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

Correlation

The correlation between EXP and STLD 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.


-0.50.00.51.0
Correlation: 0.5

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.

4,000.00%5,000.00%6,000.00%7,000.00%8,000.00%9,000.00%NovemberDecember2025FebruaryMarchApril
6,287.49%
4,174.45%
EXP
STLD

Key characteristics

Sharpe Ratio

EXP:

-0.38

STLD:

-0.10

Sortino Ratio

EXP:

-0.34

STLD:

0.14

Omega Ratio

EXP:

0.96

STLD:

1.02

Calmar Ratio

EXP:

-0.38

STLD:

-0.13

Martin Ratio

EXP:

-0.76

STLD:

-0.26

Ulcer Index

EXP:

17.51%

STLD:

13.89%

Daily Std Dev

EXP:

34.67%

STLD:

37.74%

Max Drawdown

EXP:

-79.52%

STLD:

-87.05%

Current Drawdown

EXP:

-30.43%

STLD:

-16.81%

Fundamentals

Market Cap

EXP:

$7.37B

STLD:

$19.09B

EPS

EXP:

$13.97

STLD:

$7.61

PE Ratio

EXP:

15.84

STLD:

16.74

PEG Ratio

EXP:

2.51

STLD:

10.91

PS Ratio

EXP:

3.25

STLD:

1.11

PB Ratio

EXP:

4.81

STLD:

2.08

Total Revenue (TTM)

EXP:

$1.79B

STLD:

$17.22B

Gross Profit (TTM)

EXP:

$568.53M

STLD:

$2.30B

EBITDA (TTM)

EXP:

$647.99M

STLD:

$1.88B

Returns By Period

In the year-to-date period, EXP achieves a -11.19% return, which is significantly lower than STLD's 12.09% return. Over the past 10 years, EXP has underperformed STLD with an annualized return of 10.72%, while STLD has yielded a comparatively higher 21.74% annualized return.


EXP

YTD

-11.19%

1M

-4.36%

6M

-23.88%

1Y

-13.45%

5Y*

33.73%

10Y*

10.72%

STLD

YTD

12.09%

1M

-0.38%

6M

-0.93%

1Y

-2.79%

5Y*

42.96%

10Y*

21.74%

*Annualized

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Risk-Adjusted Performance

EXP vs. STLD — Risk-Adjusted Performance Rank

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

EXP
The Risk-Adjusted Performance Rank of EXP is 3030
Overall Rank
The Sharpe Ratio Rank of EXP is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of EXP is 2727
Sortino Ratio Rank
The Omega Ratio Rank of EXP is 2929
Omega Ratio Rank
The Calmar Ratio Rank of EXP is 2727
Calmar Ratio Rank
The Martin Ratio Rank of EXP is 3535
Martin Ratio Rank

STLD
The Risk-Adjusted Performance Rank of STLD is 4444
Overall Rank
The Sharpe Ratio Rank of STLD is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of STLD is 4141
Sortino Ratio Rank
The Omega Ratio Rank of STLD is 4040
Omega Ratio Rank
The Calmar Ratio Rank of STLD is 4444
Calmar Ratio Rank
The Martin Ratio Rank of STLD is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EXP vs. STLD - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for EXP, currently valued at -0.38, compared to the broader market-2.00-1.000.001.002.003.00
EXP: -0.38
STLD: -0.10
The chart of Sortino ratio for EXP, currently valued at -0.34, compared to the broader market-6.00-4.00-2.000.002.004.00
EXP: -0.34
STLD: 0.14
The chart of Omega ratio for EXP, currently valued at 0.96, compared to the broader market0.501.001.502.00
EXP: 0.96
STLD: 1.02
The chart of Calmar ratio for EXP, currently valued at -0.38, compared to the broader market0.001.002.003.004.005.00
EXP: -0.38
STLD: -0.13
The chart of Martin ratio for EXP, currently valued at -0.76, compared to the broader market-5.000.005.0010.0015.0020.00
EXP: -0.76
STLD: -0.26

The current EXP Sharpe Ratio is -0.38, which is lower than the STLD Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of EXP and STLD, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.38
-0.10
EXP
STLD

Dividends

EXP vs. STLD - Dividend Comparison

EXP's dividend yield for the trailing twelve months is around 0.46%, less than STLD's 1.48% yield.


TTM20242023202220212020201920182017201620152014
EXP
Eagle Materials Inc.
0.46%0.41%0.49%0.75%0.45%0.10%0.44%0.66%0.35%0.41%0.66%0.53%
STLD
Steel Dynamics, Inc.
1.48%1.61%1.44%1.39%1.68%2.71%2.82%2.50%1.44%1.57%3.09%2.33%

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. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-30.43%
-16.81%
EXP
STLD

Volatility

EXP vs. STLD - Volatility Comparison

The current volatility for Eagle Materials Inc. (EXP) is 15.13%, while Steel Dynamics, Inc. (STLD) has a volatility of 19.17%. 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
15.13%
19.17%
EXP
STLD

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


Values in USD except per share items