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KBH vs. NVR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KBH vs. NVR - Performance Comparison

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

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Returns By Period

In the year-to-date period, KBH achieves a -7.96% return, which is significantly higher than NVR's -15.25% return. Over the past 10 years, KBH has outperformed NVR with an annualized return of 15.29%, while NVR has yielded a comparatively lower 13.66% annualized return.


KBH

1D
0.67%
1M
0.53%
YTD
-7.96%
6M
-19.20%
1Y
2.68%
3Y*
5.68%
5Y*
4.25%
10Y*
15.29%

NVR

1D
0.97%
1M
0.44%
YTD
-15.25%
6M
-18.68%
1Y
-12.24%
3Y*
2.67%
5Y*
5.42%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KBH vs. NVR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KBH
KB Home
-7.96%-12.72%6.64%99.04%-27.48%35.29%-0.86%82.31%-39.98%103.05%
NVR
NVR, Inc.
-15.25%-10.83%16.83%51.77%-21.94%44.83%7.13%56.28%-30.53%110.20%

Correlation

The correlation between KBH and NVR is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.78

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (10Y)
Calculated over the trailing 10-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Nov 6, 1987

0.47

Over the past year, KBH and NVR have become more correlated (0.78) than their long-term average of 0.47, meaning their price movements have been converging.

Fundamentals

Market Cap

KBH:

$3.28B

NVR:

$18.10B

EPS

KBH:

$5.38

NVR:

$408.34

PE Ratio

KBH:

9.56

NVR:

15.14

PEG Ratio

KBH:

1.87

NVR:

1.47

PS Ratio

KBH:

0.57

NVR:

1.94

PB Ratio

KBH:

0.72

NVR:

5.18

Total Revenue (TTM)

KBH:

$5.92B

NVR:

$9.66B

Gross Profit (TTM)

KBH:

$893.19M

NVR:

$2.17B

EBITDA (TTM)

KBH:

$477.26M

NVR:

$1.60B

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Return for Risk

KBH vs. NVR — Risk / Return Rank

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

KBH
KBH Risk / Return Rank: 4040
Overall Rank
KBH Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
KBH Sortino Ratio Rank: 3838
Sortino Ratio Rank
KBH Omega Ratio Rank: 3737
Omega Ratio Rank
KBH Calmar Ratio Rank: 4141
Calmar Ratio Rank
KBH Martin Ratio Rank: 4141
Martin Ratio Rank

NVR
NVR Risk / Return Rank: 2222
Overall Rank
NVR Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
NVR Sortino Ratio Rank: 1919
Sortino Ratio Rank
NVR Omega Ratio Rank: 2020
Omega Ratio Rank
NVR Calmar Ratio Rank: 2828
Calmar Ratio Rank
NVR Martin Ratio Rank: 2323
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.

KBH vs. NVR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KB Home (KBH) and NVR, Inc. (NVR). 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.


KBHNVRDifference

Sharpe ratio

Return per unit of total volatility

0.07

-0.45

+0.53

Sortino ratio

Return per unit of downside risk

0.39

-0.49

+0.88

Omega ratio

Gain probability vs. loss probability

1.04

0.94

+0.10

Calmar ratio

Return relative to maximum drawdown

0.05

-0.38

+0.42

Martin ratio

Return relative to average drawdown

0.11

-0.87

+0.98

KBH vs. NVR - Sharpe Ratio Comparison

The current KBH Sharpe Ratio is 0.07, which is higher than the NVR Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of KBH and NVR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


KBHNVRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

-0.45

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.20

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.43

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.05

+0.11

Drawdowns

KBH vs. NVR - Drawdown Comparison

The maximum KBH drawdown since its inception was -92.78%, roughly equal to the maximum NVR drawdown of -96.47%. Use the drawdown chart below to compare losses from any high point for KBH and NVR.


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Drawdown Indicators


KBHNVRDifference

Max Drawdown

Largest peak-to-trough decline

-92.78%

-96.47%

+3.69%

Max Drawdown (1Y)

Largest decline over 1 year

-32.85%

-34.88%

+2.03%

Max Drawdown (3Y)

Largest decline over 3 years

-48.27%

-43.94%

-4.33%

Max Drawdown (5Y)

Largest decline over 5 years

-48.27%

-43.94%

-4.33%

Max Drawdown (10Y)

Largest decline over 10 years

-72.38%

-46.13%

-26.25%

Current Drawdown

Current decline from peak

-40.90%

-37.72%

-3.18%

Average Drawdown

Average peak-to-trough decline

-43.55%

-23.54%

-20.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.75%

15.04%

-1.29%

Volatility

KBH vs. NVR - Volatility Comparison

KB Home (KBH) has a higher volatility of 12.02% compared to NVR, Inc. (NVR) at 7.84%. This indicates that KBH's price experiences larger fluctuations and is considered to be riskier than NVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KBHNVRDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.02%

7.84%

+4.18%

Volatility (6M)

Calculated over the trailing 6-month period

26.24%

19.93%

+6.31%

Volatility (1Y)

Calculated over the trailing 1-year period

36.66%

27.24%

+9.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.09%

27.54%

+10.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.68%

31.95%

+12.73%

Dividends

KBH vs. NVR - Dividend Comparison

KBH's dividend yield for the trailing twelve months is around 1.94%, while NVR has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
KBH
KB Home
1.94%1.77%1.45%1.12%1.88%1.34%1.25%1.14%0.52%0.31%0.63%0.81%
NVR
NVR, 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%

Financials

KBH vs. NVR - Financials Comparison

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


1.00B1.50B2.00B2.50B3.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
1.08B
1.83B
(KBH) Total Revenue
(NVR) Total Revenue
Values in USD except per share items

KBH vs. NVR - Profitability Comparison

The chart below illustrates the profitability comparison between KB Home and NVR, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%5.0%10.0%15.0%20.0%25.0%30.0%35.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober20260
19.6%
Portfolio components
KBH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, KB Home reported a gross profit of 0.00 and revenue of 1.08B. Therefore, the gross margin over that period was 0.0%.

NVR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NVR, Inc. reported a gross profit of 360.34M and revenue of 1.83B. Therefore, the gross margin over that period was 19.6%.

KBH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, KB Home reported an operating income of 32.99M and revenue of 1.08B, resulting in an operating margin of 3.1%.

NVR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NVR, Inc. reported an operating income of 203.37M and revenue of 1.83B, resulting in an operating margin of 11.1%.

KBH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, KB Home reported a net income of 33.42M and revenue of 1.08B, resulting in a net margin of 3.1%.

NVR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NVR, Inc. reported a net income of 198.36M and revenue of 1.83B, resulting in a net margin of 10.8%.


Frequently Asked Questions


KBH and NVR have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KBH has higher volatility (12.02%) compared to NVR (7.84%). In terms of maximum drawdown, KBH dropped -92.78% vs NVR's -96.47%.

KBH currently has the higher Sharpe Ratio (0.07 vs -0.45), 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.

Portfolio Optimizer

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