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

Correlation

The correlation between KBH and NVR is 0.35, 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.


-0.50.00.51.0
Correlation: 0.4

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.

2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%NovemberDecember2025FebruaryMarchApril
1,984.47%
2,826.11%
KBH
NVR

Key characteristics

Sharpe Ratio

KBH:

-0.47

NVR:

-0.38

Sortino Ratio

KBH:

-0.48

NVR:

-0.40

Omega Ratio

KBH:

0.95

NVR:

0.96

Calmar Ratio

KBH:

-0.39

NVR:

-0.30

Martin Ratio

KBH:

-0.88

NVR:

-0.66

Ulcer Index

KBH:

19.42%

NVR:

14.73%

Daily Std Dev

KBH:

36.62%

NVR:

25.75%

Max Drawdown

KBH:

-92.78%

NVR:

-97.91%

Current Drawdown

KBH:

-39.67%

NVR:

-28.75%

Fundamentals

Market Cap

KBH:

$3.85B

NVR:

$21.04B

EPS

KBH:

$8.18

NVR:

$485.19

PE Ratio

KBH:

6.56

NVR:

14.73

PEG Ratio

KBH:

0.63

NVR:

4.89

PS Ratio

KBH:

0.56

NVR:

1.96

PB Ratio

KBH:

0.95

NVR:

5.32

Total Revenue (TTM)

KBH:

$6.85B

NVR:

$8.15B

Gross Profit (TTM)

KBH:

$1.44B

NVR:

$2.02B

EBITDA (TTM)

KBH:

$786.35M

NVR:

$1.68B

Returns By Period

In the year-to-date period, KBH achieves a -17.99% return, which is significantly lower than NVR's -13.54% return. Over the past 10 years, KBH has underperformed NVR with an annualized return of 14.88%, while NVR has yielded a comparatively higher 18.00% annualized return.


KBH

YTD

-17.99%

1M

-9.15%

6M

-30.72%

1Y

-15.29%

5Y*

21.22%

10Y*

14.88%

NVR

YTD

-13.54%

1M

-3.33%

6M

-24.21%

1Y

-8.46%

5Y*

20.01%

10Y*

18.00%

*Annualized

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Risk-Adjusted Performance

KBH vs. NVR — Risk-Adjusted Performance Rank

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

KBH
The Risk-Adjusted Performance Rank of KBH is 2727
Overall Rank
The Sharpe Ratio Rank of KBH is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of KBH is 2424
Sortino Ratio Rank
The Omega Ratio Rank of KBH is 2626
Omega Ratio Rank
The Calmar Ratio Rank of KBH is 2727
Calmar Ratio Rank
The Martin Ratio Rank of KBH is 3232
Martin Ratio Rank

NVR
The Risk-Adjusted Performance Rank of NVR is 3131
Overall Rank
The Sharpe Ratio Rank of NVR is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of NVR is 2626
Sortino Ratio Rank
The Omega Ratio Rank of NVR is 2828
Omega Ratio Rank
The Calmar Ratio Rank of NVR is 3232
Calmar Ratio Rank
The Martin Ratio Rank of NVR is 3737
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KBH vs. NVR - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for KBH, currently valued at -0.47, compared to the broader market-2.00-1.000.001.002.003.00
KBH: -0.47
NVR: -0.38
The chart of Sortino ratio for KBH, currently valued at -0.48, compared to the broader market-6.00-4.00-2.000.002.004.00
KBH: -0.48
NVR: -0.40
The chart of Omega ratio for KBH, currently valued at 0.95, compared to the broader market0.501.001.502.00
KBH: 0.95
NVR: 0.96
The chart of Calmar ratio for KBH, currently valued at -0.39, compared to the broader market0.001.002.003.004.005.00
KBH: -0.39
NVR: -0.30
The chart of Martin ratio for KBH, currently valued at -0.88, compared to the broader market-5.000.005.0010.0015.0020.00
KBH: -0.88
NVR: -0.66

The current KBH Sharpe Ratio is -0.47, which is comparable to the NVR Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of KBH and NVR, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.47
-0.38
KBH
NVR

Dividends

KBH vs. NVR - Dividend Comparison

KBH's dividend yield for the trailing twelve months is around 1.86%, while NVR has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
KBH
KB Home
1.86%1.45%1.12%1.88%1.34%1.25%0.67%0.52%0.31%0.63%0.81%0.60%
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%

Drawdowns

KBH vs. NVR - Drawdown Comparison

The maximum KBH drawdown since its inception was -92.78%, smaller than the maximum NVR drawdown of -97.91%. Use the drawdown chart below to compare losses from any high point for KBH and NVR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-39.67%
-28.75%
KBH
NVR

Volatility

KBH vs. NVR - Volatility Comparison

KB Home (KBH) has a higher volatility of 13.86% compared to NVR, Inc. (NVR) at 12.24%. 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.


6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
13.86%
12.24%
KBH
NVR

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


Values in USD except per share items