ITRN vs. GRBK
ITRN (Ituran Location and Control Ltd.) and GRBK (Green Brick Partners, Inc.) are both stocks. ITRN operates in Communication Equipment (Technology), while GRBK operates in Residential Construction (Consumer Cyclical). Over the past 10 years, ITRN returned 15.49%/yr vs 25.07%/yr for GRBK. At a 0.18 correlation, their price movements are largely independent.
Performance
ITRN vs. GRBK - Performance Comparison
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Returns By Period
In the year-to-date period, ITRN achieves a 55.87% return, which is significantly higher than GRBK's 9.56% return. Over the past 10 years, ITRN has underperformed GRBK with an annualized return of 15.49%, while GRBK has yielded a comparatively higher 25.07% annualized return.
ITRN
- 1D
- -1.99%
- 1M
- 11.37%
- YTD
- 55.87%
- 6M
- 70.62%
- 1Y
- 77.77%
- 3Y*
- 48.35%
- 5Y*
- 26.56%
- 10Y*
- 15.49%
GRBK
- 1D
- -0.54%
- 1M
- 6.11%
- YTD
- 9.56%
- 6M
- 1.98%
- 1Y
- 17.33%
- 3Y*
- 10.31%
- 5Y*
- 23.26%
- 10Y*
- 25.07%
ITRN vs. GRBK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITRN Ituran Location and Control Ltd. | 55.87% | 45.63% | 21.02% | 32.47% | -18.79% | 45.32% | -22.93% | -18.98% | -3.46% | 33.71% |
GRBK Green Brick Partners, Inc. | 9.56% | 10.92% | 8.76% | 114.36% | -20.11% | 32.10% | 100.00% | 58.56% | -35.93% | 12.44% |
Correlation
The correlation between ITRN and GRBK is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2007 | 0.18 |
The correlation between ITRN and GRBK shifts across timeframes, from 0.18 (all time) to 0.33 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
ITRN:
$1.29B
GRBK:
$2.99B
ITRN:
$3.03
GRBK:
$6.86
ITRN:
21.48
GRBK:
10.01
ITRN:
1.37
GRBK:
0.47
ITRN:
3.44
GRBK:
1.46
ITRN:
6.21
GRBK:
1.60
ITRN:
$375.23M
GRBK:
$2.06B
ITRN:
$186.00M
GRBK:
$615.58M
ITRN:
$99.51M
GRBK:
$397.80M
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Return for Risk
ITRN vs. GRBK — Risk / Return Rank
ITRN
GRBK
ITRN vs. GRBK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ituran Location and Control Ltd. (ITRN) 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.
| ITRN | GRBK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.99 | ||
| Sortino ratioReturn per unit of downside risk | +2.13 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.11 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 0.73 | +2.68 |
| Martin ratioReturn relative to average drawdown | 10.01 | 1.39 | +8.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ITRN | GRBK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.49 | 0.50 | +1.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.55 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.58 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | -0.06 | +0.45 |
Drawdowns
ITRN vs. GRBK - Drawdown Comparison
The maximum ITRN drawdown since its inception was -68.39%, smaller than the maximum GRBK drawdown of -99.29%. Use the drawdown chart below to compare losses from any high point for ITRN and GRBK.
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Drawdown Indicators
| ITRN | GRBK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.39% | -99.29% | +30.90% |
Max Drawdown (1Y)Largest decline over 1 year | -22.99% | -23.99% | +1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -26.82% | -36.15% | +9.33% |
Max Drawdown (5Y)Largest decline over 5 years | -30.03% | -45.12% | +15.09% |
Max Drawdown (10Y)Largest decline over 10 years | -68.39% | -54.29% | -14.10% |
Current DrawdownCurrent decline from peak | -1.99% | -69.70% | +67.71% |
Average DrawdownAverage peak-to-trough decline | -19.51% | -87.62% | +68.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.91% | 12.53% | -4.62% |
Volatility
ITRN vs. GRBK - Volatility Comparison
Ituran Location and Control Ltd. (ITRN) has a higher volatility of 8.51% compared to Green Brick Partners, Inc. (GRBK) at 7.35%. This indicates that ITRN's price experiences larger fluctuations and is considered to be riskier than GRBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITRN | GRBK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.51% | 7.35% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 22.68% | 23.56% | -0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.40% | 35.07% | -3.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.71% | 42.87% | -12.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.47% | 43.63% | -10.16% |
Dividends
ITRN vs. GRBK - Dividend Comparison
ITRN's dividend yield for the trailing twelve months is around 4.61%, while GRBK has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ITRN Ituran Location and Control Ltd. | 4.61% | 4.65% | 5.01% | 2.50% | 2.65% | 3.37% | 1.26% | 3.78% | 2.96% | 3.27% | 3.25% | 4.12% |
Financials
ITRN vs. GRBK - Financials Comparison
This section allows you to compare key financial metrics between Ituran Location and Control Ltd. 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
ITRN vs. GRBK - Profitability Comparison
ITRN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ituran Location and Control Ltd. reported a gross profit of 49.44M and revenue of 102.67M. Therefore, the gross margin over that period was 48.2%.
GRBK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Green Brick Partners, Inc. reported a gross profit of 131.72M and revenue of 455.99M. Therefore, the gross margin over that period was 28.9%.
ITRN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ituran Location and Control Ltd. reported an operating income of 22.06M and revenue of 102.67M, resulting in an operating margin of 21.5%.
GRBK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Green Brick Partners, Inc. reported an operating income of 131.72M and revenue of 455.99M, resulting in an operating margin of 28.9%.
ITRN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ituran Location and Control Ltd. reported a net income of 16.77M and revenue of 102.67M, resulting in a net margin of 16.3%.
GRBK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Green Brick Partners, Inc. reported a net income of 60.95M and revenue of 455.99M, resulting in a net margin of 13.4%.
Frequently Asked Questions
ITRN and GRBK have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ITRN has higher volatility (8.51%) compared to GRBK (7.35%). In terms of maximum drawdown, ITRN dropped -68.39% vs GRBK's -99.29%.
ITRN currently has the higher Sharpe Ratio (2.49 vs 0.50), 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.
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