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

Correlation

The correlation between MHO and BZH is 0.59, 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.


-0.50.00.51.00.6

Performance

MHO vs. BZH - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
14.54%
3.85%
MHO
BZH

Key characteristics

Sharpe Ratio

MHO:

0.05

BZH:

-0.35

Sortino Ratio

MHO:

0.34

BZH:

-0.22

Omega Ratio

MHO:

1.04

BZH:

0.97

Calmar Ratio

MHO:

0.08

BZH:

-0.17

Martin Ratio

MHO:

0.18

BZH:

-1.22

Ulcer Index

MHO:

10.14%

BZH:

12.65%

Daily Std Dev

MHO:

39.48%

BZH:

43.95%

Max Drawdown

MHO:

-91.51%

BZH:

-99.69%

Current Drawdown

MHO:

-22.19%

BZH:

-92.93%

Fundamentals

Market Cap

MHO:

$4.10B

BZH:

$931.82M

EPS

MHO:

$18.62

BZH:

$4.53

PE Ratio

MHO:

8.10

BZH:

6.62

PEG Ratio

MHO:

0.78

BZH:

0.33

Total Revenue (TTM)

MHO:

$4.27B

BZH:

$2.33B

Gross Profit (TTM)

MHO:

$1.15B

BZH:

$419.04M

EBITDA (TTM)

MHO:

$693.78M

BZH:

$157.89M

Returns By Period

In the year-to-date period, MHO achieves a -1.18% return, which is significantly higher than BZH's -16.19% return. Over the past 10 years, MHO has outperformed BZH with an annualized return of 19.82%, while BZH has yielded a comparatively lower 4.29% annualized return.


MHO

YTD

-1.18%

1M

-15.24%

6M

13.31%

1Y

1.86%

5Y*

28.06%

10Y*

19.82%

BZH

YTD

-16.19%

1M

-17.02%

6M

3.70%

1Y

-15.49%

5Y*

14.62%

10Y*

4.29%

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Risk-Adjusted Performance

MHO vs. BZH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for M/I Homes, Inc. (MHO) and Beazer Homes USA, Inc. (BZH). 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 0.05, compared to the broader market-4.00-2.000.002.000.05-0.35
The chart of Sortino ratio for MHO, currently valued at 0.34, compared to the broader market-4.00-2.000.002.004.000.34-0.22
The chart of Omega ratio for MHO, currently valued at 1.04, compared to the broader market0.501.001.502.001.040.97
The chart of Calmar ratio for MHO, currently valued at 0.08, compared to the broader market0.002.004.006.000.08-0.17
The chart of Martin ratio for MHO, currently valued at 0.18, compared to the broader market0.0010.0020.000.18-1.22
MHO
BZH

The current MHO Sharpe Ratio is 0.05, which is higher than the BZH Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of MHO and BZH, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.05
-0.35
MHO
BZH

Dividends

MHO vs. BZH - Dividend Comparison

Neither MHO nor BZH has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MHO vs. BZH - Drawdown Comparison

The maximum MHO drawdown since its inception was -91.51%, smaller than the maximum BZH drawdown of -99.69%. Use the drawdown chart below to compare losses from any high point for MHO and BZH. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-22.19%
-92.93%
MHO
BZH

Volatility

MHO vs. BZH - Volatility Comparison

M/I Homes, Inc. (MHO) has a higher volatility of 11.07% compared to Beazer Homes USA, Inc. (BZH) at 9.49%. This indicates that MHO's price experiences larger fluctuations and is considered to be riskier than BZH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.07%
9.49%
MHO
BZH

Financials

MHO vs. BZH - Financials Comparison

This section allows you to compare key financial metrics between M/I Homes, Inc. and Beazer Homes USA, 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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