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LGIH vs. NAIL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LGIH vs. NAIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LGI Homes, Inc. (LGIH) and Direxion Daily Homebuilders & Supplies Bull 3X Shares (NAIL). The values are adjusted to include any dividend payments, if applicable.

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LGIH vs. NAIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LGIH
LGI Homes, Inc.
-7.98%-51.95%-32.86%43.80%-40.06%45.94%49.82%56.24%-39.73%161.16%
NAIL
Direxion Daily Homebuilders & Supplies Bull 3X Shares
-23.38%-40.43%-22.83%259.61%-75.23%168.20%-32.08%184.63%-73.96%268.71%

Returns By Period

In the year-to-date period, LGIH achieves a -7.98% return, which is significantly higher than NAIL's -23.38% return. Over the past 10 years, LGIH has outperformed NAIL with an annualized return of 5.09%, while NAIL has yielded a comparatively lower 4.13% annualized return.


LGIH

1D
4.72%
1M
-23.83%
YTD
-7.98%
6M
-23.55%
1Y
-40.53%
3Y*
-29.75%
5Y*
-23.71%
10Y*
5.09%

NAIL

1D
8.65%
1M
-41.91%
YTD
-23.38%
6M
-48.22%
1Y
-38.58%
3Y*
-4.74%
5Y*
-13.91%
10Y*
4.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

LGIH vs. NAIL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LGIH
LGIH Risk / Return Rank: 1212
Overall Rank
LGIH Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
LGIH Sortino Ratio Rank: 1313
Sortino Ratio Rank
LGIH Omega Ratio Rank: 1616
Omega Ratio Rank
LGIH Calmar Ratio Rank: 1212
Calmar Ratio Rank
LGIH Martin Ratio Rank: 77
Martin Ratio Rank

NAIL
NAIL Risk / Return Rank: 55
Overall Rank
NAIL Sharpe Ratio Rank: 55
Sharpe Ratio Rank
NAIL Sortino Ratio Rank: 88
Sortino Ratio Rank
NAIL Omega Ratio Rank: 88
Omega Ratio Rank
NAIL Calmar Ratio Rank: 33
Calmar Ratio Rank
NAIL Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LGIH vs. NAIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LGI Homes, Inc. (LGIH) and Direxion Daily Homebuilders & Supplies Bull 3X Shares (NAIL). 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.


LGIHNAILDifference

Sharpe ratio

Return per unit of total volatility

-0.68

-0.43

-0.25

Sortino ratio

Return per unit of downside risk

-0.89

-0.15

-0.74

Omega ratio

Gain probability vs. loss probability

0.91

0.98

-0.08

Calmar ratio

Return relative to maximum drawdown

-0.81

-0.58

-0.23

Martin ratio

Return relative to average drawdown

-1.61

-1.18

-0.43

LGIH vs. NAIL - Sharpe Ratio Comparison

The current LGIH Sharpe Ratio is -0.68, which is lower than the NAIL Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of LGIH and NAIL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LGIHNAILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.68

-0.43

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.50

-0.16

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

0.05

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

-0.00

+0.19

Correlation

The correlation between LGIH and NAIL is 0.74, 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.


Dividends

LGIH vs. NAIL - Dividend Comparison

LGIH has not paid dividends to shareholders, while NAIL's dividend yield for the trailing twelve months is around 1.04%.


TTM202520242023202220212020201920182017
LGIH
LGI Homes, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NAIL
Direxion Daily Homebuilders & Supplies Bull 3X Shares
1.04%1.55%0.63%0.22%0.00%0.00%0.01%0.17%0.35%1.25%

Drawdowns

LGIH vs. NAIL - Drawdown Comparison

The maximum LGIH drawdown since its inception was -81.33%, smaller than the maximum NAIL drawdown of -93.75%. Use the drawdown chart below to compare losses from any high point for LGIH and NAIL.


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Drawdown Indicators


LGIHNAILDifference

Max Drawdown

Largest peak-to-trough decline

-81.33%

-93.75%

+12.42%

Max Drawdown (1Y)

Largest decline over 1 year

-49.25%

-63.82%

+14.57%

Max Drawdown (5Y)

Largest decline over 5 years

-81.33%

-84.40%

+3.07%

Max Drawdown (10Y)

Largest decline over 10 years

-81.33%

-93.75%

+12.42%

Current Drawdown

Current decline from peak

-78.44%

-78.11%

-0.33%

Average Drawdown

Average peak-to-trough decline

-27.33%

-43.25%

+15.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.74%

31.21%

-6.47%

Volatility

LGIH vs. NAIL - Volatility Comparison

The current volatility for LGI Homes, Inc. (LGIH) is 16.91%, while Direxion Daily Homebuilders & Supplies Bull 3X Shares (NAIL) has a volatility of 24.34%. This indicates that LGIH experiences smaller price fluctuations and is considered to be less risky than NAIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGIHNAILDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.91%

24.34%

-7.43%

Volatility (6M)

Calculated over the trailing 6-month period

41.10%

57.42%

-16.32%

Volatility (1Y)

Calculated over the trailing 1-year period

60.02%

90.67%

-30.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.09%

86.68%

-38.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.16%

88.62%

-38.46%