PortfoliosLab logo
DHI vs. GRBK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DHI and GRBK is 0.29, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

DHI vs. GRBK - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
637.67%
-60.31%
DHI
GRBK

Key characteristics

Sharpe Ratio

DHI:

-0.44

GRBK:

0.14

Sortino Ratio

DHI:

-0.45

GRBK:

0.48

Omega Ratio

DHI:

0.95

GRBK:

1.06

Calmar Ratio

DHI:

-0.37

GRBK:

0.08

Martin Ratio

DHI:

-0.72

GRBK:

0.27

Ulcer Index

DHI:

20.82%

GRBK:

19.25%

Daily Std Dev

DHI:

34.31%

GRBK:

37.86%

Max Drawdown

DHI:

-88.85%

GRBK:

-99.36%

Current Drawdown

DHI:

-36.45%

GRBK:

-63.18%

Fundamentals

Market Cap

DHI:

$38.72B

GRBK:

$2.58B

EPS

DHI:

$13.19

GRBK:

$8.45

PE Ratio

DHI:

9.44

GRBK:

6.81

PEG Ratio

DHI:

1.59

GRBK:

0.76

PS Ratio

DHI:

1.10

GRBK:

1.23

PB Ratio

DHI:

1.57

GRBK:

1.62

Total Revenue (TTM)

DHI:

$35.32B

GRBK:

$1.65B

Gross Profit (TTM)

DHI:

$14.84B

GRBK:

$554.02M

EBITDA (TTM)

DHI:

$4.46B

GRBK:

$388.88M

Returns By Period

In the year-to-date period, DHI achieves a -10.65% return, which is significantly lower than GRBK's 1.86% return. Over the past 10 years, DHI has underperformed GRBK with an annualized return of 18.33%, while GRBK has yielded a comparatively higher 21.28% annualized return.


DHI

YTD

-10.65%

1M

-4.24%

6M

-30.14%

1Y

-13.51%

5Y*

25.56%

10Y*

18.33%

GRBK

YTD

1.86%

1M

-3.29%

6M

-23.24%

1Y

3.51%

5Y*

50.30%

10Y*

21.28%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DHI vs. GRBK — Risk-Adjusted Performance Rank

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

DHI
The Risk-Adjusted Performance Rank of DHI is 2929
Overall Rank
The Sharpe Ratio Rank of DHI is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of DHI is 2525
Sortino Ratio Rank
The Omega Ratio Rank of DHI is 2727
Omega Ratio Rank
The Calmar Ratio Rank of DHI is 2929
Calmar Ratio Rank
The Martin Ratio Rank of DHI is 3737
Martin Ratio Rank

GRBK
The Risk-Adjusted Performance Rank of GRBK is 5454
Overall Rank
The Sharpe Ratio Rank of GRBK is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of GRBK is 5151
Sortino Ratio Rank
The Omega Ratio Rank of GRBK is 5050
Omega Ratio Rank
The Calmar Ratio Rank of GRBK is 5757
Calmar Ratio Rank
The Martin Ratio Rank of GRBK is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for DHI, currently valued at -0.44, compared to the broader market-2.00-1.000.001.002.003.00
DHI: -0.44
GRBK: 0.14
The chart of Sortino ratio for DHI, currently valued at -0.45, compared to the broader market-6.00-4.00-2.000.002.004.00
DHI: -0.45
GRBK: 0.48
The chart of Omega ratio for DHI, currently valued at 0.95, compared to the broader market0.501.001.502.00
DHI: 0.95
GRBK: 1.06
The chart of Calmar ratio for DHI, currently valued at -0.37, compared to the broader market0.001.002.003.004.005.00
DHI: -0.37
GRBK: 0.08
The chart of Martin ratio for DHI, currently valued at -0.72, compared to the broader market-5.000.005.0010.0015.0020.00
DHI: -0.72
GRBK: 0.27

The current DHI Sharpe Ratio is -0.44, which is lower than the GRBK Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of DHI and GRBK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.44
0.14
DHI
GRBK

Dividends

DHI vs. GRBK - Dividend Comparison

DHI's dividend yield for the trailing twelve months is around 1.12%, while GRBK has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
DHI
D.R. Horton, Inc.
1.12%0.93%0.69%1.04%0.76%1.05%1.18%1.51%0.83%1.24%0.84%0.80%
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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-36.45%
-63.18%
DHI
GRBK

Volatility

DHI vs. GRBK - Volatility Comparison

D.R. Horton, Inc. (DHI) and Green Brick Partners, Inc. (GRBK) have volatilities of 13.47% and 13.59%, 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.


6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.47%
13.59%
DHI
GRBK

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.


Quarterly
Annual

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


Values in USD except per share items