ITB vs. TPH
Compare and contrast key facts about iShares U.S. Home Construction ETF (ITB) and Tri Pointe Homes, Inc. (TPH).
ITB is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Home Construction Index. It was launched on May 1, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ITB or TPH.
Key characteristics
| ITB | TPH | |
|---|---|---|
| YTD Return | 4.96% | 11.50% |
| 1Y Return | 41.10% | 33.43% |
| 3Y Return (Ann) | 12.20% | 15.25% |
| 5Y Return (Ann) | 23.67% | 24.56% |
| 10Y Return (Ann) | 17.11% | 9.06% |
| Sharpe Ratio | 1.64 | 0.98 |
| Daily Std Dev | 25.03% | 34.35% |
| Max Drawdown | -86.53% | -70.06% |
| Current Drawdown | -7.89% | -0.35% |
Correlation
The correlation between ITB and TPH is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ITB vs. TPH - Performance Comparison
In the year-to-date period, ITB achieves a 4.96% return, which is significantly lower than TPH's 11.50% return. Over the past 10 years, ITB has outperformed TPH with an annualized return of 17.11%, while TPH has yielded a comparatively lower 9.06% 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
ITB vs. TPH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Home Construction ETF (ITB) and Tri Pointe Homes, Inc. (TPH). 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
ITB vs. TPH - Dividend Comparison
ITB's dividend yield for the trailing twelve months is around 0.46%, while TPH has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITB iShares U.S. Home Construction ETF | 0.46% | 0.48% | 0.86% | 0.37% | 0.46% | 0.50% | 0.63% | 0.28% | 0.43% | 0.34% | 0.34% | 0.12% |
TPH Tri Pointe Homes, 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
ITB vs. TPH - Drawdown Comparison
The maximum ITB drawdown since its inception was -86.53%, which is greater than TPH's maximum drawdown of -70.06%. Use the drawdown chart below to compare losses from any high point for ITB and TPH. For additional features, visit the drawdowns tool.
Volatility
ITB vs. TPH - Volatility Comparison
The current volatility for iShares U.S. Home Construction ETF (ITB) is 7.61%, while Tri Pointe Homes, Inc. (TPH) has a volatility of 9.07%. This indicates that ITB experiences smaller price fluctuations and is considered to be less risky than TPH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.