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

Correlation

The correlation between KBH and TOL is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

KBH vs. TOL - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%NovemberDecember2025FebruaryMarchApril
-28.25%
-33.01%
KBH
TOL

Key characteristics

Sharpe Ratio

KBH:

-0.40

TOL:

-0.52

Sortino Ratio

KBH:

-0.38

TOL:

-0.54

Omega Ratio

KBH:

0.96

TOL:

0.94

Calmar Ratio

KBH:

-0.38

TOL:

-0.47

Martin Ratio

KBH:

-0.86

TOL:

-1.13

Ulcer Index

KBH:

16.89%

TOL:

17.18%

Daily Std Dev

KBH:

35.82%

TOL:

37.26%

Max Drawdown

KBH:

-92.78%

TOL:

-76.39%

Current Drawdown

KBH:

-35.36%

TOL:

-39.78%

Fundamentals

Market Cap

KBH:

$4.13B

TOL:

$10.03B

EPS

KBH:

$8.18

TOL:

$14.51

PE Ratio

KBH:

7.03

TOL:

6.95

PEG Ratio

KBH:

0.63

TOL:

0.73

Total Revenue (TTM)

KBH:

$5.46B

TOL:

$9.36B

Gross Profit (TTM)

KBH:

$1.15B

TOL:

$2.91B

EBITDA (TTM)

KBH:

$659.01M

TOL:

$1.99B

Returns By Period

In the year-to-date period, KBH achieves a -12.12% return, which is significantly higher than TOL's -19.77% return. Over the past 10 years, KBH has outperformed TOL with an annualized return of 15.14%, while TOL has yielded a comparatively lower 11.04% annualized return.


KBH

YTD

-12.12%

1M

-7.12%

6M

-29.14%

1Y

-12.17%

5Y*

31.00%

10Y*

15.14%

TOL

YTD

-19.77%

1M

-8.72%

6M

-32.48%

1Y

-17.55%

5Y*

43.22%

10Y*

11.04%

*Annualized

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Risk-Adjusted Performance

KBH vs. TOL — 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 3333
Overall Rank
The Sharpe Ratio Rank of KBH is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of KBH is 3030
Sortino Ratio Rank
The Omega Ratio Rank of KBH is 3333
Omega Ratio Rank
The Calmar Ratio Rank of KBH is 3131
Calmar Ratio Rank
The Martin Ratio Rank of KBH is 3838
Martin Ratio Rank

TOL
The Risk-Adjusted Performance Rank of TOL is 2727
Overall Rank
The Sharpe Ratio Rank of TOL is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of TOL is 2727
Sortino Ratio Rank
The Omega Ratio Rank of TOL is 2727
Omega Ratio Rank
The Calmar Ratio Rank of TOL is 2626
Calmar Ratio Rank
The Martin Ratio Rank of TOL is 2828
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. TOL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KB Home (KBH) and Toll Brothers, Inc. (TOL). 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 -0.40, compared to the broader market-2.00-1.000.001.002.00
KBH: -0.40
TOL: -0.52
The chart of Sortino ratio for KBH, currently valued at -0.38, compared to the broader market-6.00-4.00-2.000.002.004.00
KBH: -0.38
TOL: -0.54
The chart of Omega ratio for KBH, currently valued at 0.96, compared to the broader market0.501.001.502.00
KBH: 0.96
TOL: 0.94
The chart of Calmar ratio for KBH, currently valued at -0.38, compared to the broader market0.001.002.003.004.00
KBH: -0.38
TOL: -0.47
The chart of Martin ratio for KBH, currently valued at -0.85, compared to the broader market-10.000.0010.0020.00
KBH: -0.86
TOL: -1.13

The current KBH Sharpe Ratio is -0.40, which is comparable to the TOL Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of KBH and TOL, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.40
-0.52
KBH
TOL

Dividends

KBH vs. TOL - Dividend Comparison

KBH's dividend yield for the trailing twelve months is around 1.74%, more than TOL's 0.68% yield.


TTM20242023202220212020201920182017201620152014
KBH
KB Home
1.74%1.45%1.12%1.88%1.34%1.25%0.67%0.52%0.31%0.63%0.81%0.60%
TOL
Toll Brothers, Inc.
0.68%0.71%0.81%1.54%0.86%1.01%1.11%1.25%0.50%0.00%0.00%0.00%

Drawdowns

KBH vs. TOL - Drawdown Comparison

The maximum KBH drawdown since its inception was -92.78%, which is greater than TOL's maximum drawdown of -76.39%. Use the drawdown chart below to compare losses from any high point for KBH and TOL. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-35.36%
-39.78%
KBH
TOL

Volatility

KBH vs. TOL - Volatility Comparison

The current volatility for KB Home (KBH) is 11.02%, while Toll Brothers, Inc. (TOL) has a volatility of 11.78%. This indicates that KBH experiences smaller price fluctuations and is considered to be less risky than TOL 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%NovemberDecember2025FebruaryMarchApril
11.02%
11.78%
KBH
TOL

Financials

KBH vs. TOL - Financials Comparison

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