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LEN vs. CSCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

LEN vs. CSCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lennar Corporation (LEN) and Cisco Systems, Inc. (CSCO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
8.60%
23.20%
LEN
CSCO

Returns By Period

In the year-to-date period, LEN achieves a 14.33% return, which is significantly lower than CSCO's 17.52% return. Over the past 10 years, LEN has outperformed CSCO with an annualized return of 14.68%, while CSCO has yielded a comparatively lower 11.36% annualized return.


LEN

YTD

14.33%

1M

-6.86%

6M

8.60%

1Y

34.40%

5Y (annualized)

25.11%

10Y (annualized)

14.68%

CSCO

YTD

17.52%

1M

1.61%

6M

23.20%

1Y

24.21%

5Y (annualized)

8.45%

10Y (annualized)

11.36%

Fundamentals


LENCSCO
Market Cap$44.84B$228.44B
EPS$15.04$2.33
PE Ratio11.0524.60
PEG Ratio1.242.59
Total Revenue (TTM)$36.45B$52.98B
Gross Profit (TTM)$16.07B$34.39B
EBITDA (TTM)$5.38B$12.98B

Key characteristics


LENCSCO
Sharpe Ratio1.071.29
Sortino Ratio1.551.93
Omega Ratio1.211.25
Calmar Ratio1.980.97
Martin Ratio4.883.74
Ulcer Index6.73%6.15%
Daily Std Dev30.63%17.88%
Max Drawdown-94.28%-89.26%
Current Drawdown-12.34%-2.84%

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Correlation

-0.50.00.51.00.3

The correlation between LEN and CSCO is 0.29, 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.

Risk-Adjusted Performance

LEN vs. CSCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lennar Corporation (LEN) and Cisco Systems, Inc. (CSCO). 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 LEN, currently valued at 1.07, compared to the broader market-4.00-2.000.002.004.001.071.29
The chart of Sortino ratio for LEN, currently valued at 1.55, compared to the broader market-4.00-2.000.002.004.001.551.93
The chart of Omega ratio for LEN, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.25
The chart of Calmar ratio for LEN, currently valued at 1.98, compared to the broader market0.002.004.006.001.980.97
The chart of Martin ratio for LEN, currently valued at 4.88, compared to the broader market-10.000.0010.0020.0030.004.883.74
LEN
CSCO

The current LEN Sharpe Ratio is 1.07, which is comparable to the CSCO Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of LEN and CSCO, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.07
1.29
LEN
CSCO

Dividends

LEN vs. CSCO - Dividend Comparison

LEN's dividend yield for the trailing twelve months is around 1.19%, less than CSCO's 2.77% yield.


TTM20232022202120202019201820172016201520142013
LEN
Lennar Corporation
1.19%1.01%1.66%0.86%0.82%0.29%0.41%0.25%0.37%0.33%0.36%0.40%
CSCO
Cisco Systems, Inc.
2.77%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%

Drawdowns

LEN vs. CSCO - Drawdown Comparison

The maximum LEN drawdown since its inception was -94.28%, which is greater than CSCO's maximum drawdown of -89.26%. Use the drawdown chart below to compare losses from any high point for LEN and CSCO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.34%
-2.84%
LEN
CSCO

Volatility

LEN vs. CSCO - Volatility Comparison

Lennar Corporation (LEN) has a higher volatility of 8.49% compared to Cisco Systems, Inc. (CSCO) at 4.98%. This indicates that LEN's price experiences larger fluctuations and is considered to be riskier than CSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
8.49%
4.98%
LEN
CSCO

Financials

LEN vs. CSCO - Financials Comparison

This section allows you to compare key financial metrics between Lennar Corporation and Cisco Systems, 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