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EXP vs. IBP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

EXP vs. IBP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eagle Materials Inc. (EXP) and Installed Building Products, Inc. (IBP). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%JuneJulyAugustSeptemberOctoberNovember
283.77%
1,563.13%
EXP
IBP

Returns By Period

In the year-to-date period, EXP achieves a 48.98% return, which is significantly higher than IBP's 10.65% return. Over the past 10 years, EXP has underperformed IBP with an annualized return of 13.20%, while IBP has yielded a comparatively higher 29.09% annualized return.


EXP

YTD

48.98%

1M

-0.53%

6M

17.79%

1Y

72.03%

5Y (annualized)

27.29%

10Y (annualized)

13.20%

IBP

YTD

10.65%

1M

-21.34%

6M

-5.27%

1Y

46.23%

5Y (annualized)

25.04%

10Y (annualized)

29.09%

Fundamentals


EXPIBP
Market Cap$10.41B$5.93B
EPS$14.15$8.87
PE Ratio21.9323.41
PEG Ratio2.511.20
Total Revenue (TTM)$2.27B$2.91B
Gross Profit (TTM)$691.02M$956.40M
EBITDA (TTM)$789.89M$485.33M

Key characteristics


EXPIBP
Sharpe Ratio2.411.07
Sortino Ratio3.001.65
Omega Ratio1.391.21
Calmar Ratio3.351.83
Martin Ratio8.743.73
Ulcer Index8.57%12.74%
Daily Std Dev31.07%44.52%
Max Drawdown-79.52%-61.75%
Current Drawdown-3.93%-25.89%

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Correlation

-0.50.00.51.00.5

The correlation between EXP and IBP 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.

Risk-Adjusted Performance

EXP vs. IBP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Materials Inc. (EXP) and Installed Building Products, Inc. (IBP). 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 EXP, currently valued at 2.41, compared to the broader market-4.00-2.000.002.002.411.07
The chart of Sortino ratio for EXP, currently valued at 3.00, compared to the broader market-4.00-2.000.002.004.003.001.65
The chart of Omega ratio for EXP, currently valued at 1.39, compared to the broader market0.501.001.502.001.391.21
The chart of Calmar ratio for EXP, currently valued at 3.35, compared to the broader market0.002.004.006.003.351.83
The chart of Martin ratio for EXP, currently valued at 8.74, compared to the broader market0.0010.0020.0030.008.743.73
EXP
IBP

The current EXP Sharpe Ratio is 2.41, which is higher than the IBP Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of EXP and IBP, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.41
1.07
EXP
IBP

Dividends

EXP vs. IBP - Dividend Comparison

EXP's dividend yield for the trailing twelve months is around 0.33%, less than IBP's 1.49% yield.


TTM20232022202120202019201820172016201520142013
EXP
Eagle Materials Inc.
0.33%0.49%0.75%0.45%0.10%0.44%0.66%0.35%0.41%0.66%0.53%0.52%
IBP
Installed Building Products, Inc.
1.49%1.21%2.52%0.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EXP vs. IBP - Drawdown Comparison

The maximum EXP drawdown since its inception was -79.52%, which is greater than IBP's maximum drawdown of -61.75%. Use the drawdown chart below to compare losses from any high point for EXP and IBP. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.93%
-25.89%
EXP
IBP

Volatility

EXP vs. IBP - Volatility Comparison

The current volatility for Eagle Materials Inc. (EXP) is 8.33%, while Installed Building Products, Inc. (IBP) has a volatility of 13.78%. This indicates that EXP experiences smaller price fluctuations and is considered to be less risky than IBP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
8.33%
13.78%
EXP
IBP

Financials

EXP vs. IBP - Financials Comparison

This section allows you to compare key financial metrics between Eagle Materials Inc. and Installed Building Products, 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