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

Performance

LGIH vs. DHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LGI Homes, Inc. (LGIH) and D.R. Horton, Inc. (DHI). The values are adjusted to include any dividend payments, if applicable.

600.00%700.00%800.00%900.00%1,000.00%1,100.00%JuneJulyAugustSeptemberOctoberNovember
720.31%
900.03%
LGIH
DHI

Returns By Period

In the year-to-date period, LGIH achieves a -20.53% return, which is significantly lower than DHI's 8.48% return. Over the past 10 years, LGIH has underperformed DHI with an annualized return of 20.50%, while DHI has yielded a comparatively higher 21.87% annualized return.


LGIH

YTD

-20.53%

1M

1.58%

6M

11.51%

1Y

-11.11%

5Y (annualized)

8.69%

10Y (annualized)

20.50%

DHI

YTD

8.48%

1M

-10.28%

6M

13.53%

1Y

29.33%

5Y (annualized)

25.83%

10Y (annualized)

21.87%

Fundamentals


LGIHDHI
Market Cap$2.39B$52.39B
EPS$8.36$14.34
PE Ratio12.1811.38
PEG Ratio0.690.59
Total Revenue (TTM)$3.04B$36.80B
Gross Profit (TTM)$1.34B$9.54B
EBITDA (TTM)$242.03M$6.22B

Key characteristics


LGIHDHI
Sharpe Ratio-0.250.91
Sortino Ratio-0.071.41
Omega Ratio0.991.19
Calmar Ratio-0.211.65
Martin Ratio-0.523.53
Ulcer Index21.50%8.44%
Daily Std Dev44.51%32.83%
Max Drawdown-63.80%-88.85%
Current Drawdown-42.29%-16.82%

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Correlation

-0.50.00.51.00.7

The correlation between LGIH and DHI is 0.66, 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.

Risk-Adjusted Performance

LGIH vs. DHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for LGI Homes, Inc. (LGIH) 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.


Sharpe ratio
The chart of Sharpe ratio for LGIH, currently valued at -0.25, compared to the broader market-4.00-2.000.002.004.00-0.250.91
The chart of Sortino ratio for LGIH, currently valued at -0.07, compared to the broader market-4.00-2.000.002.004.00-0.071.41
The chart of Omega ratio for LGIH, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.19
The chart of Calmar ratio for LGIH, currently valued at -0.21, compared to the broader market0.002.004.006.00-0.211.65
The chart of Martin ratio for LGIH, currently valued at -0.52, compared to the broader market0.0010.0020.0030.00-0.523.53
LGIH
DHI

The current LGIH Sharpe Ratio is -0.25, which is lower than the DHI Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of LGIH and DHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.25
0.91
LGIH
DHI

Dividends

LGIH vs. DHI - Dividend Comparison

LGIH has not paid dividends to shareholders, while DHI's dividend yield for the trailing twelve months is around 0.79%.


TTM20232022202120202019201820172016201520142013
LGIH
LGI Homes, 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%
DHI
D.R. Horton, Inc.
0.79%0.69%1.04%0.76%1.05%1.18%1.51%0.83%1.24%0.84%0.80%0.67%

Drawdowns

LGIH vs. DHI - Drawdown Comparison

The maximum LGIH drawdown since its inception was -63.80%, smaller than the maximum DHI drawdown of -88.85%. Use the drawdown chart below to compare losses from any high point for LGIH and DHI. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-42.29%
-16.82%
LGIH
DHI

Volatility

LGIH vs. DHI - Volatility Comparison

LGI Homes, Inc. (LGIH) and D.R. Horton, Inc. (DHI) have volatilities of 10.27% and 10.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
10.27%
10.02%
LGIH
DHI

Financials

LGIH vs. DHI - Financials Comparison

This section allows you to compare key financial metrics between LGI Homes, Inc. 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