 0.94
TOL: -0.35
The chart of Omega ratio for CPRT, currently valued at 1.11, compared to the broader market0.501.001.502.00
CPRT: 1.11
TOL: 0.96
The chart of Calmar ratio for CPRT, currently valued at 0.67, compared to the broader market0.001.002.003.004.005.00
CPRT: 0.67
TOL: -0.34
The chart of Martin ratio for CPRT, currently valued at 1.51, compared to the broader market-5.000.005.0010.0015.0020.00
CPRT: 1.51
TOL: -0.78

The current CPRT Sharpe Ratio is 0.50, which is higher than the TOL Sharpe Ratio of -0.41. 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.50
-0.41
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 0.94%.


TTM20242023202220212020201920182017
CPRT
Copart, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TOL
Toll Brothers, Inc.
0.94%0.71%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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.55%
-40.08%
CPRT
TOL

Volatility

CPRT vs. TOL - Volatility Comparison

The current volatility for Copart, Inc. (CPRT) is 10.04%, while Toll Brothers, Inc. (TOL) has a volatility of 15.98%. 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%NovemberDecember2025FebruaryMarchApril
10.04%
15.98%
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