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

Correlation

The correlation between MG and TOL is 0.41, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

MG vs. TOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mistras Group, Inc. (MG) and Toll Brothers, Inc. (TOL). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
-26.95%
469.65%
MG
TOL

Key characteristics

Sharpe Ratio

MG:

-0.01

TOL:

-0.41

Sortino Ratio

MG:

0.30

TOL:

-0.35

Omega Ratio

MG:

1.04

TOL:

0.96

Calmar Ratio

MG:

-0.01

TOL:

-0.34

Martin Ratio

MG:

-0.03

TOL:

-0.78

Ulcer Index

MG:

17.18%

TOL:

19.90%

Daily Std Dev

MG:

45.13%

TOL:

38.45%

Max Drawdown

MG:

-89.21%

TOL:

-76.39%

Current Drawdown

MG:

-65.91%

TOL:

-40.08%

Fundamentals

Market Cap

MG:

$287.70M

TOL:

$10.05B

EPS

MG:

$0.60

TOL:

$14.51

PE Ratio

MG:

15.32

TOL:

6.96

PEG Ratio

MG:

0.70

TOL:

0.76

PS Ratio

MG:

0.39

TOL:

0.93

PB Ratio

MG:

1.46

TOL:

1.25

Total Revenue (TTM)

MG:

$545.20M

TOL:

$9.36B

Gross Profit (TTM)

MG:

$159.63M

TOL:

$2.91B

EBITDA (TTM)

MG:

$54.98M

TOL:

$1.99B

Returns By Period

In the year-to-date period, MG achieves a 1.43% return, which is significantly higher than TOL's -20.18% return. Over the past 10 years, MG has underperformed TOL with an annualized return of -6.92%, while TOL has yielded a comparatively higher 11.59% annualized return.


MG

YTD

1.43%

1M

-13.47%

6M

-14.43%

1Y

4.20%

5Y*

20.34%

10Y*

-6.92%

TOL

YTD

-20.18%

1M

-8.12%

6M

-32.53%

1Y

-14.02%

5Y*

36.96%

10Y*

11.59%

*Annualized

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Risk-Adjusted Performance

MG vs. TOL — Risk-Adjusted Performance Rank

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

MG
The Risk-Adjusted Performance Rank of MG is 4949
Overall Rank
The Sharpe Ratio Rank of MG is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of MG is 4646
Sortino Ratio Rank
The Omega Ratio Rank of MG is 4646
Omega Ratio Rank
The Calmar Ratio Rank of MG is 5151
Calmar Ratio Rank
The Martin Ratio Rank of MG is 5151
Martin Ratio Rank

TOL
The Risk-Adjusted Performance Rank of TOL is 3030
Overall Rank
The Sharpe Ratio Rank of TOL is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of TOL is 2727
Sortino Ratio Rank
The Omega Ratio Rank of TOL is 2929
Omega Ratio Rank
The Calmar Ratio Rank of TOL is 3030
Calmar Ratio Rank
The Martin Ratio Rank of TOL is 3535
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MG vs. TOL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mistras Group, Inc. (MG) 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.


The chart of Sharpe ratio for MG, currently valued at -0.01, compared to the broader market-2.00-1.000.001.002.003.00
MG: -0.01
TOL: -0.41
The chart of Sortino ratio for MG, currently valued at 0.30, compared to the broader market-6.00-4.00-2.000.002.004.00
MG: 0.30
TOL: -0.35
The chart of Omega ratio for MG, currently valued at 1.04, compared to the broader market0.501.001.502.00
MG: 1.04
TOL: 0.96
The chart of Calmar ratio for MG, currently valued at -0.01, compared to the broader market0.001.002.003.004.005.00
MG: -0.01
TOL: -0.34
The chart of Martin ratio for MG, currently valued at -0.03, compared to the broader market-5.000.005.0010.0015.0020.00
MG: -0.03
TOL: -0.78

The current MG Sharpe Ratio is -0.01, which is higher than the TOL Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of MG and TOL, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.01
-0.41
MG
TOL

Dividends

MG vs. TOL - Dividend Comparison

MG has not paid dividends to shareholders, while TOL's dividend yield for the trailing twelve months is around 0.94%.


TTM20242023202220212020201920182017
MG
Mistras Group, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TOL
Toll Brothers, Inc.
0.94%0.71%0.81%1.54%0.86%1.01%1.11%1.25%0.50%

Drawdowns

MG vs. TOL - Drawdown Comparison

The maximum MG drawdown since its inception was -89.21%, which is greater than TOL's maximum drawdown of -76.39%. Use the drawdown chart below to compare losses from any high point for MG and TOL. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-65.91%
-40.08%
MG
TOL

Volatility

MG vs. TOL - Volatility Comparison

The current volatility for Mistras Group, Inc. (MG) is 13.49%, while Toll Brothers, Inc. (TOL) has a volatility of 15.98%. This indicates that MG 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.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
13.49%
15.98%
MG
TOL

Financials

MG vs. TOL - Financials Comparison

This section allows you to compare key financial metrics between Mistras Group, Inc. 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