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

Correlation

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.


-0.50.00.51.00.5

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.

-30.00%-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-25.38%
-19.38%
MHO
BLDR

Key characteristics

Sharpe Ratio

MHO:

0.03

BLDR:

-0.58

Sortino Ratio

MHO:

0.32

BLDR:

-0.59

Omega Ratio

MHO:

1.04

BLDR:

0.92

Calmar Ratio

MHO:

0.04

BLDR:

-0.68

Martin Ratio

MHO:

0.08

BLDR:

-1.21

Ulcer Index

MHO:

13.98%

BLDR:

20.87%

Daily Std Dev

MHO:

39.02%

BLDR:

43.55%

Max Drawdown

MHO:

-91.51%

BLDR:

-96.78%

Current Drawdown

MHO:

-30.76%

BLDR:

-33.32%

Fundamentals

Market Cap

MHO:

$3.28B

BLDR:

$16.00B

EPS

MHO:

$19.71

BLDR:

$9.06

PE Ratio

MHO:

6.15

BLDR:

15.54

PEG Ratio

MHO:

0.78

BLDR:

0.81

Total Revenue (TTM)

MHO:

$4.50B

BLDR:

$16.40B

Gross Profit (TTM)

MHO:

$1.20B

BLDR:

$5.38B

EBITDA (TTM)

MHO:

$721.05M

BLDR:

$2.02B

Returns By Period

In the year-to-date period, MHO achieves a -8.90% return, which is significantly lower than BLDR's -1.50% return. Over the past 10 years, MHO has underperformed BLDR with an annualized return of 18.78%, while BLDR has yielded a comparatively higher 37.15% annualized return.


MHO

YTD

-8.90%

1M

-10.61%

6M

-25.38%

1Y

-0.25%

5Y*

25.98%

10Y*

18.78%

BLDR

YTD

-1.50%

1M

-15.58%

6M

-19.38%

1Y

-26.08%

5Y*

43.89%

10Y*

37.15%

*Annualized

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Risk-Adjusted Performance

MHO vs. BLDR — Risk-Adjusted Performance Rank

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

MHO
The Risk-Adjusted Performance Rank of MHO is 4545
Overall Rank
The Sharpe Ratio Rank of MHO is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of MHO is 4141
Sortino Ratio Rank
The Omega Ratio Rank of MHO is 4040
Omega Ratio Rank
The Calmar Ratio Rank of MHO is 4848
Calmar Ratio Rank
The Martin Ratio Rank of MHO is 4747
Martin Ratio Rank

BLDR
The Risk-Adjusted Performance Rank of BLDR is 1616
Overall Rank
The Sharpe Ratio Rank of BLDR is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of BLDR is 1919
Sortino Ratio Rank
The Omega Ratio Rank of BLDR is 1818
Omega Ratio Rank
The Calmar Ratio Rank of BLDR is 99
Calmar Ratio Rank
The Martin Ratio Rank of BLDR is 1515
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.

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.


The chart of Sharpe ratio for MHO, currently valued at 0.03, compared to the broader market-3.00-2.00-1.000.001.002.003.000.03-0.58
The chart of Sortino ratio for MHO, currently valued at 0.32, compared to the broader market-4.00-2.000.002.004.000.32-0.59
The chart of Omega ratio for MHO, currently valued at 1.04, compared to the broader market0.501.001.502.001.040.92
The chart of Calmar ratio for MHO, currently valued at 0.04, compared to the broader market0.001.002.003.004.005.006.000.04-0.68
The chart of Martin ratio for MHO, currently valued at 0.08, compared to the broader market-10.000.0010.0020.000.08-1.21
MHO
BLDR

The current MHO Sharpe Ratio is 0.03, which is higher than the BLDR Sharpe Ratio of -0.58. 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 Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.03
-0.58
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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-30.76%
-33.32%
MHO
BLDR

Volatility

MHO vs. BLDR - Volatility Comparison

M/I Homes, Inc. (MHO) and Builders FirstSource, Inc. (BLDR) have volatilities of 10.99% and 10.86%, 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.


6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
10.99%
10.86%
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