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GRBK vs. BLDR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GRBK and BLDR is 0.30, 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

GRBK vs. BLDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Green Brick Partners, Inc. (GRBK) and Builders FirstSource, Inc. (BLDR). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
-15.70%
-2.91%
GRBK
BLDR

Key characteristics

Sharpe Ratio

GRBK:

0.40

BLDR:

-0.18

Sortino Ratio

GRBK:

0.80

BLDR:

0.05

Omega Ratio

GRBK:

1.10

BLDR:

1.01

Calmar Ratio

GRBK:

0.21

BLDR:

-0.21

Martin Ratio

GRBK:

1.21

BLDR:

-0.41

Ulcer Index

GRBK:

11.92%

BLDR:

19.08%

Daily Std Dev

GRBK:

36.51%

BLDR:

43.35%

Max Drawdown

GRBK:

-99.36%

BLDR:

-96.78%

Current Drawdown

GRBK:

-62.75%

BLDR:

-26.94%

Fundamentals

Market Cap

GRBK:

$2.59B

BLDR:

$17.75B

EPS

GRBK:

$7.71

BLDR:

$10.22

PE Ratio

GRBK:

7.55

BLDR:

15.09

PEG Ratio

GRBK:

0.76

BLDR:

0.81

Total Revenue (TTM)

GRBK:

$1.53B

BLDR:

$12.58B

Gross Profit (TTM)

GRBK:

$508.24M

BLDR:

$4.15B

EBITDA (TTM)

GRBK:

$354.31M

BLDR:

$1.72B

Returns By Period

In the year-to-date period, GRBK achieves a 3.04% return, which is significantly lower than BLDR's 7.92% return. Over the past 10 years, GRBK has underperformed BLDR with an annualized return of 22.35%, while BLDR has yielded a comparatively higher 38.23% annualized return.


GRBK

YTD

3.04%

1M

-9.36%

6M

-16.94%

1Y

16.07%

5Y*

37.45%

10Y*

22.35%

BLDR

YTD

7.92%

1M

-7.32%

6M

-6.76%

1Y

-7.85%

5Y*

41.87%

10Y*

38.23%

*Annualized

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Risk-Adjusted Performance

GRBK vs. BLDR — Risk-Adjusted Performance Rank

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

GRBK
The Risk-Adjusted Performance Rank of GRBK is 6060
Overall Rank
The Sharpe Ratio Rank of GRBK is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of GRBK is 5858
Sortino Ratio Rank
The Omega Ratio Rank of GRBK is 5656
Omega Ratio Rank
The Calmar Ratio Rank of GRBK is 5959
Calmar Ratio Rank
The Martin Ratio Rank of GRBK is 6363
Martin Ratio Rank

BLDR
The Risk-Adjusted Performance Rank of BLDR is 3838
Overall Rank
The Sharpe Ratio Rank of BLDR is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of BLDR is 3737
Sortino Ratio Rank
The Omega Ratio Rank of BLDR is 3737
Omega Ratio Rank
The Calmar Ratio Rank of BLDR is 3636
Calmar Ratio Rank
The Martin Ratio Rank of BLDR is 4141
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.

GRBK vs. BLDR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Green Brick Partners, Inc. (GRBK) and Builders FirstSource, Inc. (BLDR). 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 GRBK, currently valued at 0.40, compared to the broader market-2.000.002.000.40-0.18
The chart of Sortino ratio for GRBK, currently valued at 0.80, compared to the broader market-4.00-2.000.002.004.000.800.05
The chart of Omega ratio for GRBK, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.01
The chart of Calmar ratio for GRBK, currently valued at 0.21, compared to the broader market0.002.004.006.000.21-0.21
The chart of Martin ratio for GRBK, currently valued at 1.21, compared to the broader market0.0010.0020.001.21-0.41
GRBK
BLDR

The current GRBK Sharpe Ratio is 0.40, which is higher than the BLDR Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of GRBK and BLDR, 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 Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.40
-0.18
GRBK
BLDR

Dividends

GRBK vs. BLDR - Dividend Comparison

Neither GRBK nor BLDR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GRBK vs. BLDR - Drawdown Comparison

The maximum GRBK drawdown since its inception was -99.36%, roughly equal to the maximum BLDR drawdown of -96.78%. Use the drawdown chart below to compare losses from any high point for GRBK and BLDR. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-62.75%
-26.94%
GRBK
BLDR

Volatility

GRBK vs. BLDR - Volatility Comparison

The current volatility for Green Brick Partners, Inc. (GRBK) is 10.61%, while Builders FirstSource, Inc. (BLDR) has a volatility of 11.74%. This indicates that GRBK experiences smaller price fluctuations and is considered to be less risky than BLDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%AugustSeptemberOctoberNovemberDecember2025
10.61%
11.74%
GRBK
BLDR

Financials

GRBK vs. BLDR - Financials Comparison

This section allows you to compare key financial metrics between Green Brick Partners, Inc. and Builders FirstSource, 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
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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.

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