ITRN vs. GRBK

Last updated Jun 4, 2026

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

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.

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Market Cap ITRN : $1.29B GRBK : $2.99B
EPS ITRN : $3.03 GRBK : $6.86
PE Ratio ITRN : 21.48 GRBK : 10.01
PEG Ratio ITRN : 1.37 GRBK : 0.47
PS Ratio ITRN : 3.44 GRBK : 1.46
PB Ratio ITRN : 6.21 GRBK : 1.60
Total Revenue (TTM) ITRN : $375.23M GRBK : $2.06B
Gross Profit (TTM) ITRN : $186.00M GRBK : $615.58M
EBITDA (TTM) ITRN : $99.51M GRBK : $397.80M

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: 88
ITRN Sharpe Ratio Rank: 92
ITRN Sortino Ratio Rank: 89
ITRN Omega Ratio Rank: 88
ITRN Calmar Ratio Rank: 85
ITRN Martin Ratio Rank: 87

GRBK

GRBK Risk / Return Rank: 54
GRBK Sharpe Ratio Rank: 58
GRBK Sortino Ratio Rank: 53
GRBK Omega Ratio Rank: 50
GRBK Calmar Ratio Rank: 56
GRBK Martin Ratio Rank: 55

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.

	ITRN	GRBK	Difference
Sharpe ratio Return per unit of total volatility	2.49	0.50	+1.99
Sortino ratio Return per unit of downside risk	3.12	0.99	+2.13
Omega ratio Gain probability vs. loss probability	1.41	1.11	+0.30
Calmar ratio Return relative to maximum drawdown	3.40	0.73	+2.68
Martin ratio Return 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.

ITRN vs. GRBK - Sharpe Ratio Comparison

The current ITRN Sharpe Ratio is 2.49, which is higher than the GRBK Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of ITRN and GRBK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	ITRN	GRBK	Difference
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 (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 Drawdown Current decline from peak	-1.99%	-69.70%	+67.71%
Average Drawdown Average peak-to-trough decline	-19.51%	-87.62%	+68.11%
Ulcer Index Depth 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.

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 - 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.

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

Can I hold both ITRN and GRBK in my portfolio?

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.

Which is riskier, ITRN or GRBK?

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%.

Which has better risk-adjusted returns?

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.