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KBH vs. MDGL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KBH and MDGL is 0.26, 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.


-0.50.00.51.00.3

Performance

KBH vs. MDGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KB Home (KBH) and Madrigal Pharmaceuticals, Inc. (MDGL). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
55.56%
-3.05%
KBH
MDGL

Key characteristics

Sharpe Ratio

KBH:

0.25

MDGL:

0.61

Sortino Ratio

KBH:

0.62

MDGL:

1.39

Omega Ratio

KBH:

1.07

MDGL:

1.17

Calmar Ratio

KBH:

0.33

MDGL:

0.68

Martin Ratio

KBH:

1.14

MDGL:

2.53

Ulcer Index

KBH:

7.77%

MDGL:

15.63%

Daily Std Dev

KBH:

34.97%

MDGL:

64.36%

Max Drawdown

KBH:

-92.78%

MDGL:

-98.40%

Current Drawdown

KBH:

-26.29%

MDGL:

-24.74%

Fundamentals

Market Cap

KBH:

$5.17B

MDGL:

$6.78B

EPS

KBH:

$7.79

MDGL:

-$25.03

PEG Ratio

KBH:

0.63

MDGL:

0.00

Total Revenue (TTM)

KBH:

$4.93B

MDGL:

$77.58M

Gross Profit (TTM)

KBH:

$1.05B

MDGL:

$74.22M

EBITDA (TTM)

KBH:

$599.55M

MDGL:

-$502.65M

Returns By Period

In the year-to-date period, KBH achieves a 6.87% return, which is significantly lower than MDGL's 33.30% return. Over the past 10 years, KBH has outperformed MDGL with an annualized return of 16.40%, while MDGL has yielded a comparatively lower 12.97% annualized return.


KBH

YTD

6.87%

1M

-15.53%

6M

-6.03%

1Y

7.61%

5Y*

15.92%

10Y*

16.40%

MDGL

YTD

33.30%

1M

-2.73%

6M

10.78%

1Y

38.75%

5Y*

28.12%

10Y*

12.97%

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

KBH vs. MDGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KB Home (KBH) and Madrigal Pharmaceuticals, Inc. (MDGL). 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 KBH, currently valued at 0.25, compared to the broader market-4.00-2.000.002.000.250.61
The chart of Sortino ratio for KBH, currently valued at 0.62, compared to the broader market-4.00-2.000.002.004.000.621.39
The chart of Omega ratio for KBH, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.17
The chart of Calmar ratio for KBH, currently valued at 0.33, compared to the broader market0.002.004.006.000.330.68
The chart of Martin ratio for KBH, currently valued at 1.14, compared to the broader market-5.000.005.0010.0015.0020.0025.001.142.53
KBH
MDGL

The current KBH Sharpe Ratio is 0.25, which is lower than the MDGL Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of KBH and MDGL, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.25
0.61
KBH
MDGL

Dividends

KBH vs. MDGL - Dividend Comparison

KBH's dividend yield for the trailing twelve months is around 1.44%, while MDGL has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
KBH
KB Home
1.44%1.12%1.88%1.34%1.25%0.67%0.52%0.31%0.63%0.81%0.60%0.55%
MDGL
Madrigal Pharmaceuticals, 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

KBH vs. MDGL - Drawdown Comparison

The maximum KBH drawdown since its inception was -92.78%, smaller than the maximum MDGL drawdown of -98.40%. Use the drawdown chart below to compare losses from any high point for KBH and MDGL. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-26.29%
-24.74%
KBH
MDGL

Volatility

KBH vs. MDGL - Volatility Comparison

KB Home (KBH) and Madrigal Pharmaceuticals, Inc. (MDGL) have volatilities of 11.43% and 11.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
11.43%
11.87%
KBH
MDGL

Financials

KBH vs. MDGL - Financials Comparison

This section allows you to compare key financial metrics between KB Home and Madrigal Pharmaceuticals, 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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