PortfoliosLab logo
GRBK vs. PHM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GRBK and PHM 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.


-0.50.00.51.0
Correlation: 0.3

Performance

GRBK vs. PHM - Performance Comparison

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

-100.00%0.00%100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
-60.31%
387.58%
GRBK
PHM

Key characteristics

Sharpe Ratio

GRBK:

0.14

PHM:

-0.26

Sortino Ratio

GRBK:

0.48

PHM:

-0.16

Omega Ratio

GRBK:

1.06

PHM:

0.98

Calmar Ratio

GRBK:

0.08

PHM:

-0.24

Martin Ratio

GRBK:

0.27

PHM:

-0.49

Ulcer Index

GRBK:

19.25%

PHM:

18.28%

Daily Std Dev

GRBK:

37.86%

PHM:

34.14%

Max Drawdown

GRBK:

-99.36%

PHM:

-92.40%

Current Drawdown

GRBK:

-63.18%

PHM:

-31.37%

Fundamentals

Market Cap

GRBK:

$2.58B

PHM:

$20.42B

EPS

GRBK:

$8.45

PHM:

$14.16

PE Ratio

GRBK:

6.81

PHM:

7.19

PEG Ratio

GRBK:

0.76

PHM:

0.30

PS Ratio

GRBK:

1.23

PHM:

1.14

PB Ratio

GRBK:

1.62

PHM:

1.68

Total Revenue (TTM)

GRBK:

$1.65B

PHM:

$14.00B

Gross Profit (TTM)

GRBK:

$554.02M

PHM:

$4.05B

EBITDA (TTM)

GRBK:

$388.88M

PHM:

$3.18B

Returns By Period

In the year-to-date period, GRBK achieves a 1.86% return, which is significantly higher than PHM's -6.25% return. Over the past 10 years, GRBK has outperformed PHM with an annualized return of 21.28%, while PHM has yielded a comparatively lower 19.35% annualized return.


GRBK

YTD

1.86%

1M

-3.29%

6M

-23.24%

1Y

3.51%

5Y*

50.30%

10Y*

21.28%

PHM

YTD

-6.25%

1M

-3.01%

6M

-22.78%

1Y

-9.83%

5Y*

31.67%

10Y*

19.35%

*Annualized

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

GRBK vs. PHM — 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 5454
Overall Rank
The Sharpe Ratio Rank of GRBK is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of GRBK is 5151
Sortino Ratio Rank
The Omega Ratio Rank of GRBK is 5050
Omega Ratio Rank
The Calmar Ratio Rank of GRBK is 5757
Calmar Ratio Rank
The Martin Ratio Rank of GRBK is 5656
Martin Ratio Rank

PHM
The Risk-Adjusted Performance Rank of PHM is 3737
Overall Rank
The Sharpe Ratio Rank of PHM is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of PHM is 3333
Sortino Ratio Rank
The Omega Ratio Rank of PHM is 3434
Omega Ratio Rank
The Calmar Ratio Rank of PHM is 3838
Calmar Ratio Rank
The Martin Ratio Rank of PHM is 4242
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. PHM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Green Brick Partners, Inc. (GRBK) and PulteGroup, Inc. (PHM). 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.


The chart of Sharpe ratio for GRBK, currently valued at 0.14, compared to the broader market-2.00-1.000.001.002.003.00
GRBK: 0.14
PHM: -0.26
The chart of Sortino ratio for GRBK, currently valued at 0.48, compared to the broader market-6.00-4.00-2.000.002.004.00
GRBK: 0.48
PHM: -0.16
The chart of Omega ratio for GRBK, currently valued at 1.06, compared to the broader market0.501.001.502.00
GRBK: 1.06
PHM: 0.98
The chart of Calmar ratio for GRBK, currently valued at 0.08, compared to the broader market0.001.002.003.004.005.00
GRBK: 0.08
PHM: -0.24
The chart of Martin ratio for GRBK, currently valued at 0.27, compared to the broader market-5.000.005.0010.0015.0020.00
GRBK: 0.27
PHM: -0.49

The current GRBK Sharpe Ratio is 0.14, which is higher than the PHM Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of GRBK and PHM, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.14
-0.26
GRBK
PHM

Dividends

GRBK vs. PHM - Dividend Comparison

GRBK has not paid dividends to shareholders, while PHM's dividend yield for the trailing twelve months is around 0.82%.


TTM20242023202220212020201920182017201620152014
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%
PHM
PulteGroup, Inc.
0.82%0.75%0.66%1.34%1.00%1.16%1.16%1.46%1.08%1.96%1.85%1.07%

Drawdowns

GRBK vs. PHM - Drawdown Comparison

The maximum GRBK drawdown since its inception was -99.36%, which is greater than PHM's maximum drawdown of -92.40%. Use the drawdown chart below to compare losses from any high point for GRBK and PHM. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-63.18%
-31.37%
GRBK
PHM

Volatility

GRBK vs. PHM - Volatility Comparison

The current volatility for Green Brick Partners, Inc. (GRBK) is 13.59%, while PulteGroup, Inc. (PHM) has a volatility of 15.86%. This indicates that GRBK experiences smaller price fluctuations and is considered to be less risky than PHM 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%NovemberDecember2025FebruaryMarchApril
13.59%
15.86%
GRBK
PHM

Financials

GRBK vs. PHM - Financials Comparison

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