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DHI vs. BBWI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DHI vs. BBWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in D.R. Horton, Inc. (DHI) and Bath & Body Works, Inc. (BBWI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DHI achieves a 7.61% return, which is significantly higher than BBWI's -1.48% return. Over the past 10 years, DHI has outperformed BBWI with an annualized return of 18.95%, while BBWI has yielded a comparatively lower -6.65% annualized return.


DHI

1D
-0.22%
1M
9.49%
YTD
7.61%
6M
-0.93%
1Y
23.48%
3Y*
11.11%
5Y*
12.82%
10Y*
18.95%

BBWI

1D
3.08%
1M
4.69%
YTD
-1.48%
6M
-1.33%
1Y
-22.74%
3Y*
-19.94%
5Y*
-16.60%
10Y*
-6.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DHI vs. BBWI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DHI
D.R. Horton, Inc.
7.61%4.24%-7.24%72.07%-16.83%58.73%32.23%54.29%-31.26%89.06%
BBWI
Bath & Body Works, Inc.
-1.48%-46.52%-8.26%4.68%-38.40%133.77%107.78%-25.18%-54.31%-3.87%

Correlation

The correlation between DHI and BBWI is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Jun 5, 1992

0.31

Fundamentals

EPS

DHI:

$10.76

BBWI:

$4.58

PE Ratio

DHI:

14.32

BBWI:

4.24

PS Ratio

DHI:

1.36

BBWI:

0.42

Total Revenue (TTM)

DHI:

$33.35B

BBWI:

$7.25B

Gross Profit (TTM)

DHI:

$4.31B

BBWI:

$3.13B

EBITDA (TTM)

DHI:

$4.29B

BBWI:

$1.36B

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Return for Risk

DHI vs. BBWI — Risk / Return Rank

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

DHI
DHI Risk / Return Rank: 6161
Overall Rank
DHI Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DHI Sortino Ratio Rank: 6262
Sortino Ratio Rank
DHI Omega Ratio Rank: 5858
Omega Ratio Rank
DHI Calmar Ratio Rank: 6161
Calmar Ratio Rank
DHI Martin Ratio Rank: 5858
Martin Ratio Rank

BBWI
BBWI Risk / Return Rank: 2727
Overall Rank
BBWI Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
BBWI Sortino Ratio Rank: 2727
Sortino Ratio Rank
BBWI Omega Ratio Rank: 2727
Omega Ratio Rank
BBWI Calmar Ratio Rank: 2929
Calmar Ratio Rank
BBWI Martin Ratio Rank: 3030
Martin Ratio Rank
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.

DHI vs. BBWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for D.R. Horton, Inc. (DHI) and Bath & Body Works, Inc. (BBWI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DHIBBWIDifference
Sharpe ratioReturn per unit of total volatility

+1.01

Sortino ratioReturn per unit of downside risk

+1.49

Omega ratioGain probability vs. loss probability

1.14

0.97

+0.17

Calmar ratioReturn relative to maximum drawdown

0.86

-0.41

+1.27

Martin ratioReturn relative to average drawdown

1.50

-0.71

+2.21

DHI vs. BBWI - Sharpe Ratio Comparison

The current DHI Sharpe Ratio is 0.60, which is higher than the BBWI Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of DHI and BBWI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DHI vs. BBWI - Drawdown Comparison

The maximum DHI drawdown since its inception was -88.84%, roughly equal to the maximum BBWI drawdown of -88.22%. Use the drawdown chart below to compare losses from any high point for DHI and BBWI.


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Drawdown Indicators


DHIBBWIDifference

Max Drawdown

Largest peak-to-trough decline

-88.84%

-88.22%

-0.62%

Max Drawdown (1Y)

Largest decline over 1 year

-27.56%

-55.00%

+27.44%

Max Drawdown (3Y)

Largest decline over 3 years

-41.28%

-69.98%

+28.70%

Max Drawdown (5Y)

Largest decline over 5 years

-44.45%

-79.16%

+34.71%

Max Drawdown (10Y)

Largest decline over 10 years

-53.62%

-85.67%

+32.05%

Current Drawdown

Current decline from peak

-20.22%

-72.24%

+52.02%

Average Drawdown

Average peak-to-trough decline

-27.91%

-30.35%

+2.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.71%

31.98%

-16.27%

Volatility

DHI vs. BBWI - Volatility Comparison

The current volatility for D.R. Horton, Inc. (DHI) is 10.74%, while Bath & Body Works, Inc. (BBWI) has a volatility of 18.68%. This indicates that DHI experiences smaller price fluctuations and is considered to be less risky than BBWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DHIBBWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.74%

18.68%

-7.94%

Volatility (6M)

Calculated over the trailing 6-month period

24.87%

39.03%

-14.16%

Volatility (1Y)

Calculated over the trailing 1-year period

39.09%

56.34%

-17.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.43%

50.65%

-15.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.79%

54.62%

-18.83%

Dividends

DHI vs. BBWI - Dividend Comparison

DHI's dividend yield for the trailing twelve months is around 1.14%, less than BBWI's 4.12% yield.


PositionTTM20252024202320222021202020192018201720162015
BBWI
Bath & Body Works, Inc.
4.12%3.98%2.06%1.85%1.90%22.61%0.81%6.62%9.35%3.99%6.68%4.17%
DHI
D.R. Horton, Inc.
1.14%1.15%0.93%0.69%1.04%0.76%1.05%1.18%1.51%0.83%1.24%0.84%

Financials

DHI vs. BBWI - Financials Comparison

This section allows you to compare key financial metrics between D.R. Horton, Inc. and Bath & Body Works, 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


2.00B4.00B6.00B8.00B10.00B20222023202420252026
7.56B
1.38B
(DHI) Total Revenue
(BBWI) Total Revenue
Values in USD except per share items

DHI vs. BBWI - Profitability Comparison

The chart below illustrates the profitability comparison between D.R. Horton, Inc. and Bath & Body Works, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%20222023202420252026
-21.1%
42.6%
Portfolio components
DHI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, D.R. Horton, Inc. reported a gross profit of -1.59B and revenue of 7.56B. Therefore, the gross margin over that period was -21.1%.

BBWI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Bath & Body Works, Inc. reported a gross profit of 587.00M and revenue of 1.38B. Therefore, the gross margin over that period was 42.6%.

DHI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, D.R. Horton, Inc. reported an operating income of -729.60M and revenue of 7.56B, resulting in an operating margin of -9.7%.

BBWI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Bath & Body Works, Inc. reported an operating income of 231.00M and revenue of 1.38B, resulting in an operating margin of 16.8%.

DHI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, D.R. Horton, Inc. reported a net income of 647.90M and revenue of 7.56B, resulting in a net margin of 8.6%.

BBWI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Bath & Body Works, Inc. reported a net income of 183.00M and revenue of 1.38B, resulting in a net margin of 13.3%.


Frequently Asked Questions


DHI and BBWI have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBWI has higher volatility (18.68%) compared to DHI (10.74%). In terms of maximum drawdown, DHI dropped -88.84% vs BBWI's -88.22%.

DHI currently has the higher Sharpe Ratio (0.60 vs -0.41), 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.

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