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IBP vs. EXP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IBP and EXP is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

IBP vs. EXP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Installed Building Products, Inc. (IBP) and Eagle Materials Inc. (EXP). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,383.43%
216.57%
IBP
EXP

Key characteristics

Sharpe Ratio

IBP:

-0.02

EXP:

0.75

Sortino Ratio

IBP:

0.29

EXP:

1.22

Omega Ratio

IBP:

1.04

EXP:

1.15

Calmar Ratio

IBP:

-0.02

EXP:

1.06

Martin Ratio

IBP:

-0.06

EXP:

2.59

Ulcer Index

IBP:

14.59%

EXP:

9.14%

Daily Std Dev

IBP:

44.93%

EXP:

31.39%

Max Drawdown

IBP:

-61.75%

EXP:

-79.52%

Current Drawdown

IBP:

-33.93%

EXP:

-21.18%

Fundamentals

Market Cap

IBP:

$5.36B

EXP:

$8.94B

EPS

IBP:

$9.00

EXP:

$14.15

PE Ratio

IBP:

21.34

EXP:

18.83

PEG Ratio

IBP:

1.20

EXP:

2.51

Total Revenue (TTM)

IBP:

$2.91B

EXP:

$2.27B

Gross Profit (TTM)

IBP:

$956.40M

EXP:

$691.02M

EBITDA (TTM)

IBP:

$513.76M

EXP:

$789.89M

Returns By Period

In the year-to-date period, IBP achieves a -1.34% return, which is significantly lower than EXP's 22.89% return. Over the past 10 years, IBP has outperformed EXP with an annualized return of 26.62%, while EXP has yielded a comparatively lower 13.06% annualized return.


IBP

YTD

-1.34%

1M

-14.48%

6M

-9.75%

1Y

-2.80%

5Y*

22.29%

10Y*

26.62%

EXP

YTD

22.89%

1M

-17.23%

6M

14.91%

1Y

23.66%

5Y*

23.13%

10Y*

13.06%

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

IBP vs. EXP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Installed Building Products, Inc. (IBP) and Eagle Materials Inc. (EXP). 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.


Sharpe ratio
The chart of Sharpe ratio for IBP, currently valued at -0.02, compared to the broader market-4.00-2.000.002.00-0.020.75
The chart of Sortino ratio for IBP, currently valued at 0.29, compared to the broader market-4.00-2.000.002.004.000.291.22
The chart of Omega ratio for IBP, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.15
The chart of Calmar ratio for IBP, currently valued at -0.02, compared to the broader market0.002.004.006.00-0.021.06
The chart of Martin ratio for IBP, currently valued at -0.06, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.062.59
IBP
EXP

The current IBP Sharpe Ratio is -0.02, which is lower than the EXP Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of IBP and EXP, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.02
0.75
IBP
EXP

Dividends

IBP vs. EXP - Dividend Comparison

IBP's dividend yield for the trailing twelve months is around 1.69%, more than EXP's 0.40% yield.


TTM20232022202120202019201820172016201520142013
IBP
Installed Building Products, Inc.
1.69%1.21%2.52%0.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EXP
Eagle Materials Inc.
0.40%0.49%0.75%0.45%0.10%0.44%0.66%0.35%0.41%0.66%0.53%0.52%

Drawdowns

IBP vs. EXP - Drawdown Comparison

The maximum IBP drawdown since its inception was -61.75%, smaller than the maximum EXP drawdown of -79.52%. Use the drawdown chart below to compare losses from any high point for IBP and EXP. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-33.93%
-21.18%
IBP
EXP

Volatility

IBP vs. EXP - Volatility Comparison

Installed Building Products, Inc. (IBP) has a higher volatility of 14.02% compared to Eagle Materials Inc. (EXP) at 7.59%. This indicates that IBP's price experiences larger fluctuations and is considered to be riskier than EXP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
14.02%
7.59%
IBP
EXP

Financials

IBP vs. EXP - Financials Comparison

This section allows you to compare key financial metrics between Installed Building Products, Inc. and Eagle Materials 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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