GRBK vs. XDIV
GRBK (Green Brick Partners, Inc.) is a stock, while XDIV (Roundhill S&P 500 No Dividend Target ETF) is S&P 500 fund actively managed by Roundhill. Over the past year, GRBK returned 12.16% vs 19.58% for XDIV. At a 0.30 correlation, their price movements are largely independent.
Performance
GRBK vs. XDIV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GRBK achieves a 16.10% return, which is significantly higher than XDIV's 9.11% return.
GRBK
- 1D
- -3.25%
- 1M
- 1.91%
- 6M
- -0.94%
- YTD
- 16.10%
- 1Y
- 12.16%
- 3Y*
- 7.79%
- 5Y*
- 27.51%
- 10Y*
- 25.70%
XDIV
- 1D
- -1.01%
- 1M
- 0.46%
- 6M
- 7.68%
- YTD
- 9.11%
- 1Y
- 19.58%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GRBK vs. XDIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GRBK Green Brick Partners, Inc. | 16.10% | -5.63% |
XDIV Roundhill S&P 500 No Dividend Target ETF | 9.11% | 10.07% |
Correlation
The correlation between GRBK and XDIV 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 (All Time) Calculated using the full available price history since Jul 10, 2025 | 0.30 |
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. XDIV — Risk / Return Rank
GRBK
XDIV
GRBK vs. XDIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Green Brick Partners, Inc. (GRBK) and Roundhill S&P 500 No Dividend Target ETF (XDIV). 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 | XDIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.28 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.51 | 2.15 | -1.64 |
| Martin ratioReturn relative to average drawdown | 0.95 | 9.42 | -8.48 |
Loading charts...
Drawdowns
GRBK vs. XDIV - Drawdown Comparison
The maximum GRBK drawdown since its inception was -99.29%, which is greater than XDIV's maximum drawdown of -9.16%. Use the drawdown chart below to compare losses from any high point for GRBK and XDIV.
Loading charts...
Drawdown Indicators
| GRBK | XDIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.29% | -9.16% | -90.13% |
Max Drawdown (1Y)Largest decline over 1 year | -23.99% | -9.16% | -14.83% |
Max Drawdown (3Y)Largest decline over 3 years | -36.15% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -45.12% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -54.29% | — | — |
Current DrawdownCurrent decline from peak | -67.89% | -2.03% | -65.86% |
Average DrawdownAverage peak-to-trough decline | -87.47% | -1.27% | -86.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.88% | 2.08% | +10.80% |
Volatility
GRBK vs. XDIV - Volatility Comparison
Green Brick Partners, Inc. (GRBK) has a higher volatility of 12.39% compared to Roundhill S&P 500 No Dividend Target ETF (XDIV) at 3.34%. This indicates that GRBK's price experiences larger fluctuations and is considered to be riskier than XDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GRBK | XDIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.39% | 3.34% | +9.05% |
Volatility (6M)Calculated over the trailing 6-month period | 25.45% | 10.24% | +15.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.84% | 12.75% | +23.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.94% | 12.63% | +30.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.65% | 12.63% | +31.02% |
Dividends
GRBK vs. XDIV - Dividend Comparison
Neither GRBK nor XDIV has paid dividends to shareholders.
Frequently Asked Questions
GRBK and XDIV 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.
GRBK has higher volatility (12.39%) compared to XDIV (3.34%). In terms of maximum drawdown, GRBK dropped -99.29% vs XDIV's -9.16%.
XDIV currently has the higher Sharpe Ratio (1.54 vs 0.34), 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 XDIV
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