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

Correlation

The correlation between GRBK and TGTX is 0.25, 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: 0.2

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.

-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%NovemberDecember2025FebruaryMarchApril
-60.31%
-98.19%
GRBK
TGTX

Key characteristics

Sharpe Ratio

GRBK:

0.14

TGTX:

3.00

Sortino Ratio

GRBK:

0.48

TGTX:

3.62

Omega Ratio

GRBK:

1.06

TGTX:

1.43

Calmar Ratio

GRBK:

0.08

TGTX:

1.90

Martin Ratio

GRBK:

0.27

TGTX:

21.00

Ulcer Index

GRBK:

19.25%

TGTX:

9.05%

Daily Std Dev

GRBK:

37.86%

TGTX:

63.36%

Max Drawdown

GRBK:

-99.36%

TGTX:

-100.00%

Current Drawdown

GRBK:

-63.18%

TGTX:

-99.97%

Fundamentals

Market Cap

GRBK:

$2.58B

TGTX:

$6.33B

EPS

GRBK:

$8.53

TGTX:

$0.15

PE Ratio

GRBK:

6.80

TGTX:

268.67

PEG Ratio

GRBK:

0.76

TGTX:

0.00

PS Ratio

GRBK:

1.23

TGTX:

19.24

PB Ratio

GRBK:

1.63

TGTX:

27.89

Total Revenue (TTM)

GRBK:

$1.65B

TGTX:

$265.53M

Gross Profit (TTM)

GRBK:

$554.02M

TGTX:

$232.41M

EBITDA (TTM)

GRBK:

$388.88M

TGTX:

$58.28M

Returns By Period

In the year-to-date period, GRBK achieves a 1.86% return, which is significantly lower than TGTX's 37.31% return. Over the past 10 years, GRBK has outperformed TGTX with an annualized return of 21.14%, while TGTX has yielded a comparatively lower 10.74% annualized return.


GRBK

YTD

1.86%

1M

-3.34%

6M

-23.24%

1Y

5.66%

5Y*

51.86%

10Y*

21.14%

TGTX

YTD

37.31%

1M

1.32%

6M

76.93%

1Y

197.12%

5Y*

24.80%

10Y*

10.74%

*Annualized

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Risk-Adjusted Performance

GRBK vs. TGTX — 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 4949
Omega Ratio Rank
The Calmar Ratio Rank of GRBK is 5656
Calmar Ratio Rank
The Martin Ratio Rank of GRBK is 5555
Martin Ratio Rank

TGTX
The Risk-Adjusted Performance Rank of TGTX is 9797
Overall Rank
The Sharpe Ratio Rank of TGTX is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of TGTX is 9797
Sortino Ratio Rank
The Omega Ratio Rank of TGTX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of TGTX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of TGTX is 9999
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. TGTX - Risk-Adjusted Performance 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.


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
TGTX: 3.00
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
TGTX: 3.62
The chart of Omega ratio for GRBK, currently valued at 1.06, compared to the broader market0.501.001.502.00
GRBK: 1.06
TGTX: 1.43
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
TGTX: 1.91
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
TGTX: 21.00

The current GRBK Sharpe Ratio is 0.14, which is lower than the TGTX Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of GRBK and TGTX, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.14
3.00
GRBK
TGTX

Dividends

GRBK vs. TGTX - Dividend Comparison

Neither GRBK nor TGTX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GRBK vs. TGTX - Drawdown Comparison

The maximum GRBK drawdown since its inception was -99.36%, roughly equal to the maximum TGTX drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for GRBK and TGTX. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%NovemberDecember2025FebruaryMarchApril
-63.18%
-98.25%
GRBK
TGTX

Volatility

GRBK vs. TGTX - Volatility Comparison

Green Brick Partners, Inc. (GRBK) and TG Therapeutics, Inc. (TGTX) have volatilities of 13.59% and 13.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
13.59%
13.77%
GRBK
TGTX

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


Values in USD except per share items