LEN vs. ITB
Compare and contrast key facts about Lennar Corporation (LEN) and iShares U.S. Home Construction ETF (ITB).
ITB is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Home Construction Index. It was launched on May 1, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LEN or ITB.
Performance
LEN vs. ITB - Performance Comparison
Returns By Period
In the year-to-date period, LEN achieves a 14.68% return, which is significantly lower than ITB's 15.65% return. Over the past 10 years, LEN has underperformed ITB with an annualized return of 14.72%, while ITB has yielded a comparatively higher 16.97% annualized return.
LEN
14.68%
-10.68%
4.36%
33.22%
25.05%
14.72%
ITB
15.65%
-9.32%
9.36%
35.30%
22.08%
16.97%
Key characteristics
| LEN | ITB | |
|---|---|---|
| Sharpe Ratio | 1.11 | 1.38 |
| Sortino Ratio | 1.60 | 2.00 |
| Omega Ratio | 1.21 | 1.24 |
| Calmar Ratio | 2.06 | 2.29 |
| Martin Ratio | 5.10 | 5.84 |
| Ulcer Index | 6.68% | 6.14% |
| Daily Std Dev | 30.63% | 26.00% |
| Max Drawdown | -94.28% | -86.53% |
| Current Drawdown | -12.07% | -9.32% |
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Correlation
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.
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.
Dividends
LEN vs. ITB - Dividend Comparison
LEN's dividend yield for the trailing twelve months is around 1.19%, more than ITB's 0.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ITB iShares U.S. Home Construction ETF | 0.39% | 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.
Volatility
LEN vs. ITB - Volatility Comparison
Lennar Corporation (LEN) has a higher volatility of 9.32% compared to iShares U.S. Home Construction ETF (ITB) at 6.95%. 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.