PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DHI vs. TROW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DHI and TROW is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

DHI vs. TROW - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
0.93%
2.74%
DHI
TROW

Key characteristics

Sharpe Ratio

DHI:

-0.16

TROW:

0.58

Sortino Ratio

DHI:

0.01

TROW:

0.95

Omega Ratio

DHI:

1.00

TROW:

1.12

Calmar Ratio

DHI:

-0.17

TROW:

0.27

Martin Ratio

DHI:

-0.49

TROW:

2.06

Ulcer Index

DHI:

10.51%

TROW:

6.47%

Daily Std Dev

DHI:

33.21%

TROW:

22.94%

Max Drawdown

DHI:

-88.85%

TROW:

-67.43%

Current Drawdown

DHI:

-28.25%

TROW:

-39.82%

Fundamentals

Market Cap

DHI:

$47.07B

TROW:

$26.19B

EPS

DHI:

$14.33

TROW:

$9.12

PE Ratio

DHI:

10.24

TROW:

12.93

PEG Ratio

DHI:

0.54

TROW:

2.54

Total Revenue (TTM)

DHI:

$36.80B

TROW:

$6.91B

Gross Profit (TTM)

DHI:

$9.54B

TROW:

$5.83B

EBITDA (TTM)

DHI:

$6.10B

TROW:

$2.89B

Returns By Period

In the year-to-date period, DHI achieves a -6.43% return, which is significantly lower than TROW's 13.54% return. Over the past 10 years, DHI has outperformed TROW with an annualized return of 20.28%, while TROW has yielded a comparatively lower 6.79% annualized return.


DHI

YTD

-6.43%

1M

-13.75%

6M

0.84%

1Y

-5.16%

5Y*

22.90%

10Y*

20.28%

TROW

YTD

13.54%

1M

-1.30%

6M

1.95%

1Y

13.33%

5Y*

3.05%

10Y*

6.79%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DHI vs. TROW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for D.R. Horton, Inc. (DHI) and T. Rowe Price Group, Inc. (TROW). 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-4.00-2.000.002.00-0.160.58
The chart of Sortino ratio for DHI, currently valued at 0.01, compared to the broader market-4.00-2.000.002.004.000.010.95
The chart of Omega ratio for DHI, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.12
The chart of Calmar ratio for DHI, currently valued at -0.17, compared to the broader market0.002.004.006.00-0.170.27
The chart of Martin ratio for DHI, currently valued at -0.49, compared to the broader market0.0010.0020.00-0.492.06
DHI
TROW

The current DHI Sharpe Ratio is -0.16, which is lower than the TROW Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of DHI and TROW, 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
-0.16
0.58
DHI
TROW

Dividends

DHI vs. TROW - Dividend Comparison

DHI's dividend yield for the trailing twelve months is around 0.92%, less than TROW's 4.24% 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%
TROW
T. Rowe Price Group, Inc.
4.24%4.53%4.40%3.72%2.38%2.50%3.03%2.17%2.87%5.71%2.05%1.81%

Drawdowns

DHI vs. TROW - Drawdown Comparison

The maximum DHI drawdown since its inception was -88.85%, which is greater than TROW's maximum drawdown of -67.43%. Use the drawdown chart below to compare losses from any high point for DHI and TROW. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-28.25%
-39.82%
DHI
TROW

Volatility

DHI vs. TROW - Volatility Comparison

D.R. Horton, Inc. (DHI) has a higher volatility of 9.52% compared to T. Rowe Price Group, Inc. (TROW) at 6.53%. This indicates that DHI's price experiences larger fluctuations and is considered to be riskier than TROW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
9.52%
6.53%
DHI
TROW

Financials

DHI vs. TROW - Financials Comparison

This section allows you to compare key financial metrics between D.R. Horton, Inc. and T. Rowe Price Group, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab