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

Key characteristics


LENTOL
YTD Return5.61%16.77%
1Y Return45.92%85.44%
3Y Return (Ann)19.11%27.09%
5Y Return (Ann)26.21%28.58%
10Y Return (Ann)15.57%13.90%
Sharpe Ratio1.562.63
Daily Std Dev30.09%33.97%
Max Drawdown-94.28%-85.43%
Current Drawdown-8.77%-11.38%

Fundamentals


LENTOL
Market Cap$45.75B$13.62B
EPS$14.23$12.90
PE Ratio11.6610.13
PEG Ratio1.260.94
Revenue (TTM)$35.06B$10.16B
Gross Profit (TTM)$8.20B$2.70B
EBITDA (TTM)$5.73B$1.93B

Correlation

-0.50.00.51.00.6

The correlation between LEN and TOL is 0.60, 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. TOL - Performance Comparison

In the year-to-date period, LEN achieves a 5.61% return, which is significantly lower than TOL's 16.77% return. Over the past 10 years, LEN has outperformed TOL with an annualized return of 15.57%, while TOL has yielded a comparatively lower 13.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


10,000.00%15,000.00%20,000.00%25,000.00%30,000.00%December2024FebruaryMarchAprilMay
29,630.04%
12,793.35%
LEN
TOL

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Lennar Corporation

Toll Brothers, Inc.

Risk-Adjusted Performance

LEN vs. TOL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lennar Corporation (LEN) and Toll Brothers, Inc. (TOL). 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
TOL
Sharpe ratio
The chart of Sharpe ratio for TOL, currently valued at 2.52, compared to the broader market-2.00-1.000.001.002.003.004.002.52
Sortino ratio
The chart of Sortino ratio for TOL, currently valued at 3.11, compared to the broader market-4.00-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for TOL, currently valued at 1.41, compared to the broader market0.501.001.502.001.41
Calmar ratio
The chart of Calmar ratio for TOL, currently valued at 4.63, compared to the broader market0.002.004.006.004.63
Martin ratio
The chart of Martin ratio for TOL, currently valued at 13.11, compared to the broader market-10.000.0010.0020.0030.0013.11

LEN vs. TOL - Sharpe Ratio Comparison

The current LEN Sharpe Ratio is 1.56, which is lower than the TOL Sharpe Ratio of 2.63. The chart below compares the 12-month rolling Sharpe Ratio of LEN and TOL.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00December2024FebruaryMarchAprilMay
1.56
2.52
LEN
TOL

Dividends

LEN vs. TOL - Dividend Comparison

LEN's dividend yield for the trailing twelve months is around 1.12%, more than TOL's 0.72% 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%
TOL
Toll Brothers, Inc.
0.72%0.81%1.54%0.86%1.01%1.11%1.25%0.50%0.00%0.00%0.00%0.00%

Drawdowns

LEN vs. TOL - Drawdown Comparison

The maximum LEN drawdown since its inception was -94.28%, which is greater than TOL's maximum drawdown of -85.43%. Use the drawdown chart below to compare losses from any high point for LEN and TOL. 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%
-11.38%
LEN
TOL

Volatility

LEN vs. TOL - Volatility Comparison

The current volatility for Lennar Corporation (LEN) is 9.46%, while Toll Brothers, Inc. (TOL) has a volatility of 12.88%. This indicates that LEN experiences smaller price fluctuations and is considered to be less risky than TOL 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%
12.88%
LEN
TOL

Financials

LEN vs. TOL - Financials Comparison

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