PortfoliosLab logoPortfoliosLab logo
ITRN vs. GRBK
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ITRN vs. GRBK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ituran Location and Control Ltd. (ITRN) and Green Brick Partners, Inc. (GRBK). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ITRN vs. GRBK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ITRN
Ituran Location and Control Ltd.
21.53%45.63%21.02%32.47%-18.79%45.32%-22.93%-18.98%-3.46%33.71%
GRBK
Green Brick Partners, Inc.
4.32%10.92%8.76%114.36%-20.11%32.10%100.00%58.56%-35.93%12.44%

Fundamentals

Market Cap

ITRN:

$1.01B

GRBK:

$2.85B

EPS

ITRN:

$2.92

GRBK:

$7.17

PE Ratio

ITRN:

17.39

GRBK:

9.11

PEG Ratio

ITRN:

1.11

GRBK:

0.43

PS Ratio

ITRN:

2.81

GRBK:

1.36

PB Ratio

ITRN:

4.63

GRBK:

1.57

Total Revenue (TTM)

ITRN:

$359.02M

GRBK:

$2.10B

Gross Profit (TTM)

ITRN:

$178.58M

GRBK:

$640.81M

EBITDA (TTM)

ITRN:

$96.64M

GRBK:

$413.40M

Returns By Period

In the year-to-date period, ITRN achieves a 21.53% return, which is significantly higher than GRBK's 4.32% return. Over the past 10 years, ITRN has underperformed GRBK with an annualized return of 13.84%, while GRBK has yielded a comparatively higher 24.26% annualized return.


ITRN

1D
3.49%
1M
10.14%
YTD
21.53%
6M
48.44%
1Y
50.50%
3Y*
39.85%
5Y*
23.25%
10Y*
13.84%

GRBK

1D
1.43%
1M
-9.71%
YTD
4.32%
6M
-14.28%
1Y
11.31%
3Y*
23.08%
5Y*
22.07%
10Y*
24.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

ITRN vs. GRBK — Risk / Return Rank

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

ITRN
ITRN Risk / Return Rank: 8080
Overall Rank
ITRN Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
ITRN Sortino Ratio Rank: 7979
Sortino Ratio Rank
ITRN Omega Ratio Rank: 7878
Omega Ratio Rank
ITRN Calmar Ratio Rank: 7878
Calmar Ratio Rank
ITRN Martin Ratio Rank: 8080
Martin Ratio Rank

GRBK
GRBK Risk / Return Rank: 5050
Overall Rank
GRBK Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
GRBK Sortino Ratio Rank: 4747
Sortino Ratio Rank
GRBK Omega Ratio Rank: 4444
Omega Ratio Rank
GRBK Calmar Ratio Rank: 5353
Calmar Ratio Rank
GRBK Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


ITRNGRBKDifference

Sharpe ratio

Return per unit of total volatility

1.52

0.31

+1.21

Sortino ratio

Return per unit of downside risk

2.12

0.73

+1.39

Omega ratio

Gain probability vs. loss probability

1.27

1.08

+0.19

Calmar ratio

Return relative to maximum drawdown

2.20

0.50

+1.69

Martin ratio

Return relative to average drawdown

6.14

1.14

+5.00

ITRN vs. GRBK - Sharpe Ratio Comparison

The current ITRN Sharpe Ratio is 1.52, which is higher than the GRBK Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of ITRN 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.


Loading graphics...

Sharpe Ratios by Period


ITRNGRBKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

0.31

+1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.50

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.56

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

-0.07

+0.42

Correlation

The correlation between ITRN and GRBK is 0.18, 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.


Dividends

ITRN vs. GRBK - Dividend Comparison

ITRN's dividend yield for the trailing twelve months is around 5.91%, while GRBK has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
ITRN
Ituran Location and Control Ltd.
5.91%4.65%5.01%2.50%2.65%3.37%1.26%3.78%2.96%3.27%3.25%4.12%
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

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.


Loading graphics...

Drawdown Indicators


ITRNGRBKDifference

Max Drawdown

Largest 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 (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 Drawdown

Current decline from peak

0.00%

-71.15%

+71.15%

Average Drawdown

Average peak-to-trough decline

-19.66%

-87.77%

+68.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.21%

10.60%

-2.39%

Volatility

ITRN vs. GRBK - Volatility Comparison

Ituran Location and Control Ltd. (ITRN) has a higher volatility of 14.07% compared to Green Brick Partners, Inc. (GRBK) at 8.70%. 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.


Loading graphics...

Volatility by Period


ITRNGRBKDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.07%

8.70%

+5.37%

Volatility (6M)

Calculated over the trailing 6-month period

22.32%

25.35%

-3.03%

Volatility (1Y)

Calculated over the trailing 1-year period

33.37%

36.06%

-2.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.81%

44.12%

-13.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.33%

43.76%

-10.43%

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.


Quarterly
Annual

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


100.00M200.00M300.00M400.00M500.00M600.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
93.50M
552.61M
(ITRN) Total Revenue
(GRBK) Total Revenue
Values in USD except per share items

ITRN vs. GRBK - Profitability Comparison

The chart below illustrates the profitability comparison between Ituran Location and Control Ltd. and Green Brick Partners, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

25.0%30.0%35.0%40.0%45.0%50.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
50.5%
29.3%
Portfolio components
ITRN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Ituran Location and Control Ltd. reported a gross profit of 47.21M and revenue of 93.50M. Therefore, the gross margin over that period was 50.5%.

GRBK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Green Brick Partners, Inc. reported a gross profit of 162.05M and revenue of 552.61M. Therefore, the gross margin over that period was 29.3%.

ITRN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Ituran Location and Control Ltd. reported an operating income of 20.30M and revenue of 93.50M, resulting in an operating margin of 21.7%.

GRBK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Green Brick Partners, Inc. reported an operating income of 103.49M and revenue of 552.61M, resulting in an operating margin of 18.7%.

ITRN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Ituran Location and Control Ltd. reported a net income of 15.28M and revenue of 93.50M, 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 Apr 2026, Green Brick Partners, Inc. reported a net income of 78.37M and revenue of 552.61M, resulting in a net margin of 14.2%.