GRBK vs. ITRN
GRBK (Green Brick Partners, Inc.) and ITRN (Ituran Location and Control Ltd.) are both stocks. GRBK operates in Residential Construction (Consumer Cyclical), while ITRN operates in Communication Equipment (Technology). Over the past 10 years, GRBK returned 28.06%/yr vs 15.13%/yr for ITRN. At a 0.18 correlation, their price movements are largely independent.
Performance
GRBK vs. ITRN - Performance Comparison
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Returns By Period
In the year-to-date period, GRBK achieves a 27.56% return, which is significantly lower than ITRN's 50.03% return. Over the past 10 years, GRBK has outperformed ITRN with an annualized return of 28.06%, while ITRN has yielded a comparatively lower 15.13% annualized return.
GRBK
- 1D
- -0.36%
- 1M
- 19.05%
- YTD
- 27.56%
- 6M
- 25.79%
- 1Y
- 28.22%
- 3Y*
- 14.59%
- 5Y*
- 29.28%
- 10Y*
- 28.06%
ITRN
- 1D
- 0.44%
- 1M
- 1.99%
- YTD
- 50.03%
- 6M
- 50.94%
- 1Y
- 80.40%
- 3Y*
- 47.51%
- 5Y*
- 23.21%
- 10Y*
- 15.13%
GRBK vs. ITRN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GRBK Green Brick Partners, Inc. | 27.56% | 10.92% | 8.76% | 114.36% | -20.11% | 32.10% | 100.00% | 58.56% | -35.93% | 12.44% |
ITRN Ituran Location and Control Ltd. | 50.03% | 45.63% | 21.02% | 32.47% | -18.79% | 45.32% | -22.93% | -18.98% | -3.46% | 33.71% |
Correlation
The correlation between GRBK and ITRN is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2007 | 0.18 |
The correlation between GRBK and ITRN shifts across timeframes, from 0.18 (all time) to 0.33 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
GRBK:
$3.48B
ITRN:
$1.23B
GRBK:
$6.86
ITRN:
$3.03
GRBK:
11.66
ITRN:
20.51
GRBK:
0.55
ITRN:
1.30
GRBK:
1.70
ITRN:
3.29
GRBK:
1.86
ITRN:
5.93
GRBK:
$2.06B
ITRN:
$375.23M
GRBK:
$615.58M
ITRN:
$186.00M
GRBK:
$397.80M
ITRN:
$99.51M
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Return for Risk
GRBK vs. ITRN — Risk / Return Rank
GRBK
ITRN
GRBK vs. ITRN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Green Brick Partners, Inc. (GRBK) and Ituran Location and Control Ltd. (ITRN). 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.
| GRBK | ITRN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.41 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | 3.52 | -2.33 |
| Martin ratioReturn relative to average drawdown | 2.21 | 10.36 | -8.15 |
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Drawdowns
GRBK vs. ITRN - Drawdown Comparison
The maximum GRBK drawdown since its inception was -99.29%, which is greater than ITRN's maximum drawdown of -68.39%. Use the drawdown chart below to compare losses from any high point for GRBK and ITRN.
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Drawdown Indicators
| GRBK | ITRN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.29% | -68.39% | -30.90% |
Max Drawdown (1Y)Largest decline over 1 year | -23.99% | -22.99% | -1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -36.15% | -26.82% | -9.33% |
Max Drawdown (5Y)Largest decline over 5 years | -45.12% | -30.03% | -15.09% |
Max Drawdown (10Y)Largest decline over 10 years | -54.29% | -68.39% | +14.10% |
Current DrawdownCurrent decline from peak | -64.73% | -5.66% | -59.07% |
Average DrawdownAverage peak-to-trough decline | -87.54% | -19.46% | -68.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.77% | 7.78% | +4.99% |
Volatility
GRBK vs. ITRN - Volatility Comparison
Green Brick Partners, Inc. (GRBK) has a higher volatility of 11.57% compared to Ituran Location and Control Ltd. (ITRN) at 8.62%. This indicates that GRBK's price experiences larger fluctuations and is considered to be riskier than ITRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GRBK | ITRN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.57% | 8.62% | +2.95% |
Volatility (6M)Calculated over the trailing 6-month period | 25.63% | 22.61% | +3.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.98% | 31.77% | +4.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.00% | 30.40% | +12.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.73% | 33.53% | +10.20% |
Dividends
GRBK vs. ITRN - Dividend Comparison
GRBK has not paid dividends to shareholders, while ITRN's dividend yield for the trailing twelve months is around 4.83%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ITRN Ituran Location and Control Ltd. | 4.83% | 4.65% | 5.01% | 2.50% | 2.65% | 3.37% | 1.26% | 3.78% | 2.96% | 3.27% | 3.25% | 4.12% |
Financials
GRBK vs. ITRN - Financials Comparison
This section allows you to compare key financial metrics between Green Brick Partners, Inc. and Ituran Location and Control Ltd.. 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. ITRN - 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%.
ITRN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ituran Location and Control Ltd. reported a gross profit of 49.44M and revenue of 102.67M. Therefore, the gross margin over that period was 48.2%.
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%.
ITRN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ituran Location and Control Ltd. reported an operating income of 22.06M and revenue of 102.67M, resulting in an operating margin of 21.5%.
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%.
ITRN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ituran Location and Control Ltd. reported a net income of 16.77M and revenue of 102.67M, resulting in a net margin of 16.3%.
Frequently Asked Questions
GRBK and ITRN have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GRBK has higher volatility (11.57%) compared to ITRN (8.62%). In terms of maximum drawdown, GRBK dropped -99.29% vs ITRN's -68.39%.
ITRN currently has the higher Sharpe Ratio (2.54 vs 0.79), 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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