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LEN vs. ITB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


LENITB
YTD Return5.61%3.16%
1Y Return45.92%42.48%
3Y Return (Ann)19.11%14.86%
5Y Return (Ann)26.21%23.30%
10Y Return (Ann)15.57%16.48%
Sharpe Ratio1.561.69
Daily Std Dev30.09%25.51%
Max Drawdown-94.28%-86.53%
Current Drawdown-8.77%-9.47%

Correlation

-0.50.00.51.00.9

The correlation between LEN and ITB is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

LEN vs. ITB - Performance Comparison

In the year-to-date period, LEN achieves a 5.61% return, which is significantly higher than ITB's 3.16% return. Over the past 10 years, LEN has underperformed ITB with an annualized return of 15.57%, while ITB has yielded a comparatively higher 16.48% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%December2024FebruaryMarchAprilMay
251.01%
136.60%
LEN
ITB

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Lennar Corporation

iShares U.S. Home Construction ETF

Risk-Adjusted Performance

LEN vs. ITB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lennar Corporation (LEN) and iShares U.S. Home Construction ETF (ITB). 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
ITB
Sharpe ratio
The chart of Sharpe ratio for ITB, currently valued at 1.69, compared to the broader market-2.00-1.000.001.002.003.004.001.69
Sortino ratio
The chart of Sortino ratio for ITB, currently valued at 2.27, compared to the broader market-4.00-2.000.002.004.006.002.27
Omega ratio
The chart of Omega ratio for ITB, currently valued at 1.30, compared to the broader market0.501.001.502.001.30
Calmar ratio
The chart of Calmar ratio for ITB, currently valued at 2.16, compared to the broader market0.002.004.006.002.16
Martin ratio
The chart of Martin ratio for ITB, currently valued at 6.29, compared to the broader market-10.000.0010.0020.0030.006.29

LEN vs. ITB - Sharpe Ratio Comparison

The current LEN Sharpe Ratio is 1.56, which roughly equals the ITB Sharpe Ratio of 1.69. The chart below compares the 12-month rolling Sharpe Ratio of LEN and ITB.


Rolling 12-month Sharpe Ratio1.502.002.503.00December2024FebruaryMarchAprilMay
1.56
1.69
LEN
ITB

Dividends

LEN vs. ITB - Dividend Comparison

LEN's dividend yield for the trailing twelve months is around 1.12%, more than ITB's 0.47% 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%
ITB
iShares U.S. Home Construction ETF
0.47%0.48%0.86%0.37%0.46%0.50%0.63%0.28%0.43%0.34%0.34%0.12%

Drawdowns

LEN vs. ITB - Drawdown Comparison

The maximum LEN drawdown since its inception was -94.28%, which is greater than ITB's maximum drawdown of -86.53%. Use the drawdown chart below to compare losses from any high point for LEN and ITB. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-8.77%
-9.47%
LEN
ITB

Volatility

LEN vs. ITB - Volatility Comparison

Lennar Corporation (LEN) has a higher volatility of 9.46% compared to iShares U.S. Home Construction ETF (ITB) at 7.47%. This indicates that LEN's price experiences larger fluctuations and is considered to be riskier than ITB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
9.46%
7.47%
LEN
ITB