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

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.

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
8.60%
13.27%
LEN
DHI

Returns By Period

In the year-to-date period, LEN achieves a 14.33% return, which is significantly higher than DHI's 8.21% return. Over the past 10 years, LEN has underperformed DHI with an annualized return of 14.68%, while DHI has yielded a comparatively higher 21.80% annualized return.


LEN

YTD

14.33%

1M

-6.86%

6M

8.60%

1Y

34.40%

5Y (annualized)

25.11%

10Y (annualized)

14.68%

DHI

YTD

8.21%

1M

-12.22%

6M

13.27%

1Y

29.75%

5Y (annualized)

26.12%

10Y (annualized)

21.80%

Fundamentals


LENDHI
Market Cap$44.84B$52.37B
EPS$15.04$14.32
PE Ratio11.0511.27
PEG Ratio1.240.58
Total Revenue (TTM)$36.45B$36.80B
Gross Profit (TTM)$16.07B$9.54B
EBITDA (TTM)$5.38B$6.22B

Key characteristics


LENDHI
Sharpe Ratio1.070.86
Sortino Ratio1.551.35
Omega Ratio1.211.18
Calmar Ratio1.981.56
Martin Ratio4.883.39
Ulcer Index6.73%8.30%
Daily Std Dev30.63%32.84%
Max Drawdown-94.28%-88.85%
Current Drawdown-12.34%-17.03%

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Correlation

-0.50.00.51.00.7

The correlation between LEN and DHI is 0.68, 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.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for LEN, currently valued at 1.07, compared to the broader market-4.00-2.000.002.004.001.070.86
The chart of Sortino ratio for LEN, currently valued at 1.55, compared to the broader market-4.00-2.000.002.004.001.551.35
The chart of Omega ratio for LEN, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.18
The chart of Calmar ratio for LEN, currently valued at 1.98, compared to the broader market0.002.004.006.001.981.56
The chart of Martin ratio for LEN, currently valued at 4.88, compared to the broader market-10.000.0010.0020.0030.004.883.39
LEN
DHI

The current LEN Sharpe Ratio is 1.07, which is comparable to the DHI Sharpe Ratio of 0.86. 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.07
0.86
LEN
DHI

Dividends

LEN vs. DHI - Dividend Comparison

LEN's dividend yield for the trailing twelve months is around 1.19%, more than DHI's 0.80% 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%
DHI
D.R. Horton, Inc.
0.80%0.69%1.04%0.76%1.05%1.18%1.51%0.83%1.24%0.84%0.80%0.67%

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.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.34%
-17.03%
LEN
DHI

Volatility

LEN vs. DHI - Volatility Comparison

The current volatility for Lennar Corporation (LEN) is 8.49%, while D.R. Horton, Inc. (DHI) has a volatility of 10.08%. This indicates that LEN experiences smaller price fluctuations and is considered to be less risky than DHI 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%JuneJulyAugustSeptemberOctoberNovember
8.49%
10.08%
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