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

Correlation

The correlation between FERG and BLD is 0.29, 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

FERG vs. BLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ferguson plc (FERG) and TopBuild Corp. (BLD). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-10.65%
-20.41%
FERG
BLD

Key characteristics

Sharpe Ratio

FERG:

-0.23

BLD:

-0.46

Sortino Ratio

FERG:

-0.12

BLD:

-0.44

Omega Ratio

FERG:

0.98

BLD:

0.95

Calmar Ratio

FERG:

-0.30

BLD:

-0.51

Martin Ratio

FERG:

-0.81

BLD:

-1.26

Ulcer Index

FERG:

8.09%

BLD:

14.41%

Daily Std Dev

FERG:

28.86%

BLD:

39.60%

Max Drawdown

FERG:

-55.35%

BLD:

-52.26%

Current Drawdown

FERG:

-21.58%

BLD:

-35.51%

Fundamentals

Market Cap

FERG:

$37.14B

BLD:

$10.03B

EPS

FERG:

$8.34

BLD:

$19.79

PE Ratio

FERG:

22.19

BLD:

17.18

PEG Ratio

FERG:

1.55

BLD:

0.00

Total Revenue (TTM)

FERG:

$29.70B

BLD:

$5.30B

Gross Profit (TTM)

FERG:

$8.98B

BLD:

$1.62B

EBITDA (TTM)

FERG:

$2.92B

BLD:

$1.03B

Returns By Period

In the year-to-date period, FERG achieves a -8.43% return, which is significantly higher than BLD's -17.45% return.


FERG

YTD

-8.43%

1M

-13.43%

6M

-10.66%

1Y

-5.42%

5Y*

19.89%

10Y*

27.82%

BLD

YTD

-17.45%

1M

-11.75%

6M

-20.41%

1Y

-16.14%

5Y*

24.62%

10Y*

N/A

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

FERG vs. BLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ferguson plc (FERG) and TopBuild Corp. (BLD). 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 FERG, currently valued at -0.23, compared to the broader market-4.00-2.000.002.00-0.23-0.46
The chart of Sortino ratio for FERG, currently valued at -0.12, compared to the broader market-4.00-2.000.002.004.00-0.12-0.44
The chart of Omega ratio for FERG, currently valued at 0.98, compared to the broader market0.501.001.502.000.980.95
The chart of Calmar ratio for FERG, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.30-0.51
The chart of Martin ratio for FERG, currently valued at -0.81, compared to the broader market0.0010.0020.00-0.81-1.26
FERG
BLD

The current FERG Sharpe Ratio is -0.23, which is higher than the BLD Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of FERG and BLD, 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.23
-0.46
FERG
BLD

Dividends

FERG vs. BLD - Dividend Comparison

FERG's dividend yield for the trailing twelve months is around 1.36%, while BLD has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FERG
Ferguson plc
1.36%1.57%2.76%2.34%2.33%2.27%9.77%1.99%2.15%2.77%2.59%5.04%
BLD
TopBuild Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FERG vs. BLD - Drawdown Comparison

The maximum FERG drawdown since its inception was -55.35%, which is greater than BLD's maximum drawdown of -52.26%. Use the drawdown chart below to compare losses from any high point for FERG and BLD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-21.58%
-35.51%
FERG
BLD

Volatility

FERG vs. BLD - Volatility Comparison

Ferguson plc (FERG) and TopBuild Corp. (BLD) have volatilities of 13.89% and 14.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.89%
14.60%
FERG
BLD

Financials

FERG vs. BLD - Financials Comparison

This section allows you to compare key financial metrics between Ferguson plc and TopBuild Corp.. 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