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

Correlation

The correlation between DHI and TOL is 0.65, 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.


-0.50.00.51.00.6

Performance

DHI vs. TOL - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
0.93%
10.62%
DHI
TOL

Key characteristics

Sharpe Ratio

DHI:

-0.16

TOL:

0.69

Sortino Ratio

DHI:

0.01

TOL:

1.15

Omega Ratio

DHI:

1.00

TOL:

1.14

Calmar Ratio

DHI:

-0.17

TOL:

0.93

Martin Ratio

DHI:

-0.49

TOL:

3.04

Ulcer Index

DHI:

10.51%

TOL:

8.03%

Daily Std Dev

DHI:

33.21%

TOL:

35.41%

Max Drawdown

DHI:

-88.85%

TOL:

-76.39%

Current Drawdown

DHI:

-28.25%

TOL:

-23.80%

Fundamentals

Market Cap

DHI:

$47.07B

TOL:

$13.24B

EPS

DHI:

$14.33

TOL:

$15.01

PE Ratio

DHI:

10.24

TOL:

8.84

PEG Ratio

DHI:

0.54

TOL:

1.08

Total Revenue (TTM)

DHI:

$36.80B

TOL:

$10.85B

Gross Profit (TTM)

DHI:

$9.54B

TOL:

$2.99B

EBITDA (TTM)

DHI:

$6.10B

TOL:

$2.10B

Returns By Period

In the year-to-date period, DHI achieves a -6.43% return, which is significantly lower than TOL's 25.33% return. Over the past 10 years, DHI has outperformed TOL with an annualized return of 20.28%, while TOL has yielded a comparatively lower 15.67% annualized return.


DHI

YTD

-6.43%

1M

-13.75%

6M

0.84%

1Y

-5.16%

5Y*

22.90%

10Y*

20.28%

TOL

YTD

25.33%

1M

-18.86%

6M

10.94%

1Y

24.39%

5Y*

27.92%

10Y*

15.67%

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Risk-Adjusted Performance

DHI vs. TOL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for D.R. Horton, Inc. (DHI) 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 DHI, currently valued at -0.16, compared to the broader market-4.00-2.000.002.00-0.160.69
The chart of Sortino ratio for DHI, currently valued at 0.01, compared to the broader market-4.00-2.000.002.004.000.011.15
The chart of Omega ratio for DHI, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.14
The chart of Calmar ratio for DHI, currently valued at -0.17, compared to the broader market0.002.004.006.00-0.170.93
The chart of Martin ratio for DHI, currently valued at -0.49, compared to the broader market0.0010.0020.00-0.493.04
DHI
TOL

The current DHI Sharpe Ratio is -0.16, which is lower than the TOL Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of DHI 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.16
0.69
DHI
TOL

Dividends

DHI vs. TOL - Dividend Comparison

DHI's dividend yield for the trailing twelve months is around 0.92%, more than TOL's 0.70% yield.


TTM20232022202120202019201820172016201520142013
DHI
D.R. Horton, Inc.
0.92%0.69%1.04%0.76%1.05%1.18%1.51%0.83%1.24%0.84%0.80%0.67%
TOL
Toll Brothers, Inc.
0.70%0.81%1.54%0.86%1.01%1.11%1.25%0.50%0.00%0.00%0.00%0.00%

Drawdowns

DHI vs. TOL - Drawdown Comparison

The maximum DHI drawdown since its inception was -88.85%, which is greater than TOL's maximum drawdown of -76.39%. Use the drawdown chart below to compare losses from any high point for DHI and TOL. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-28.25%
-23.80%
DHI
TOL

Volatility

DHI vs. TOL - Volatility Comparison

The current volatility for D.R. Horton, Inc. (DHI) is 9.52%, while Toll Brothers, Inc. (TOL) has a volatility of 12.92%. This indicates that DHI 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.


6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
9.52%
12.92%
DHI
TOL

Financials

DHI vs. TOL - Financials Comparison

This section allows you to compare key financial metrics between D.R. Horton, 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
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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.

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