FOR vs. DRCT

Last updated Jun 23, 2026

FOR (Forestar Group Inc.) and DRCT (Direct Digital Holdings Inc) are both stocks. FOR operates in Real Estate - Development (Real Estate), while DRCT operates in Advertising Agencies (Communication Services). Over the past 3 years, FOR returned 11.03%/yr vs -84.04%/yr for DRCT. At a 0.11 correlation, their price movements are largely independent.

Performance

FOR vs. DRCT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Forestar Group Inc. (FOR) and Direct Digital Holdings Inc (DRCT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FOR achieves a 17.82% return, which is significantly higher than DRCT's -80.38% return.

FOR

• 1D: -0.99%
• 1M: 11.96%
• YTD: 17.82%
• 6M: 18.11%
• 1Y: 48.90%
• 3Y*: 11.03%
• 5Y*: 7.02%
• 10Y*: 9.31%

DRCT

• 1D: -2.46%
• 1M: -18.95%
• YTD: -80.38%
• 6M: -79.42%
• 1Y: -97.59%
• 3Y*: -84.04%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FOR vs. DRCT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FOR Forestar Group Inc.	17.82%	-4.98%	-21.62%	114.60%	-19.61%
DRCT Direct Digital Holdings Inc	-80.38%	-95.95%	-89.31%	513.61%	-43.60%

Correlation

The correlation between FOR and DRCT is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.02
Correlation (3Y) Calculated over the trailing 3-year period	0.09
Correlation (All Time) Calculated using the full available price history since Feb 11, 2022	0.11

The correlation between FOR and DRCT shifts across timeframes, from -0.02 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS FOR : $3.28 DRCT : -$2.52
PS Ratio FOR : 0.87 DRCT : 0.30
Total Revenue (TTM) FOR : $1.71B DRCT : $35.37M
Gross Profit (TTM) FOR : $284.30M DRCT : $11.12M
EBITDA (TTM) FOR : $169.50M DRCT : -$15.59M

Return for Risk

FOR vs. DRCT — Risk / Return Rank

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

FOR

FOR Risk / Return Rank: 78
FOR Sharpe Ratio Rank: 80
FOR Sortino Ratio Rank: 79
FOR Omega Ratio Rank: 74
FOR Calmar Ratio Rank: 79
FOR Martin Ratio Rank: 76

DRCT

DRCT Risk / Return Rank: 6
DRCT Sharpe Ratio Rank: 15
DRCT Sortino Ratio Rank: 1
DRCT Omega Ratio Rank: 2
DRCT Calmar Ratio Rank: 1
DRCT Martin Ratio Rank: 12

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.

FOR vs. DRCT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Forestar Group Inc. (FOR) and Direct Digital Holdings Inc (DRCT). 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.

	FOR	DRCT	Difference
Sharpe ratio: Return per unit of total volatility	1.39	-0.61	+2.00
Sortino ratio: Return per unit of downside risk	2.19	-2.51	+4.69
Omega ratio: Gain probability vs. loss probability	1.24	0.72	+0.52
Calmar ratio: Return relative to maximum drawdown	2.35	-0.99	+3.34
Martin ratio: Return relative to average drawdown	4.88	-1.28	+6.16

FOR vs. DRCT - Sharpe Ratio Comparison

The current FOR Sharpe Ratio is 1.39, which is higher than the DRCT Sharpe Ratio of -0.61. The chart below compares the historical Sharpe Ratios of FOR and DRCT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FOR vs. DRCT - Drawdown Comparison

The maximum FOR drawdown since its inception was -89.77%, smaller than the maximum DRCT drawdown of -99.97%. Use the drawdown chart below to compare losses from any high point for FOR and DRCT.

Drawdown Indicators

	FOR	DRCT	Difference
Max Drawdown Largest peak-to-trough decline	-89.77%	-99.97%	+10.20%
Max Drawdown (1Y) Largest decline over 1 year	-20.95%	-98.31%	+77.36%
Max Drawdown (3Y) Largest decline over 3 years	-54.72%	-99.97%	+45.25%
Max Drawdown (5Y) Largest decline over 5 years	-54.72%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-63.45%	—	—
Current Drawdown Current decline from peak	-28.79%	-99.96%	+71.17%
Average Drawdown Average peak-to-trough decline	-38.59%	-68.07%	+29.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.05%	75.98%	-65.93%

Volatility

FOR vs. DRCT - Volatility Comparison

The current volatility for Forestar Group Inc. (FOR) is 8.45%, while Direct Digital Holdings Inc (DRCT) has a volatility of 20.56%. This indicates that FOR experiences smaller price fluctuations and is considered to be less risky than DRCT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FOR	DRCT	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.45%	20.56%	-12.11%
Volatility (6M) Calculated over the trailing 6-month period	24.12%	116.42%	-92.30%
Volatility (1Y) Calculated over the trailing 1-year period	35.51%	159.84%	-124.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.65%	460.91%	-423.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.59%	460.91%	-423.32%

Dividends

FOR vs. DRCT - Dividend Comparison

Neither FOR nor DRCT has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both FOR and DRCT in my portfolio?

FOR and DRCT have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FOR or DRCT?

DRCT has higher volatility (20.56%) compared to FOR (8.45%). In terms of maximum drawdown, FOR dropped -89.77% vs DRCT's -99.97%.

Which has better risk-adjusted returns?

FOR currently has the higher Sharpe Ratio (1.39 vs -0.61), 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.