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

Performance

GRBK vs. TOL - Performance Comparison

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

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GRBK vs. TOL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GRBK
Green Brick Partners, Inc.
4.32%10.92%8.76%114.36%-20.11%32.10%100.00%58.56%-35.93%12.44%
TOL
Toll Brothers, Inc.
1.39%8.28%23.45%108.62%-29.97%68.43%11.53%21.40%-30.69%55.85%

Fundamentals

Market Cap

GRBK:

$2.85B

TOL:

$13.21B

EPS

GRBK:

$7.17

TOL:

$13.97

PE Ratio

GRBK:

9.11

TOL:

9.80

PEG Ratio

GRBK:

0.43

TOL:

0.44

PS Ratio

GRBK:

1.36

TOL:

1.48

PB Ratio

GRBK:

1.57

TOL:

1.57

Total Revenue (TTM)

GRBK:

$2.10B

TOL:

$9.11B

Gross Profit (TTM)

GRBK:

$640.81M

TOL:

$2.82B

EBITDA (TTM)

GRBK:

$413.40M

TOL:

$1.82B

Returns By Period

In the year-to-date period, GRBK achieves a 4.32% return, which is significantly higher than TOL's 1.39% return. Over the past 10 years, GRBK has outperformed TOL with an annualized return of 24.26%, while TOL has yielded a comparatively lower 17.74% annualized return.


GRBK

1D
1.43%
1M
-9.71%
YTD
4.32%
6M
-14.28%
1Y
11.31%
3Y*
23.08%
5Y*
22.07%
10Y*
24.26%

TOL

1D
0.28%
1M
-11.30%
YTD
1.39%
6M
-1.84%
1Y
31.08%
3Y*
32.80%
5Y*
19.64%
10Y*
17.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GRBK vs. TOL — Risk / Return Rank

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

GRBK
GRBK Risk / Return Rank: 5050
Overall Rank
GRBK Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
GRBK Sortino Ratio Rank: 4747
Sortino Ratio Rank
GRBK Omega Ratio Rank: 4444
Omega Ratio Rank
GRBK Calmar Ratio Rank: 5353
Calmar Ratio Rank
GRBK Martin Ratio Rank: 5454
Martin Ratio Rank

TOL
TOL Risk / Return Rank: 6969
Overall Rank
TOL Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
TOL Sortino Ratio Rank: 6868
Sortino Ratio Rank
TOL Omega Ratio Rank: 6363
Omega Ratio Rank
TOL Calmar Ratio Rank: 6969
Calmar Ratio Rank
TOL Martin Ratio Rank: 7272
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. 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.


GRBKTOLDifference

Sharpe ratio

Return per unit of total volatility

0.31

0.90

-0.59

Sortino ratio

Return per unit of downside risk

0.73

1.51

-0.78

Omega ratio

Gain probability vs. loss probability

1.08

1.18

-0.10

Calmar ratio

Return relative to maximum drawdown

0.50

1.43

-0.93

Martin ratio

Return relative to average drawdown

1.14

4.07

-2.92

GRBK vs. TOL - Sharpe Ratio Comparison

The current GRBK Sharpe Ratio is 0.31, which is lower than the TOL Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of GRBK and TOL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GRBKTOLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

0.90

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.55

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.43

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

0.29

-0.36

Correlation

The correlation between GRBK and TOL is 0.36, 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.


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 0.73%.


TTM202520242023202220212020201920182017
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.
0.73%0.72%0.71%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 -99.29%, 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.


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Drawdown Indicators


GRBKTOLDifference

Max Drawdown

Largest peak-to-trough decline

-99.29%

-76.39%

-22.90%

Max Drawdown (1Y)

Largest decline over 1 year

-23.99%

-21.47%

-2.52%

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 Drawdown

Current decline from peak

-71.15%

-17.62%

-53.53%

Average Drawdown

Average peak-to-trough decline

-87.77%

-32.34%

-55.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.60%

7.56%

+3.04%

Volatility

GRBK vs. TOL - Volatility Comparison

The current volatility for Green Brick Partners, Inc. (GRBK) is 8.70%, while Toll Brothers, Inc. (TOL) has a volatility of 10.77%. This indicates that GRBK experiences smaller price fluctuations and is considered to be less risky than TOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GRBKTOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.70%

10.77%

-2.07%

Volatility (6M)

Calculated over the trailing 6-month period

25.35%

22.40%

+2.95%

Volatility (1Y)

Calculated over the trailing 1-year period

36.06%

34.68%

+1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.12%

35.79%

+8.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.76%

40.94%

+2.82%

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
552.61M
0
(GRBK) Total Revenue
(TOL) Total Revenue
Values in USD except per share items