GRBK vs. FAST
GRBK (Green Brick Partners, Inc.) and FAST (Fastenal Company) are both stocks. GRBK operates in Residential Construction (Consumer Cyclical), while FAST operates in Industrial Distribution (Industrials). Over the past 10 years, GRBK returned 25.07%/yr vs 17.99%/yr for FAST. At a 0.23 correlation, their price movements are largely independent.
Performance
GRBK vs. FAST - Performance Comparison
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Returns By Period
In the year-to-date period, GRBK achieves a 9.56% return, which is significantly lower than FAST's 17.03% return. Over the past 10 years, GRBK has outperformed FAST with an annualized return of 25.07%, while FAST has yielded a comparatively lower 17.99% annualized return.
GRBK
- 1D
- -0.54%
- 1M
- 6.11%
- YTD
- 9.56%
- 6M
- 1.98%
- 1Y
- 17.33%
- 3Y*
- 10.31%
- 5Y*
- 23.26%
- 10Y*
- 25.07%
FAST
- 1D
- 3.87%
- 1M
- 3.52%
- YTD
- 17.03%
- 6M
- 13.94%
- 1Y
- 15.16%
- 3Y*
- 21.74%
- 5Y*
- 14.57%
- 10Y*
- 17.99%
GRBK vs. FAST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GRBK Green Brick Partners, Inc. | 9.56% | 10.92% | 8.76% | 114.36% | -20.11% | 32.10% | 100.00% | 58.56% | -35.93% | 12.44% |
FAST Fastenal Company | 17.03% | 13.98% | 13.53% | 41.31% | -24.34% | 34.06% | 36.60% | 45.08% | -1.61% | 19.66% |
Correlation
The correlation between GRBK and FAST 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 | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2007 | 0.23 |
Over the past year, GRBK and FAST have become more correlated (0.45) than their long-term average of 0.23, meaning their price movements have been converging.
Fundamentals
GRBK:
$2.99B
FAST:
$53.47B
GRBK:
$6.86
FAST:
$1.13
GRBK:
10.01
FAST:
41.13
GRBK:
0.47
FAST:
4.83
GRBK:
1.46
FAST:
6.33
GRBK:
1.60
FAST:
13.40
GRBK:
$2.06B
FAST:
$8.44B
GRBK:
$615.58M
FAST:
$3.79B
GRBK:
$397.80M
FAST:
$1.80B
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Return for Risk
GRBK vs. FAST — Risk / Return Rank
GRBK
FAST
GRBK vs. FAST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Green Brick Partners, Inc. (GRBK) and Fastenal Company (FAST). 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.
| GRBK | FAST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.13 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.73 | 0.70 | +0.03 |
| Martin ratioReturn relative to average drawdown | 1.39 | 1.39 | -0.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GRBK | FAST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 0.61 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.60 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.67 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.06 | 0.53 | -0.59 |
Drawdowns
GRBK vs. FAST - Drawdown Comparison
The maximum GRBK drawdown since its inception was -99.29%, which is greater than FAST's maximum drawdown of -63.43%. Use the drawdown chart below to compare losses from any high point for GRBK and FAST.
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Drawdown Indicators
| GRBK | FAST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.29% | -63.43% | -35.86% |
Max Drawdown (1Y)Largest decline over 1 year | -23.99% | -21.90% | -2.09% |
Max Drawdown (3Y)Largest decline over 3 years | -36.15% | -21.90% | -14.25% |
Max Drawdown (5Y)Largest decline over 5 years | -45.12% | -30.71% | -14.41% |
Max Drawdown (10Y)Largest decline over 10 years | -54.29% | -30.71% | -23.58% |
Current DrawdownCurrent decline from peak | -69.70% | -6.31% | -63.39% |
Average DrawdownAverage peak-to-trough decline | -87.62% | -12.17% | -75.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.53% | 10.92% | +1.61% |
Volatility
GRBK vs. FAST - Volatility Comparison
Green Brick Partners, Inc. (GRBK) has a higher volatility of 7.35% compared to Fastenal Company (FAST) at 6.18%. This indicates that GRBK's price experiences larger fluctuations and is considered to be riskier than FAST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GRBK | FAST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.35% | 6.18% | +1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 23.56% | 19.34% | +4.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.07% | 24.85% | +10.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.87% | 24.29% | +18.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.63% | 26.77% | +16.86% |
Dividends
GRBK vs. FAST - Dividend Comparison
GRBK has not paid dividends to shareholders, while FAST's dividend yield for the trailing twelve months is around 1.98%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAST Fastenal Company | 1.98% | 2.18% | 2.17% | 2.75% | 2.62% | 1.75% | 2.87% | 2.35% | 2.95% | 2.34% | 2.55% | 2.74% |
GRBK Green Brick Partners, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
GRBK vs. FAST - Financials Comparison
This section allows you to compare key financial metrics between Green Brick Partners, Inc. and Fastenal Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
GRBK vs. FAST - Profitability Comparison
GRBK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Green Brick Partners, Inc. reported a gross profit of 131.72M and revenue of 455.99M. Therefore, the gross margin over that period was 28.9%.
FAST - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fastenal Company reported a gross profit of 982.90M and revenue of 2.20B. Therefore, the gross margin over that period was 44.6%.
GRBK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Green Brick Partners, Inc. reported an operating income of 131.72M and revenue of 455.99M, resulting in an operating margin of 28.9%.
FAST - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fastenal Company reported an operating income of 447.60M and revenue of 2.20B, resulting in an operating margin of 20.3%.
GRBK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Green Brick Partners, Inc. reported a net income of 60.95M and revenue of 455.99M, resulting in a net margin of 13.4%.
FAST - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fastenal Company reported a net income of 339.80M and revenue of 2.20B, resulting in a net margin of 15.4%.
Frequently Asked Questions
GRBK and FAST 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.
GRBK has higher volatility (7.35%) compared to FAST (6.18%). In terms of maximum drawdown, GRBK dropped -99.29% vs FAST's -63.43%.
FAST currently has the higher Sharpe Ratio (0.61 vs 0.50), 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.
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