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DAR vs. BLDR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

DAR vs. BLDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Darling Ingredients Inc. (DAR) and Builders FirstSource, Inc. (BLDR). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
0.07%
4.17%
DAR
BLDR

Returns By Period

In the year-to-date period, DAR achieves a -13.62% return, which is significantly lower than BLDR's 5.59% return. Over the past 10 years, DAR has underperformed BLDR with an annualized return of 8.54%, while BLDR has yielded a comparatively higher 40.00% annualized return.


DAR

YTD

-13.62%

1M

12.34%

6M

-0.87%

1Y

-1.17%

5Y (annualized)

13.43%

10Y (annualized)

8.54%

BLDR

YTD

5.59%

1M

-9.59%

6M

5.53%

1Y

31.96%

5Y (annualized)

47.53%

10Y (annualized)

40.00%

Fundamentals


DARBLDR
Market Cap$6.79B$21.13B
EPS$1.62$9.95
PE Ratio26.3317.95
PEG Ratio14.470.81
Total Revenue (TTM)$1.60B$16.73B
Gross Profit (TTM)-$4.71B$5.61B
EBITDA (TTM)$514.76M$2.21B

Key characteristics


DARBLDR
Sharpe Ratio-0.060.86
Sortino Ratio0.211.31
Omega Ratio1.021.19
Calmar Ratio-0.041.00
Martin Ratio-0.112.22
Ulcer Index19.56%16.66%
Daily Std Dev39.15%43.23%
Max Drawdown-97.89%-96.78%
Current Drawdown-50.62%-16.50%

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Correlation

-0.50.00.51.00.4

The correlation between DAR and BLDR is 0.35, 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

DAR vs. BLDR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Darling Ingredients Inc. (DAR) and Builders FirstSource, Inc. (BLDR). 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 DAR, currently valued at -0.06, compared to the broader market-4.00-2.000.002.004.00-0.060.86
The chart of Sortino ratio for DAR, currently valued at 0.21, compared to the broader market-4.00-2.000.002.004.000.211.31
The chart of Omega ratio for DAR, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.19
The chart of Calmar ratio for DAR, currently valued at -0.04, compared to the broader market0.002.004.006.00-0.041.00
The chart of Martin ratio for DAR, currently valued at -0.11, compared to the broader market0.0010.0020.0030.00-0.112.22
DAR
BLDR

The current DAR Sharpe Ratio is -0.06, which is lower than the BLDR Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of DAR and BLDR, 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-1.50-1.00-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
-0.06
0.86
DAR
BLDR

Dividends

DAR vs. BLDR - Dividend Comparison

Neither DAR nor BLDR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DAR vs. BLDR - Drawdown Comparison

The maximum DAR drawdown since its inception was -97.89%, roughly equal to the maximum BLDR drawdown of -96.78%. Use the drawdown chart below to compare losses from any high point for DAR and BLDR. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-50.62%
-16.50%
DAR
BLDR

Volatility

DAR vs. BLDR - Volatility Comparison

The current volatility for Darling Ingredients Inc. (DAR) is 9.60%, while Builders FirstSource, Inc. (BLDR) has a volatility of 12.47%. This indicates that DAR experiences smaller price fluctuations and is considered to be less risky than BLDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
9.60%
12.47%
DAR
BLDR

Financials

DAR vs. BLDR - Financials Comparison

This section allows you to compare key financial metrics between Darling Ingredients Inc. and Builders FirstSource, 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