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

Key characteristics


LENDHI
YTD Return5.61%-4.45%
1Y Return47.42%36.69%
3Y Return (Ann)18.27%16.14%
5Y Return (Ann)26.93%28.58%
10Y Return (Ann)15.47%21.22%
Sharpe Ratio1.561.20
Daily Std Dev30.09%30.83%
Max Drawdown-94.28%-88.85%
Current Drawdown-8.77%-11.93%

Fundamentals


LENDHI
Market Cap$42.59B$47.63B
EPS$14.25$14.66
PE Ratio10.979.86
PEG Ratio1.260.60
Revenue (TTM)$35.06B$37.06B
Gross Profit (TTM)$8.20B$8.91B
EBITDA (TTM)$5.73B$6.52B

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.

Performance

LEN vs. DHI - Performance Comparison

In the year-to-date period, LEN achieves a 5.61% return, which is significantly higher than DHI's -4.45% return. Over the past 10 years, LEN has underperformed DHI with an annualized return of 15.47%, while DHI has yielded a comparatively higher 21.22% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%December2024FebruaryMarchAprilMay
8,684.90%
12,782.59%
LEN
DHI

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Lennar Corporation

D.R. Horton, Inc.

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.


LEN
Sharpe ratio
The chart of Sharpe ratio for LEN, currently valued at 1.56, compared to the broader market-2.00-1.000.001.002.003.004.001.56
Sortino ratio
The chart of Sortino ratio for LEN, currently valued at 2.08, compared to the broader market-4.00-2.000.002.004.006.002.08
Omega ratio
The chart of Omega ratio for LEN, currently valued at 1.28, compared to the broader market0.501.001.502.001.28
Calmar ratio
The chart of Calmar ratio for LEN, currently valued at 2.09, compared to the broader market0.002.004.006.002.09
Martin ratio
The chart of Martin ratio for LEN, currently valued at 5.45, compared to the broader market-10.000.0010.0020.0030.005.45
DHI
Sharpe ratio
The chart of Sharpe ratio for DHI, currently valued at 1.20, compared to the broader market-2.00-1.000.001.002.003.004.001.20
Sortino ratio
The chart of Sortino ratio for DHI, currently valued at 1.67, compared to the broader market-4.00-2.000.002.004.006.001.67
Omega ratio
The chart of Omega ratio for DHI, currently valued at 1.23, compared to the broader market0.501.001.502.001.23
Calmar ratio
The chart of Calmar ratio for DHI, currently valued at 1.61, compared to the broader market0.002.004.006.001.61
Martin ratio
The chart of Martin ratio for DHI, currently valued at 3.96, compared to the broader market-10.000.0010.0020.0030.003.96

LEN vs. DHI - Sharpe Ratio Comparison

The current LEN Sharpe Ratio is 1.56, which roughly equals the DHI Sharpe Ratio of 1.20. The chart below compares the 12-month rolling Sharpe Ratio of LEN and DHI.


Rolling 12-month Sharpe Ratio1.001.502.002.50December2024FebruaryMarchAprilMay
1.56
1.20
LEN
DHI

Dividends

LEN vs. DHI - Dividend Comparison

LEN's dividend yield for the trailing twelve months is around 1.12%, more than DHI's 0.80% yield.


TTM20232022202120202019201820172016201520142013
LEN
Lennar Corporation
1.12%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%0.79%0.00%

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-8.77%
-11.93%
LEN
DHI

Volatility

LEN vs. DHI - Volatility Comparison

The current volatility for Lennar Corporation (LEN) is 9.46%, while D.R. Horton, Inc. (DHI) has a volatility of 10.45%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%December2024FebruaryMarchAprilMay
9.46%
10.45%
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