GRBK vs. TOL
GRBK (Green Brick Partners, Inc.) and TOL (Toll Brothers, Inc.) are both stocks. Both operate in the Residential Construction industry within the Consumer Cyclical sector. Over the past 10 years, GRBK returned 26.08%/yr vs 19.50%/yr for TOL. Their 0.36 correlation means their historical movements had little consistent relationship.
Performance
GRBK vs. TOL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GRBK achieves a 12.88% return, which is significantly higher than TOL's 8.48% return. Over the past 10 years, GRBK has outperformed TOL with an annualized return of 26.08%, while TOL has yielded a comparatively lower 19.50% annualized return.
GRBK
- 1D
- 0.86%
- 1M
- -10.75%
- 6M
- 1.93%
- YTD
- 12.88%
- 1Y
- 10.97%
- 3Y*
- 7.58%
- 5Y*
- 23.05%
- 10Y*
- 26.08%
- ALL TIME*
- -5.53%
TOL
- 1D
- -2.76%
- 1M
- -7.00%
- 6M
- 1.33%
- YTD
- 8.48%
- 1Y
- 20.56%
- 3Y*
- 23.00%
- 5Y*
- 21.01%
- 10Y*
- 19.50%
- ALL TIME*
- 13.02%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $15.54M | $15.86M | $17.85M | |
| $128.66M | $138.24M | $159.53M |
GRBK vs. TOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GRBK Green Brick Partners, Inc. | 12.88% | 10.92% | 8.76% | 114.36% | -20.11% | 32.10% | 100.00% | 58.56% | -35.93% | 12.44% |
TOL Toll Brothers, Inc. | 8.48% | 8.28% | 23.45% | 108.62% | -29.97% | 68.43% | 11.53% | 21.40% | -30.69% | 55.85% |
Correlation
The correlation between GRBK and TOL is 0.80, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.80 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2007 | 0.36 |
Over the past year, GRBK and TOL have become more correlated (0.80) than their long-term average of 0.36, meaning their price movements have been converging.
Fundamentals
GRBK:
$3.04B
TOL:
$13.64B
GRBK:
$6.70
TOL:
$13.32
GRBK:
10.56
TOL:
10.96
GRBK:
0.50
TOL:
0.50
GRBK:
1.58
TOL:
2.22
GRBK:
1.59
TOL:
1.65
GRBK:
$1.95B
TOL:
$6.37B
GRBK:
$451.31M
TOL:
$2.71B
GRBK:
$307.71M
TOL:
$1.76B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GRBK vs. TOL — Risk / Return Rank
GRBK
TOL
GRBK vs. TOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Green Brick Partners, Inc. (GRBK) and Toll Brothers, Inc. (TOL). 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 | TOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.15 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.59 | 0.97 | -0.37 |
| Martin ratioReturn relative to average drawdown | 1.09 | 2.32 | -1.23 |
Loading charts...
Drawdowns
GRBK vs. TOL - Drawdown Comparison
The maximum GRBK drawdown since its inception was -99.29%, which is greater than TOL's maximum drawdown of -76.39%. Use the drawdown chart below to compare losses from any high point for GRBK and TOL.
Loading charts...
Drawdown Indicators
| GRBK | TOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.29% | -76.39% | -22.90% |
Max Drawdown (1Y)Largest decline over 1 year | -23.99% | -25.13% | +1.14% |
Max Drawdown (3Y)Largest decline over 3 years | -36.15% | -45.97% | +9.82% |
Max Drawdown (5Y)Largest decline over 5 years | -45.12% | -45.97% | +0.85% |
Max Drawdown (10Y)Largest decline over 10 years | -54.29% | -73.11% | +18.82% |
Current DrawdownCurrent decline from peak | -68.79% | -11.86% | -56.93% |
Average DrawdownAverage peak-to-trough decline | -87.43% | -32.17% | -55.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.04% | 10.46% | +2.58% |
Volatility
GRBK vs. TOL - Volatility Comparison
Green Brick Partners, Inc. (GRBK) and Toll Brothers, Inc. (TOL) have volatilities of 9.61% and 9.68%, 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.
Loading charts...
Volatility by Period
| GRBK | TOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.61% | 9.68% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 25.25% | 27.09% | -1.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.37% | 34.55% | +0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.83% | 36.33% | +6.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.68% | 41.27% | +2.41% |
Dividends
GRBK vs. TOL - Dividend Comparison
GRBK has not paid dividends to shareholders, while TOL's dividend yield for the trailing twelve months is around 0.70%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
TOL Toll Brothers, Inc. | 0.70% | 0.72% | 0.71% | 0.81% | 1.54% | 0.86% | 1.01% | 1.11% | 1.25% | 0.50% |
Financials
GRBK vs. TOL - Financials Comparison
This section allows you to compare key financial metrics between Green Brick Partners, Inc. and Toll Brothers, 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.
Total Revenue: Total amount of money received from sales and other business activities
GRBK vs. TOL - Profitability Comparison
GRBK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Green Brick Partners, Inc. reported a gross profit of 0.00 and revenue of 493.84M. Therefore, the gross margin over that period was 0.0%.
TOL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Toll Brothers, Inc. reported a gross profit of 568.77M and revenue of -2.15B. Therefore, the gross margin over that period was -26.5%.
GRBK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Green Brick Partners, Inc. reported an operating income of 0.00 and revenue of 493.84M, resulting in an operating margin of 0.0%.
TOL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Toll Brothers, Inc. reported an operating income of 346.64M and revenue of -2.15B, resulting in an operating margin of -16.2%.
GRBK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Green Brick Partners, Inc. reported a net income of 74.17M and revenue of 493.84M, resulting in a net margin of 15.0%.
TOL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Toll Brothers, Inc. reported a net income of 260.59M and revenue of -2.15B, resulting in a net margin of -12.2%.
Frequently Asked Questions
GRBK and TOL have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TOL has higher volatility (9.68%) compared to GRBK (9.61%). In terms of maximum drawdown, GRBK dropped -99.29% vs TOL's -76.39%.
TOL currently has the higher Sharpe Ratio (0.70 vs 0.40), 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.
Find the right allocation for GRBK and TOL
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer