GRBK vs. TOL
Compare and contrast key facts about Green Brick Partners, Inc. (GRBK) and Toll Brothers, Inc. (TOL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GRBK or TOL.
Key characteristics
| GRBK | TOL | |
|---|---|---|
| YTD Return | 34.50% | 48.65% |
| 1Y Return | 47.73% | 77.71% |
| 3Y Return (Ann) | 37.85% | 35.04% |
| 5Y Return (Ann) | 43.59% | 32.21% |
| 10Y Return (Ann) | 27.12% | 17.31% |
| Sharpe Ratio | 1.58 | 2.60 |
| Sortino Ratio | 2.17 | 3.27 |
| Omega Ratio | 1.28 | 1.42 |
| Calmar Ratio | 0.80 | 4.86 |
| Martin Ratio | 8.56 | 13.85 |
| Ulcer Index | 6.58% | 6.64% |
| Daily Std Dev | 35.71% | 35.42% |
| Max Drawdown | -99.36% | -76.39% |
| Current Drawdown | -55.30% | -4.96% |
Fundamentals
| GRBK | TOL | |
|---|---|---|
| Market Cap | $3.08B | $15.33B |
| EPS | $7.71 | $14.48 |
| PE Ratio | 8.97 | 10.49 |
| PEG Ratio | 0.76 | 1.09 |
| Total Revenue (TTM) | $1.98B | $7.51B |
| Gross Profit (TTM) | $648.76M | $2.15B |
| EBITDA (TTM) | $439.01M | $1.49B |
Correlation
The correlation between GRBK and TOL is 0.33, 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.
Performance
GRBK vs. TOL - Performance Comparison
In the year-to-date period, GRBK achieves a 34.50% return, which is significantly lower than TOL's 48.65% return. Over the past 10 years, GRBK has outperformed TOL with an annualized return of 27.12%, while TOL has yielded a comparatively lower 17.31% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GRBK vs. TOL - Risk-Adjusted Performance 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.
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 0.59%.
| TTM | 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% |
TOL Toll Brothers, Inc. | 0.59% | 0.81% | 1.54% | 0.86% | 1.01% | 1.11% | 1.25% | 0.50% |
Drawdowns
GRBK vs. TOL - Drawdown Comparison
The maximum GRBK drawdown since its inception was -99.36%, 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. For additional features, visit the drawdowns tool.
Volatility
GRBK vs. TOL - Volatility Comparison
Green Brick Partners, Inc. (GRBK) has a higher volatility of 14.42% compared to Toll Brothers, Inc. (TOL) at 9.67%. This indicates that GRBK's price experiences larger fluctuations and is considered to be riskier than TOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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