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GRBK vs. TGTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GRBK vs. TGTX - Performance Comparison

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

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Returns By Period

In the year-to-date period, GRBK achieves a 9.56% return, which is significantly lower than TGTX's 34.55% return. Over the past 10 years, GRBK has outperformed TGTX with an annualized return of 25.07%, while TGTX has yielded a comparatively lower 17.63% 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%

TGTX

1D
9.47%
1M
12.34%
YTD
34.55%
6M
26.89%
1Y
10.16%
3Y*
14.73%
5Y*
2.66%
10Y*
17.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GRBK vs. TGTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TGTX
TG Therapeutics, Inc.
34.55%-0.96%76.23%44.38%-37.74%-63.48%368.65%170.73%-50.00%76.34%

Correlation

The correlation between GRBK and TGTX 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

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.28

Correlation (All Time)
Calculated using the full available price history since May 4, 2010

0.17

The correlation between GRBK and TGTX shifts across timeframes, from 0.17 (all time) to 0.32 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GRBK:

$2.99B

TGTX:

$6.42B

EPS

GRBK:

$6.86

TGTX:

$2.87

PE Ratio

GRBK:

10.01

TGTX:

13.96

PEG Ratio

GRBK:

0.47

TGTX:

0.02

PS Ratio

GRBK:

1.46

TGTX:

9.21

PB Ratio

GRBK:

1.60

TGTX:

11.01

Total Revenue (TTM)

GRBK:

$2.06B

TGTX:

$700.35M

Gross Profit (TTM)

GRBK:

$615.58M

TGTX:

$581.54M

EBITDA (TTM)

GRBK:

$397.80M

TGTX:

$156.88M

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Return for Risk

GRBK vs. TGTX — Risk / Return Rank

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

GRBK
GRBK Risk / Return Rank: 5454
Overall Rank
GRBK Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
GRBK Sortino Ratio Rank: 5353
Sortino Ratio Rank
GRBK Omega Ratio Rank: 5050
Omega Ratio Rank
GRBK Calmar Ratio Rank: 5656
Calmar Ratio Rank
GRBK Martin Ratio Rank: 5555
Martin Ratio Rank

TGTX
TGTX Risk / Return Rank: 4646
Overall Rank
TGTX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
TGTX Sortino Ratio Rank: 4545
Sortino Ratio Rank
TGTX Omega Ratio Rank: 4545
Omega Ratio Rank
TGTX Calmar Ratio Rank: 4747
Calmar Ratio Rank
TGTX Martin Ratio Rank: 4646
Martin Ratio Rank
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.

GRBK vs. TGTX - Risk-Adjusted Trends Comparison

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


GRBKTGTXDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.11

1.08

+0.03

Calmar ratioReturn relative to maximum drawdown

0.73

0.30

+0.43

Martin ratioReturn relative to average drawdown

1.39

0.52

+0.87

GRBK vs. TGTX - Sharpe Ratio Comparison

The current GRBK Sharpe Ratio is 0.50, which is higher than the TGTX Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of GRBK and TGTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GRBKTGTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

0.22

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.03

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.20

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

-0.05

-0.02

Drawdowns

GRBK vs. TGTX - Drawdown Comparison

The maximum GRBK drawdown since its inception was -99.29%, roughly equal to the maximum TGTX drawdown of -99.52%. Use the drawdown chart below to compare losses from any high point for GRBK and TGTX.


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Drawdown Indicators


GRBKTGTXDifference

Max Drawdown

Largest peak-to-trough decline

-99.29%

-99.52%

+0.23%

Max Drawdown (1Y)

Largest decline over 1 year

-23.99%

-34.12%

+10.13%

Max Drawdown (3Y)

Largest decline over 3 years

-36.15%

-76.95%

+40.80%

Max Drawdown (5Y)

Largest decline over 5 years

-45.12%

-90.75%

+45.63%

Max Drawdown (10Y)

Largest decline over 10 years

-54.29%

-93.19%

+38.90%

Current Drawdown

Current decline from peak

-69.70%

-82.82%

+13.12%

Average Drawdown

Average peak-to-trough decline

-87.62%

-91.47%

+3.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.53%

19.60%

-7.07%

Volatility

GRBK vs. TGTX - Volatility Comparison

The current volatility for Green Brick Partners, Inc. (GRBK) is 7.35%, while TG Therapeutics, Inc. (TGTX) has a volatility of 19.58%. This indicates that GRBK experiences smaller price fluctuations and is considered to be less risky than TGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GRBKTGTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.35%

19.58%

-12.23%

Volatility (6M)

Calculated over the trailing 6-month period

23.56%

33.27%

-9.71%

Volatility (1Y)

Calculated over the trailing 1-year period

35.07%

46.62%

-11.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.87%

87.72%

-44.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.63%

86.87%

-43.24%

Dividends

GRBK vs. TGTX - Dividend Comparison

Neither GRBK nor TGTX has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

GRBK vs. TGTX - Financials Comparison

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


0.00100.00M200.00M300.00M400.00M500.00M600.00M20222023202420252026
455.99M
204.92M
(GRBK) Total Revenue
(TGTX) Total Revenue
Values in USD except per share items

GRBK vs. TGTX - Profitability Comparison

The chart below illustrates the profitability comparison between Green Brick Partners, Inc. and TG Therapeutics, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
28.9%
83.7%
Portfolio components
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%.

TGTX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TG Therapeutics, Inc. reported a gross profit of 171.41M and revenue of 204.92M. Therefore, the gross margin over that period was 83.7%.

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%.

TGTX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TG Therapeutics, Inc. reported an operating income of 34.80M and revenue of 204.92M, resulting in an operating margin of 17.0%.

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%.

TGTX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TG Therapeutics, Inc. reported a net income of 19.78M and revenue of 204.92M, resulting in a net margin of 9.7%.


Frequently Asked Questions


GRBK and TGTX 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.

TGTX has higher volatility (19.58%) compared to GRBK (7.35%). In terms of maximum drawdown, GRBK dropped -99.29% vs TGTX's -99.52%.

GRBK currently has the higher Sharpe Ratio (0.50 vs 0.22), 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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