DHI vs. GRBK
Compare and contrast key facts about D.R. Horton, Inc. (DHI) and Green Brick Partners, Inc. (GRBK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DHI or GRBK.
Key characteristics
| DHI | GRBK | |
|---|---|---|
| YTD Return | 6.89% | 34.50% |
| 1Y Return | 26.33% | 47.73% |
| 3Y Return (Ann) | 19.41% | 37.85% |
| 5Y Return (Ann) | 26.09% | 43.59% |
| 10Y Return (Ann) | 22.19% | 27.12% |
| Sharpe Ratio | 1.00 | 1.58 |
| Sortino Ratio | 1.53 | 2.17 |
| Omega Ratio | 1.20 | 1.28 |
| Calmar Ratio | 1.84 | 0.80 |
| Martin Ratio | 4.18 | 8.56 |
| Ulcer Index | 7.93% | 6.58% |
| Daily Std Dev | 33.20% | 35.71% |
| Max Drawdown | -88.85% | -99.36% |
| Current Drawdown | -18.04% | -55.30% |
Fundamentals
| DHI | GRBK | |
|---|---|---|
| Market Cap | $52.44B | $3.08B |
| EPS | $14.33 | $7.71 |
| PE Ratio | 11.29 | 8.97 |
| PEG Ratio | 0.60 | 0.76 |
| Total Revenue (TTM) | $36.80B | $1.98B |
| Gross Profit (TTM) | $9.54B | $648.76M |
| EBITDA (TTM) | $6.24B | $439.01M |
Correlation
The correlation between DHI and GRBK is 0.31, 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
DHI vs. GRBK - Performance Comparison
In the year-to-date period, DHI achieves a 6.89% return, which is significantly lower than GRBK's 34.50% return. Over the past 10 years, DHI has underperformed GRBK with an annualized return of 22.19%, while GRBK has yielded a comparatively higher 27.12% 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
DHI vs. GRBK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for D.R. Horton, Inc. (DHI) and Green Brick Partners, Inc. (GRBK). 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
DHI vs. GRBK - Dividend Comparison
DHI's dividend yield for the trailing twelve months is around 0.99%, while GRBK has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHI D.R. Horton, Inc. | 0.99% | 0.69% | 1.04% | 0.76% | 1.05% | 1.18% | 1.51% | 0.83% | 1.24% | 0.84% | 0.80% | 0.67% |
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% | 0.00% | 0.00% |
Drawdowns
DHI vs. GRBK - Drawdown Comparison
The maximum DHI drawdown since its inception was -88.85%, smaller than the maximum GRBK drawdown of -99.36%. Use the drawdown chart below to compare losses from any high point for DHI and GRBK. For additional features, visit the drawdowns tool.
Volatility
DHI vs. GRBK - Volatility Comparison
The current volatility for D.R. Horton, Inc. (DHI) is 11.24%, while Green Brick Partners, Inc. (GRBK) has a volatility of 14.42%. This indicates that DHI experiences smaller price fluctuations and is considered to be less risky than GRBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
DHI vs. GRBK - Financials Comparison
This section allows you to compare key financial metrics between D.R. Horton, Inc. and Green Brick Partners, 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