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

Correlation

The correlation between LEN and DHI is 0.48, 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: 0.5

Performance

LEN vs. DHI - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%NovemberDecember2025FebruaryMarchApril
2,011.72%
11,164.24%
LEN
DHI

Key characteristics

Sharpe Ratio

LEN:

-0.85

DHI:

-0.44

Sortino Ratio

LEN:

-1.13

DHI:

-0.45

Omega Ratio

LEN:

0.87

DHI:

0.95

Calmar Ratio

LEN:

-0.62

DHI:

-0.37

Martin Ratio

LEN:

-1.29

DHI:

-0.72

Ulcer Index

LEN:

21.37%

DHI:

20.82%

Daily Std Dev

LEN:

32.46%

DHI:

34.31%

Max Drawdown

LEN:

-94.28%

DHI:

-88.85%

Current Drawdown

LEN:

-41.58%

DHI:

-36.45%

Fundamentals

Market Cap

LEN:

$28.63B

DHI:

$38.72B

EPS

LEN:

$13.70

DHI:

$13.19

PE Ratio

LEN:

7.86

DHI:

9.44

PEG Ratio

LEN:

1.48

DHI:

1.59

PS Ratio

LEN:

0.80

DHI:

1.10

PB Ratio

LEN:

1.25

DHI:

1.57

Total Revenue (TTM)

LEN:

$35.76B

DHI:

$35.32B

Gross Profit (TTM)

LEN:

$5.28B

DHI:

$14.84B

EBITDA (TTM)

LEN:

$4.73B

DHI:

$4.46B

Returns By Period

In the year-to-date period, LEN achieves a -17.79% return, which is significantly lower than DHI's -10.65% return. Over the past 10 years, LEN has underperformed DHI with an annualized return of 10.46%, while DHI has yielded a comparatively higher 18.59% annualized return.


LEN

YTD

-17.79%

1M

-5.09%

6M

-35.30%

1Y

-26.88%

5Y*

19.26%

10Y*

10.46%

DHI

YTD

-10.65%

1M

-1.14%

6M

-30.14%

1Y

-13.51%

5Y*

22.88%

10Y*

18.59%

*Annualized

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Risk-Adjusted Performance

LEN vs. DHI — Risk-Adjusted Performance Rank

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

LEN
The Risk-Adjusted Performance Rank of LEN is 1212
Overall Rank
The Sharpe Ratio Rank of LEN is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of LEN is 1111
Sortino Ratio Rank
The Omega Ratio Rank of LEN is 1313
Omega Ratio Rank
The Calmar Ratio Rank of LEN is 1313
Calmar Ratio Rank
The Martin Ratio Rank of LEN is 1616
Martin Ratio Rank

DHI
The Risk-Adjusted Performance Rank of DHI is 2929
Overall Rank
The Sharpe Ratio Rank of DHI is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of DHI is 2525
Sortino Ratio Rank
The Omega Ratio Rank of DHI is 2626
Omega Ratio Rank
The Calmar Ratio Rank of DHI is 2929
Calmar Ratio Rank
The Martin Ratio Rank of DHI 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.

LEN vs. DHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lennar Corporation (LEN) and D.R. Horton, Inc. (DHI). 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 LEN, currently valued at -0.85, compared to the broader market-2.00-1.000.001.002.003.00
LEN: -0.85
DHI: -0.44
The chart of Sortino ratio for LEN, currently valued at -1.13, compared to the broader market-6.00-4.00-2.000.002.004.00
LEN: -1.13
DHI: -0.45
The chart of Omega ratio for LEN, currently valued at 0.87, compared to the broader market0.501.001.502.00
LEN: 0.87
DHI: 0.95
The chart of Calmar ratio for LEN, currently valued at -0.62, compared to the broader market0.001.002.003.004.005.00
LEN: -0.62
DHI: -0.37
The chart of Martin ratio for LEN, currently valued at -1.29, compared to the broader market-5.000.005.0010.0015.0020.00
LEN: -1.29
DHI: -0.72

The current LEN Sharpe Ratio is -0.85, which is lower than the DHI Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of LEN and DHI, 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-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-0.85
-0.44
LEN
DHI

Dividends

LEN vs. DHI - Dividend Comparison

LEN's dividend yield for the trailing twelve months is around 1.83%, more than DHI's 1.12% yield.


TTM20242023202220212020201920182017201620152014
LEN
Lennar Corporation
1.83%1.47%1.01%1.66%0.86%0.82%0.29%0.41%0.25%0.37%0.33%0.36%
DHI
D.R. Horton, Inc.
1.12%0.93%0.69%1.04%0.76%1.05%1.18%1.51%0.83%1.24%0.84%0.80%

Drawdowns

LEN vs. DHI - Drawdown Comparison

The maximum LEN drawdown since its inception was -94.28%, which is greater than DHI's maximum drawdown of -88.85%. Use the drawdown chart below to compare losses from any high point for LEN and DHI. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-41.58%
-36.45%
LEN
DHI

Volatility

LEN vs. DHI - Volatility Comparison

Lennar Corporation (LEN) and D.R. Horton, Inc. (DHI) have volatilities of 13.07% and 13.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


7.00%8.00%9.00%10.00%11.00%12.00%13.00%NovemberDecember2025FebruaryMarchApril
13.07%
13.47%
LEN
DHI

Financials

LEN vs. DHI - Financials Comparison

This section allows you to compare key financial metrics between Lennar Corporation and D.R. Horton, 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