DCTH vs. TOL

Last updated Jun 3, 2026

DCTH (Delcath Systems, Inc.) and TOL (Toll Brothers, Inc.) are both stocks. DCTH operates in Medical Devices (Healthcare), while TOL operates in Residential Construction (Consumer Cyclical). Over the past 5 years, DCTH returned -1.07%/yr vs 18.84%/yr for TOL. At a 0.16 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, DCTH achieves a 4.26% return, which is significantly higher than TOL's 3.57% return.

DCTH

• 1D: -0.66%
• 1M: -2.50%
• YTD: 4.26%
• 6M: 13.10%
• 1Y: -35.40%
• 3Y*: 13.04%
• 5Y*: -1.07%
• 10Y*: —

TOL

• 1D: 0.83%
• 1M: -0.22%
• YTD: 3.57%
• 6M: 0.68%
• 1Y: 36.10%
• 3Y*: 26.11%
• 5Y*: 18.84%
• 10Y*: 18.28%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DCTH vs. TOL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
DCTH Delcath Systems, Inc.	4.26%	-16.11%	189.42%	15.56%	-53.55%	-56.75%	-15.67%	-89.16%	-90.66%
TOL Toll Brothers, Inc.	3.57%	8.28%	23.45%	108.62%	-29.97%	68.43%	11.53%	21.40%	-19.02%

Correlation

The correlation between DCTH and TOL is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.23
Correlation (All Time) Calculated using the full available price history since May 30, 2018	0.16

The correlation between DCTH and TOL shifts across timeframes, from 0.16 (all time) to 0.27 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap DCTH : $379.30M TOL : $13.41B
EPS DCTH : $0.01 TOL : $13.19
PE Ratio DCTH : 716.95 TOL : 10.58
PS Ratio DCTH : 6.15 TOL : 2.14
PB Ratio DCTH : 3.37 TOL : 1.58
Total Revenue (TTM) DCTH : $65.45M TOL : $6.37B
Gross Profit (TTM) DCTH : $77.75M TOL : $2.71B
EBITDA (TTM) DCTH : $222.00K TOL : $1.76B

Return for Risk

DCTH vs. TOL — Risk / Return Rank

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

DCTH

DCTH Risk / Return Rank: 14
DCTH Sharpe Ratio Rank: 10
DCTH Sortino Ratio Rank: 12
DCTH Omega Ratio Rank: 14
DCTH Calmar Ratio Rank: 15
DCTH Martin Ratio Rank: 22

TOL

TOL Risk / Return Rank: 69
TOL Sharpe Ratio Rank: 73
TOL Sortino Ratio Rank: 72
TOL Omega Ratio Rank: 67
TOL Calmar Ratio Rank: 67
TOL Martin Ratio Rank: 69

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DCTH vs. TOL - Risk-Adjusted Trends 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.

	DCTH	TOL	Difference
Sharpe ratio Return per unit of total volatility	-0.73	1.07	-1.80
Sortino ratio Return per unit of downside risk	-0.90	1.85	-2.75
Omega ratio Gain probability vs. loss probability	0.90	1.21	-0.31
Calmar ratio Return relative to maximum drawdown	-0.68	1.39	-2.07
Martin ratio Return relative to average drawdown	-0.93	3.59	-4.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DCTH vs. TOL - Sharpe Ratio Comparison

The current DCTH Sharpe Ratio is -0.73, which is lower than the TOL Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of DCTH and TOL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DCTH	TOL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.73	1.07	-1.80
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.01	0.53	-0.54
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.45	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.44	0.29	-0.73

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.

Drawdown Indicators

	DCTH	TOL	Difference
Max Drawdown Largest peak-to-trough decline	-99.96%	-76.39%	-23.57%
Max Drawdown (1Y) Largest decline over 1 year	-51.45%	-25.13%	-26.32%
Max Drawdown (3Y) Largest decline over 3 years	-69.14%	-45.97%	-23.17%
Max Drawdown (5Y) Largest decline over 5 years	-82.21%	-45.97%	-36.24%
Max Drawdown (10Y) Largest decline over 10 years	—	-73.11%	—
Current Drawdown Current decline from peak	-99.83%	-15.85%	-83.98%
Average Drawdown Average peak-to-trough decline	-96.45%	-32.28%	-64.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	37.54%	9.72%	+27.82%

Volatility

DCTH vs. TOL - Volatility Comparison

The current volatility for Delcath Systems, Inc. (DCTH) is 11.14%, while Toll Brothers, Inc. (TOL) has a volatility of 13.26%. This indicates that DCTH 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.

Volatility by Period

	DCTH	TOL	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.14%	13.26%	-2.12%
Volatility (6M) Calculated over the trailing 6-month period	31.68%	24.49%	+7.19%
Volatility (1Y) Calculated over the trailing 1-year period	48.88%	33.95%	+14.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	73.06%	35.96%	+37.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	110.16%	41.08%	+69.08%

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 0.72%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
DCTH Delcath Systems, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TOL Toll Brothers, Inc.	0.72%	0.72%	0.71%	0.81%	1.54%	0.86%	1.01%	1.11%	1.25%	0.50%

Financials

Frequently Asked Questions

Can I hold both DCTH and TOL in my portfolio?

DCTH and TOL have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DCTH or TOL?

TOL has higher volatility (13.26%) compared to DCTH (11.14%). In terms of maximum drawdown, DCTH dropped -99.96% vs TOL's -76.39%.

Which has better risk-adjusted returns?

TOL currently has the higher Sharpe Ratio (1.07 vs -0.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.