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

Correlation

The correlation between DHI and TXN is 0.28, 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.


-0.50.00.51.00.3

Performance

DHI vs. TXN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in D.R. Horton, Inc. (DHI) and Texas Instruments Incorporated (TXN). 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%
0.97%
DHI
TXN

Key characteristics

Sharpe Ratio

DHI:

-0.16

TXN:

0.65

Sortino Ratio

DHI:

0.01

TXN:

1.09

Omega Ratio

DHI:

1.00

TXN:

1.13

Calmar Ratio

DHI:

-0.17

TXN:

1.09

Martin Ratio

DHI:

-0.49

TXN:

3.10

Ulcer Index

DHI:

10.51%

TXN:

5.69%

Daily Std Dev

DHI:

33.21%

TXN:

27.30%

Max Drawdown

DHI:

-88.85%

TXN:

-85.81%

Current Drawdown

DHI:

-28.25%

TXN:

-12.64%

Fundamentals

Market Cap

DHI:

$47.07B

TXN:

$171.61B

EPS

DHI:

$14.33

TXN:

$5.38

PE Ratio

DHI:

10.24

TXN:

34.97

PEG Ratio

DHI:

0.54

TXN:

3.02

Total Revenue (TTM)

DHI:

$36.80B

TXN:

$15.71B

Gross Profit (TTM)

DHI:

$9.54B

TXN:

$9.21B

EBITDA (TTM)

DHI:

$6.10B

TXN:

$7.60B

Returns By Period

In the year-to-date period, DHI achieves a -6.43% return, which is significantly lower than TXN's 16.11% return. Over the past 10 years, DHI has outperformed TXN with an annualized return of 20.28%, while TXN has yielded a comparatively lower 16.53% annualized return.


DHI

YTD

-6.43%

1M

-13.75%

6M

0.84%

1Y

-5.16%

5Y*

22.90%

10Y*

20.28%

TXN

YTD

16.11%

1M

-2.81%

6M

0.26%

1Y

17.64%

5Y*

11.50%

10Y*

16.53%

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. TXN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for D.R. Horton, Inc. (DHI) and Texas Instruments Incorporated (TXN). 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-4.00-2.000.002.00-0.160.65
The chart of Sortino ratio for DHI, currently valued at 0.01, compared to the broader market-4.00-2.000.002.004.000.011.09
The chart of Omega ratio for DHI, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.13
The chart of Calmar ratio for DHI, currently valued at -0.17, compared to the broader market0.002.004.006.00-0.171.09
The chart of Martin ratio for DHI, currently valued at -0.49, compared to the broader market0.0010.0020.00-0.493.10
DHI
TXN

The current DHI Sharpe Ratio is -0.16, which is lower than the TXN Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of DHI and TXN, 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
0.65
DHI
TXN

Dividends

DHI vs. TXN - Dividend Comparison

DHI's dividend yield for the trailing twelve months is around 0.92%, less than TXN's 2.73% 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%
TXN
Texas Instruments Incorporated
2.73%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%

Drawdowns

DHI vs. TXN - Drawdown Comparison

The maximum DHI drawdown since its inception was -88.85%, roughly equal to the maximum TXN drawdown of -85.81%. Use the drawdown chart below to compare losses from any high point for DHI and TXN. 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%
-12.64%
DHI
TXN

Volatility

DHI vs. TXN - Volatility Comparison

D.R. Horton, Inc. (DHI) has a higher volatility of 9.52% compared to Texas Instruments Incorporated (TXN) at 5.75%. This indicates that DHI's price experiences larger fluctuations and is considered to be riskier than TXN 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%
5.75%
DHI
TXN

Financials

DHI vs. TXN - Financials Comparison

This section allows you to compare key financial metrics between D.R. Horton, Inc. and Texas Instruments Incorporated. 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