DHI vs. PH
DHI (D.R. Horton, Inc.) and PH (Parker-Hannifin Corporation) are both stocks. DHI operates in Residential Construction (Consumer Cyclical), while PH operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, DHI returned 18.95%/yr vs 25.12%/yr for PH. At a 0.35 correlation, their price movements are largely independent.
Performance
DHI vs. PH - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DHI achieves a 7.61% return, which is significantly higher than PH's 3.21% return. Over the past 10 years, DHI has underperformed PH with an annualized return of 18.95%, while PH has yielded a comparatively higher 25.12% 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%
PH
- 1D
- 0.12%
- 1M
- 2.39%
- YTD
- 3.21%
- 6M
- 2.52%
- 1Y
- 36.66%
- 3Y*
- 36.33%
- 5Y*
- 26.12%
- 10Y*
- 25.12%
DHI vs. PH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
PH Parker-Hannifin Corporation | 3.21% | 39.54% | 39.58% | 60.81% | -6.91% | 18.30% | 34.78% | 40.75% | -24.00% | 44.91% |
Correlation
The correlation between DHI and PH is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 1992 | 0.35 |
The correlation between DHI and PH shifts across timeframes, from 0.35 (all time) to 0.46 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
DHI:
$44.87B
PH:
$115.65B
DHI:
$10.76
PH:
$27.11
DHI:
14.32
PH:
33.33
DHI:
4.84
PH:
1.41
DHI:
1.36
PH:
5.53
DHI:
1.85
PH:
7.43
DHI:
$33.35B
PH:
$20.99B
DHI:
$4.31B
PH:
$7.81B
DHI:
$4.29B
PH:
$5.31B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DHI vs. PH — Risk / Return Rank
DHI
PH
DHI vs. PH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for D.R. Horton, Inc. (DHI) and Parker-Hannifin Corporation (PH). 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.
| DHI | PH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.26 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | 1.90 | -1.05 |
| Martin ratioReturn relative to average drawdown | 1.50 | 5.64 | -4.14 |
Loading charts...
Drawdowns
DHI vs. PH - Drawdown Comparison
The maximum DHI drawdown since its inception was -88.84%, which is greater than PH's maximum drawdown of -66.92%. Use the drawdown chart below to compare losses from any high point for DHI and PH.
Loading charts...
Drawdown Indicators
| DHI | PH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.84% | -66.92% | -21.92% |
Max Drawdown (1Y)Largest decline over 1 year | -27.56% | -19.34% | -8.22% |
Max Drawdown (3Y)Largest decline over 3 years | -41.28% | -26.79% | -14.49% |
Max Drawdown (5Y)Largest decline over 5 years | -44.45% | -28.64% | -15.81% |
Max Drawdown (10Y)Largest decline over 10 years | -53.62% | -54.68% | +1.06% |
Current DrawdownCurrent decline from peak | -20.22% | -11.49% | -8.73% |
Average DrawdownAverage peak-to-trough decline | -27.91% | -15.33% | -12.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.71% | 6.52% | +9.19% |
Volatility
DHI vs. PH - Volatility Comparison
D.R. Horton, Inc. (DHI) has a higher volatility of 10.74% compared to Parker-Hannifin Corporation (PH) at 7.58%. This indicates that DHI's price experiences larger fluctuations and is considered to be riskier than PH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DHI | PH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.74% | 7.58% | +3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 24.87% | 18.96% | +5.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.09% | 25.10% | +13.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.43% | 28.68% | +6.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.79% | 31.70% | +4.09% |
Dividends
DHI vs. PH - Dividend Comparison
DHI's dividend yield for the trailing twelve months is around 1.14%, more than PH's 0.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PH Parker-Hannifin Corporation | 0.82% | 0.80% | 1.00% | 1.25% | 1.73% | 1.25% | 1.29% | 1.65% | 1.97% | 1.32% | 1.80% | 2.60% |
Financials
DHI vs. PH - Financials Comparison
This section allows you to compare key financial metrics between D.R. Horton, Inc. and Parker-Hannifin Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
DHI vs. PH - Profitability Comparison
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%.
PH - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Parker-Hannifin Corporation reported a gross profit of 2.02B and revenue of 5.49B. Therefore, the gross margin over that period was 36.8%.
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%.
PH - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Parker-Hannifin Corporation reported an operating income of 1.13B and revenue of 5.49B, resulting in an operating margin of 20.7%.
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%.
PH - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Parker-Hannifin Corporation reported a net income of 904.00M and revenue of 5.49B, resulting in a net margin of 16.5%.
Frequently Asked Questions
DHI and PH have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DHI has higher volatility (10.74%) compared to PH (7.58%). In terms of maximum drawdown, DHI dropped -88.84% vs PH's -66.92%.
PH currently has the higher Sharpe Ratio (1.47 vs 0.60), 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.
Find the right allocation for DHI and PH
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer