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KBH vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KBH and VOO is 0.50, 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.


-0.50.00.51.00.5

Performance

KBH vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KB Home (KBH) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

500.00%550.00%600.00%650.00%700.00%750.00%800.00%850.00%JulyAugustSeptemberOctoberNovemberDecember
566.84%
602.93%
KBH
VOO

Key characteristics

Sharpe Ratio

KBH:

0.25

VOO:

2.25

Sortino Ratio

KBH:

0.62

VOO:

2.98

Omega Ratio

KBH:

1.07

VOO:

1.42

Calmar Ratio

KBH:

0.33

VOO:

3.31

Martin Ratio

KBH:

1.14

VOO:

14.77

Ulcer Index

KBH:

7.77%

VOO:

1.90%

Daily Std Dev

KBH:

34.97%

VOO:

12.46%

Max Drawdown

KBH:

-92.78%

VOO:

-33.99%

Current Drawdown

KBH:

-26.29%

VOO:

-2.47%

Returns By Period

In the year-to-date period, KBH achieves a 6.87% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, KBH has outperformed VOO with an annualized return of 16.40%, while VOO has yielded a comparatively lower 13.08% annualized return.


KBH

YTD

6.87%

1M

-15.53%

6M

-6.03%

1Y

7.61%

5Y*

15.92%

10Y*

16.40%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

KBH vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KB Home (KBH) and Vanguard S&P 500 ETF (VOO). 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-4.00-2.000.002.000.252.25
The chart of Sortino ratio for KBH, currently valued at 0.62, compared to the broader market-4.00-2.000.002.004.000.622.98
The chart of Omega ratio for KBH, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.42
The chart of Calmar ratio for KBH, currently valued at 0.33, compared to the broader market0.002.004.006.000.333.31
The chart of Martin ratio for KBH, currently valued at 1.14, compared to the broader market-5.000.005.0010.0015.0020.0025.001.1414.77
KBH
VOO

The current KBH Sharpe Ratio is 0.25, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of KBH and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.25
2.25
KBH
VOO

Dividends

KBH vs. VOO - Dividend Comparison

KBH's dividend yield for the trailing twelve months is around 1.44%, more than VOO's 0.91% yield.


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%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

KBH vs. VOO - Drawdown Comparison

The maximum KBH drawdown since its inception was -92.78%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for KBH and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-26.29%
-2.47%
KBH
VOO

Volatility

KBH vs. VOO - Volatility Comparison

KB Home (KBH) has a higher volatility of 11.43% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that KBH's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
11.43%
3.75%
KBH
VOO
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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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