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EXP vs. STLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EXP vs. STLD - Performance Comparison

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

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Returns By Period

In the year-to-date period, EXP achieves a 8.41% return, which is significantly lower than STLD's 48.57% return. Over the past 10 years, EXP has underperformed STLD with an annualized return of 11.82%, while STLD has yielded a comparatively higher 28.98% annualized return.


EXP

1D
-0.48%
1M
12.20%
YTD
8.41%
6M
4.52%
1Y
14.13%
3Y*
9.13%
5Y*
10.21%
10Y*
11.82%

STLD

1D
0.43%
1M
4.56%
YTD
48.57%
6M
43.66%
1Y
102.05%
3Y*
36.68%
5Y*
35.36%
10Y*
28.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXP vs. STLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXP
Eagle Materials Inc.
8.41%-15.85%22.13%53.62%-19.55%65.07%11.98%49.23%-45.88%15.45%
STLD
Steel Dynamics, Inc.
48.57%50.70%-1.99%22.75%60.14%71.42%12.46%16.78%-29.02%23.34%

Correlation

The correlation between EXP and STLD is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Nov 22, 1996

0.38

The correlation between EXP and STLD shifts across timeframes, from 0.38 (all time) to 0.49 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

EXP:

$7.04B

STLD:

$36.34B

EPS

EXP:

$13.11

STLD:

$9.33

PE Ratio

EXP:

17.05

STLD:

26.89

PS Ratio

EXP:

3.13

STLD:

1.94

PB Ratio

EXP:

4.77

STLD:

3.97

Total Revenue (TTM)

EXP:

$2.31B

STLD:

$19.01B

Gross Profit (TTM)

EXP:

$652.54M

STLD:

$2.66B

EBITDA (TTM)

EXP:

$178.51M

STLD:

$2.23B

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Return for Risk

EXP vs. STLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXP
EXP Risk / Return Rank: 5353
Overall Rank
EXP Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
EXP Sortino Ratio Rank: 5252
Sortino Ratio Rank
EXP Omega Ratio Rank: 4949
Omega Ratio Rank
EXP Calmar Ratio Rank: 5454
Calmar Ratio Rank
EXP Martin Ratio Rank: 5555
Martin Ratio Rank

STLD
STLD Risk / Return Rank: 9393
Overall Rank
STLD Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
STLD Sortino Ratio Rank: 9393
Sortino Ratio Rank
STLD Omega Ratio Rank: 9191
Omega Ratio Rank
STLD Calmar Ratio Rank: 9292
Calmar Ratio Rank
STLD Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EXP vs. STLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Materials Inc. (EXP) and Steel Dynamics, Inc. (STLD). 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.


EXPSTLDDifference
Sharpe ratioReturn per unit of total volatility

-2.58

Sortino ratioReturn per unit of downside risk

-2.71

Omega ratioGain probability vs. loss probability

1.09

1.44

-0.34

Calmar ratioReturn relative to maximum drawdown

0.50

5.05

-4.55

Martin ratioReturn relative to average drawdown

1.25

16.77

-15.51

EXP vs. STLD - Sharpe Ratio Comparison

The current EXP Sharpe Ratio is 0.41, which is lower than the STLD Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of EXP and STLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EXP vs. STLD - Drawdown Comparison

The maximum EXP drawdown since its inception was -79.52%, smaller than the maximum STLD drawdown of -87.05%. Use the drawdown chart below to compare losses from any high point for EXP and STLD.


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Drawdown Indicators


EXPSTLDDifference

Max Drawdown

Largest peak-to-trough decline

-79.52%

-87.05%

+7.53%

Max Drawdown (1Y)

Largest decline over 1 year

-28.31%

-20.33%

-7.98%

Max Drawdown (3Y)

Largest decline over 3 years

-44.73%

-28.66%

-16.07%

Max Drawdown (5Y)

Largest decline over 5 years

-44.73%

-32.20%

-12.53%

Max Drawdown (10Y)

Largest decline over 10 years

-63.78%

-68.46%

+4.68%

Current Drawdown

Current decline from peak

-28.54%

-11.24%

-17.30%

Average Drawdown

Average peak-to-trough decline

-24.01%

-33.25%

+9.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.30%

6.11%

+5.19%

Volatility

EXP vs. STLD - Volatility Comparison

The current volatility for Eagle Materials Inc. (EXP) is 10.91%, while Steel Dynamics, Inc. (STLD) has a volatility of 13.03%. This indicates that EXP experiences smaller price fluctuations and is considered to be less risky than STLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXPSTLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.91%

13.03%

-2.12%

Volatility (6M)

Calculated over the trailing 6-month period

25.83%

26.49%

-0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

34.41%

34.30%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.72%

38.12%

-5.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.05%

39.39%

-3.34%

Dividends

EXP vs. STLD - Dividend Comparison

EXP's dividend yield for the trailing twelve months is around 0.45%, less than STLD's 0.81% yield.


PositionTTM20252024202320222021202020192018201720162015
EXP
Eagle Materials Inc.
0.45%0.48%0.41%0.49%0.75%0.45%0.10%0.44%0.66%0.35%0.41%0.66%
STLD
Steel Dynamics, Inc.
0.81%1.18%1.61%1.44%1.39%1.68%2.71%2.82%2.50%1.44%1.57%3.08%

Financials

EXP vs. STLD - Financials Comparison

This section allows you to compare key financial metrics between Eagle Materials Inc. and Steel Dynamics, 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


0.001.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
479.11M
5.20B
(EXP) Total Revenue
(STLD) Total Revenue
Values in USD except per share items

EXP vs. STLD - Profitability Comparison

The chart below illustrates the profitability comparison between Eagle Materials Inc. and Steel Dynamics, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%30.0%20222023202420252026
22.2%
14.7%
Portfolio components
EXP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Eagle Materials Inc. reported a gross profit of 106.33M and revenue of 479.11M. Therefore, the gross margin over that period was 22.2%.

STLD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Steel Dynamics, Inc. reported a gross profit of 763.22M and revenue of 5.20B. Therefore, the gross margin over that period was 14.7%.

EXP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Eagle Materials Inc. reported an operating income of 1.38M and revenue of 479.11M, resulting in an operating margin of 0.3%.

STLD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Steel Dynamics, Inc. reported an operating income of 538.00M and revenue of 5.20B, resulting in an operating margin of 10.3%.

EXP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Eagle Materials Inc. reported a net income of 60.16M and revenue of 479.11M, resulting in a net margin of 12.6%.

STLD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Steel Dynamics, Inc. reported a net income of 403.44M and revenue of 5.20B, resulting in a net margin of 7.8%.


Frequently Asked Questions


EXP and STLD have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STLD has higher volatility (13.03%) compared to EXP (10.91%). In terms of maximum drawdown, EXP dropped -79.52% vs STLD's -87.05%.

STLD currently has the higher Sharpe Ratio (3.00 vs 0.41), 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.

Portfolio Optimizer

Find the right allocation for EXP and STLD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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