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

Key characteristics


LENNVR
YTD Return5.61%5.94%
1Y Return45.92%31.61%
3Y Return (Ann)19.11%15.34%
5Y Return (Ann)26.21%17.79%
10Y Return (Ann)15.57%20.88%
Sharpe Ratio1.561.37
Daily Std Dev30.09%23.86%
Max Drawdown-94.28%-99.20%
Current Drawdown-8.77%-8.44%

Fundamentals


LENNVR
Market Cap$45.75B$24.02B
EPS$14.23$480.08
PE Ratio11.6615.97
PEG Ratio1.264.89
Revenue (TTM)$35.06B$9.85B
Gross Profit (TTM)$8.20B$2.82B
EBITDA (TTM)$5.73B$2.01B

Correlation

-0.50.00.51.00.5

The correlation between LEN and NVR is 0.46, 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. NVR - Performance Comparison

In the year-to-date period, LEN achieves a 5.61% return, which is significantly lower than NVR's 5.94% return. Over the past 10 years, LEN has underperformed NVR with an annualized return of 15.57%, while NVR has yielded a comparatively higher 20.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%December2024FebruaryMarchAprilMay
25,025.32%
4,012.86%
LEN
NVR

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Lennar Corporation

NVR, Inc.

Risk-Adjusted Performance

LEN vs. NVR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lennar Corporation (LEN) and NVR, Inc. (NVR). 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
NVR
Sharpe ratio
The chart of Sharpe ratio for NVR, currently valued at 1.37, compared to the broader market-2.00-1.000.001.002.003.004.001.37
Sortino ratio
The chart of Sortino ratio for NVR, currently valued at 1.87, compared to the broader market-4.00-2.000.002.004.006.001.87
Omega ratio
The chart of Omega ratio for NVR, currently valued at 1.25, compared to the broader market0.501.001.502.001.25
Calmar ratio
The chart of Calmar ratio for NVR, currently valued at 1.88, compared to the broader market0.002.004.006.001.88
Martin ratio
The chart of Martin ratio for NVR, currently valued at 6.03, compared to the broader market-10.000.0010.0020.0030.006.03

LEN vs. NVR - Sharpe Ratio Comparison

The current LEN Sharpe Ratio is 1.56, which roughly equals the NVR Sharpe Ratio of 1.37. The chart below compares the 12-month rolling Sharpe Ratio of LEN and NVR.


Rolling 12-month Sharpe Ratio1.001.502.002.50December2024FebruaryMarchAprilMay
1.56
1.37
LEN
NVR

Dividends

LEN vs. NVR - Dividend Comparison

LEN's dividend yield for the trailing twelve months is around 1.12%, while NVR has not paid dividends to shareholders.


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%
NVR
NVR, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LEN vs. NVR - Drawdown Comparison

The maximum LEN drawdown since its inception was -94.28%, roughly equal to the maximum NVR drawdown of -99.20%. Use the drawdown chart below to compare losses from any high point for LEN and NVR. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-8.77%
-8.44%
LEN
NVR

Volatility

LEN vs. NVR - Volatility Comparison

Lennar Corporation (LEN) has a higher volatility of 9.46% compared to NVR, Inc. (NVR) at 6.38%. This indicates that LEN's price experiences larger fluctuations and is considered to be riskier than NVR 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%December2024FebruaryMarchAprilMay
9.46%
6.38%
LEN
NVR

Financials

LEN vs. NVR - Financials Comparison

This section allows you to compare key financial metrics between Lennar Corporation and NVR, 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