PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DCTH vs. TOL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DCTH and TOL is 0.15, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

DCTH vs. TOL - Performance Comparison

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

-100.00%0.00%100.00%200.00%300.00%NovemberDecember2025FebruaryMarchApril
-99.45%
149.51%
DCTH
TOL

Key characteristics

Sharpe Ratio

DCTH:

2.11

TOL:

-0.45

Sortino Ratio

DCTH:

2.97

TOL:

-0.42

Omega Ratio

DCTH:

1.34

TOL:

0.95

Calmar Ratio

DCTH:

1.46

TOL:

-0.37

Martin Ratio

DCTH:

11.22

TOL:

-0.90

Ulcer Index

DCTH:

13.00%

TOL:

19.02%

Daily Std Dev

DCTH:

69.30%

TOL:

38.13%

Max Drawdown

DCTH:

-99.96%

TOL:

-76.39%

Current Drawdown

DCTH:

-99.81%

TOL:

-43.77%

Fundamentals

Market Cap

DCTH:

$388.82M

TOL:

$9.34B

EPS

DCTH:

-$0.93

TOL:

$14.51

PS Ratio

DCTH:

10.45

TOL:

0.87

PB Ratio

DCTH:

5.66

TOL:

1.17

Total Revenue (TTM)

DCTH:

$32.43M

TOL:

$9.36B

Gross Profit (TTM)

DCTH:

$28.78M

TOL:

$2.91B

EBITDA (TTM)

DCTH:

-$4.24M

TOL:

$1.99B

Returns By Period

In the year-to-date period, DCTH achieves a -3.41% return, which is significantly higher than TOL's -25.09% return.


DCTH

YTD

-3.41%

1M

-14.36%

6M

3.10%

1Y

147.71%

5Y*

-2.21%

10Y*

N/A

TOL

YTD

-25.09%

1M

-12.01%

6M

-40.88%

1Y

-16.32%

5Y*

35.53%

10Y*

10.31%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DCTH vs. TOL — Risk-Adjusted Performance Rank

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

DCTH
The Risk-Adjusted Performance Rank of DCTH is 9494
Overall Rank
The Sharpe Ratio Rank of DCTH is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of DCTH is 9595
Sortino Ratio Rank
The Omega Ratio Rank of DCTH is 9191
Omega Ratio Rank
The Calmar Ratio Rank of DCTH is 9090
Calmar Ratio Rank
The Martin Ratio Rank of DCTH is 9696
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 2828
Sortino Ratio Rank
The Omega Ratio Rank of TOL is 2828
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.

DCTH vs. TOL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Delcath Systems, Inc. (DCTH) 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 DCTH, currently valued at 2.11, compared to the broader market-2.00-1.000.001.002.003.00
DCTH: 2.11
TOL: -0.45
The chart of Sortino ratio for DCTH, currently valued at 2.97, compared to the broader market-6.00-4.00-2.000.002.004.00
DCTH: 2.97
TOL: -0.42
The chart of Omega ratio for DCTH, currently valued at 1.34, compared to the broader market0.501.001.502.00
DCTH: 1.34
TOL: 0.95
The chart of Calmar ratio for DCTH, currently valued at 1.46, compared to the broader market0.001.002.003.004.00
DCTH: 1.46
TOL: -0.37
The chart of Martin ratio for DCTH, currently valued at 11.22, compared to the broader market-5.000.005.0010.0015.0020.00
DCTH: 11.22
TOL: -0.90

The current DCTH Sharpe Ratio is 2.11, which is higher than the TOL Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of DCTH 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-1.000.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
2.11
-0.45
DCTH
TOL

Dividends

DCTH vs. TOL - Dividend Comparison

DCTH has not paid dividends to shareholders, while TOL's dividend yield for the trailing twelve months is around 1.00%.


TTM20242023202220212020201920182017
DCTH
Delcath Systems, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TOL
Toll Brothers, Inc.
1.00%0.71%0.81%1.54%0.86%1.01%1.11%1.25%0.50%

Drawdowns

DCTH vs. TOL - Drawdown Comparison

The maximum DCTH drawdown since its inception was -99.96%, which is greater than TOL's maximum drawdown of -76.39%. Use the drawdown chart below to compare losses from any high point for DCTH and TOL. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-99.81%
-43.77%
DCTH
TOL

Volatility

DCTH vs. TOL - Volatility Comparison

Delcath Systems, Inc. (DCTH) has a higher volatility of 22.22% compared to Toll Brothers, Inc. (TOL) at 14.90%. This indicates that DCTH's price experiences larger fluctuations and is considered to be riskier than TOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
22.22%
14.90%
DCTH
TOL

Financials

DCTH vs. TOL - Financials Comparison

This section allows you to compare key financial metrics between Delcath Systems, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab