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MHO vs. BLDR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

MHO vs. BLDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in M/I Homes, Inc. (MHO) and Builders FirstSource, Inc. (BLDR). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%JuneJulyAugustSeptemberOctoberNovember
199.85%
1,161.96%
MHO
BLDR

Returns By Period

In the year-to-date period, MHO achieves a 16.59% return, which is significantly higher than BLDR's 6.94% return. Over the past 10 years, MHO has underperformed BLDR with an annualized return of 21.44%, while BLDR has yielded a comparatively higher 39.89% annualized return.


MHO

YTD

16.59%

1M

1.47%

6M

28.68%

1Y

53.38%

5Y (annualized)

30.13%

10Y (annualized)

21.44%

BLDR

YTD

6.94%

1M

-1.73%

6M

4.34%

1Y

32.52%

5Y (annualized)

47.69%

10Y (annualized)

39.89%

Fundamentals


MHOBLDR
Market Cap$4.21B$20.24B
EPS$18.63$10.23
PE Ratio8.3017.20
PEG Ratio0.780.81
Total Revenue (TTM)$4.27B$16.73B
Gross Profit (TTM)$1.15B$5.61B
EBITDA (TTM)$693.78M$2.35B

Key characteristics


MHOBLDR
Sharpe Ratio1.360.78
Sortino Ratio1.921.23
Omega Ratio1.241.18
Calmar Ratio2.630.91
Martin Ratio5.682.01
Ulcer Index9.40%16.82%
Daily Std Dev39.30%43.22%
Max Drawdown-91.51%-96.78%
Current Drawdown-8.19%-15.44%

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Correlation

-0.50.00.51.00.5

The correlation between MHO and BLDR is 0.52, 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

MHO vs. BLDR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for M/I Homes, Inc. (MHO) and Builders FirstSource, Inc. (BLDR). 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 MHO, currently valued at 1.36, compared to the broader market-4.00-2.000.002.004.001.360.78
The chart of Sortino ratio for MHO, currently valued at 1.92, compared to the broader market-4.00-2.000.002.004.001.921.23
The chart of Omega ratio for MHO, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.18
The chart of Calmar ratio for MHO, currently valued at 2.63, compared to the broader market0.002.004.006.002.630.91
The chart of Martin ratio for MHO, currently valued at 5.68, compared to the broader market0.0010.0020.0030.005.682.01
MHO
BLDR

The current MHO Sharpe Ratio is 1.36, which is higher than the BLDR Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of MHO and BLDR, 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.36
0.78
MHO
BLDR

Dividends

MHO vs. BLDR - Dividend Comparison

Neither MHO nor BLDR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MHO vs. BLDR - Drawdown Comparison

The maximum MHO drawdown since its inception was -91.51%, smaller than the maximum BLDR drawdown of -96.78%. Use the drawdown chart below to compare losses from any high point for MHO and BLDR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.19%
-15.44%
MHO
BLDR

Volatility

MHO vs. BLDR - Volatility Comparison

The current volatility for M/I Homes, Inc. (MHO) is 10.66%, while Builders FirstSource, Inc. (BLDR) has a volatility of 11.49%. This indicates that MHO experiences smaller price fluctuations and is considered to be less risky than BLDR 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%JuneJulyAugustSeptemberOctoberNovember
10.66%
11.49%
MHO
BLDR

Financials

MHO vs. BLDR - Financials Comparison

This section allows you to compare key financial metrics between M/I Homes, Inc. and Builders FirstSource, 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