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DHI vs. KBH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DHI and KBH is 0.49, 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

DHI vs. KBH - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%NovemberDecember2025FebruaryMarchApril
11,298.08%
1,132.34%
DHI
KBH

Key characteristics

Sharpe Ratio

DHI:

-0.32

KBH:

-0.33

Sortino Ratio

DHI:

-0.25

KBH:

-0.25

Omega Ratio

DHI:

0.97

KBH:

0.97

Calmar Ratio

DHI:

-0.27

KBH:

-0.28

Martin Ratio

DHI:

-0.54

KBH:

-0.64

Ulcer Index

DHI:

20.70%

KBH:

19.26%

Daily Std Dev

DHI:

34.31%

KBH:

36.62%

Max Drawdown

DHI:

-88.85%

KBH:

-92.78%

Current Drawdown

DHI:

-35.70%

KBH:

-39.03%

Fundamentals

Market Cap

DHI:

$38.57B

KBH:

$3.89B

EPS

DHI:

$13.18

KBH:

$8.18

PE Ratio

DHI:

9.47

KBH:

6.63

PEG Ratio

DHI:

1.59

KBH:

0.63

PS Ratio

DHI:

1.09

KBH:

0.57

PB Ratio

DHI:

1.58

KBH:

0.94

Total Revenue (TTM)

DHI:

$35.32B

KBH:

$6.85B

Gross Profit (TTM)

DHI:

$14.84B

KBH:

$1.44B

EBITDA (TTM)

DHI:

$4.46B

KBH:

$786.35M

Returns By Period

In the year-to-date period, DHI achieves a -9.59% return, which is significantly higher than KBH's -17.11% return. Over the past 10 years, DHI has outperformed KBH with an annualized return of 18.32%, while KBH has yielded a comparatively lower 15.18% annualized return.


DHI

YTD

-9.59%

1M

-2.68%

6M

-30.64%

1Y

-12.95%

5Y*

26.57%

10Y*

18.32%

KBH

YTD

-17.11%

1M

-7.34%

6M

-30.53%

1Y

-15.08%

5Y*

21.50%

10Y*

15.18%

*Annualized

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Risk-Adjusted Performance

DHI vs. KBH — Risk-Adjusted Performance Rank

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

DHI
The Risk-Adjusted Performance Rank of DHI is 3535
Overall Rank
The Sharpe Ratio Rank of DHI is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of DHI is 3131
Sortino Ratio Rank
The Omega Ratio Rank of DHI is 3232
Omega Ratio Rank
The Calmar Ratio Rank of DHI is 3535
Calmar Ratio Rank
The Martin Ratio Rank of DHI is 4141
Martin Ratio Rank

KBH
The Risk-Adjusted Performance Rank of KBH is 3434
Overall Rank
The Sharpe Ratio Rank of KBH is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of KBH is 3131
Sortino Ratio Rank
The Omega Ratio Rank of KBH is 3232
Omega Ratio Rank
The Calmar Ratio Rank of KBH is 3535
Calmar Ratio Rank
The Martin Ratio Rank of KBH is 3939
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.

DHI vs. KBH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for D.R. Horton, Inc. (DHI) and KB Home (KBH). 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 DHI, currently valued at -0.32, compared to the broader market-2.00-1.000.001.002.003.00
DHI: -0.32
KBH: -0.33
The chart of Sortino ratio for DHI, currently valued at -0.25, compared to the broader market-6.00-4.00-2.000.002.004.00
DHI: -0.25
KBH: -0.25
The chart of Omega ratio for DHI, currently valued at 0.97, compared to the broader market0.501.001.502.00
DHI: 0.97
KBH: 0.97
The chart of Calmar ratio for DHI, currently valued at -0.27, compared to the broader market0.001.002.003.004.005.00
DHI: -0.27
KBH: -0.28
The chart of Martin ratio for DHI, currently valued at -0.54, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
DHI: -0.54
KBH: -0.64

The current DHI Sharpe Ratio is -0.32, which is comparable to the KBH Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of DHI and KBH, 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.32
-0.33
DHI
KBH

Dividends

DHI vs. KBH - Dividend Comparison

DHI's dividend yield for the trailing twelve months is around 1.11%, less than KBH's 1.84% yield.


TTM20242023202220212020201920182017201620152014
DHI
D.R. Horton, Inc.
1.11%0.93%0.69%1.04%0.76%1.05%1.18%1.51%0.83%1.24%0.84%0.79%
KBH
KB Home
1.84%1.45%1.12%1.88%1.34%1.25%0.67%0.52%0.31%0.63%0.81%0.60%

Drawdowns

DHI vs. KBH - Drawdown Comparison

The maximum DHI drawdown since its inception was -88.85%, roughly equal to the maximum KBH drawdown of -92.78%. Use the drawdown chart below to compare losses from any high point for DHI and KBH. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-35.70%
-39.03%
DHI
KBH

Volatility

DHI vs. KBH - Volatility Comparison

D.R. Horton, Inc. (DHI) and KB Home (KBH) have volatilities of 13.43% and 13.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
13.43%
13.91%
DHI
KBH

Financials

DHI vs. KBH - Financials Comparison

This section allows you to compare key financial metrics between D.R. Horton, Inc. and KB Home. 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