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

Performance

MHO vs. COST - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%JuneJulyAugustSeptemberOctoberNovember
2,273.38%
15,960.41%
MHO
COST

Returns By Period

In the year-to-date period, MHO achieves a 16.59% return, which is significantly lower than COST's 46.90% return. Over the past 10 years, MHO has underperformed COST with an annualized return of 21.44%, while COST has yielded a comparatively higher 23.95% annualized return.


MHO

YTD

16.59%

1M

1.47%

6M

28.68%

1Y

53.38%

5Y (annualized)

30.13%

10Y (annualized)

21.44%

COST

YTD

46.90%

1M

8.04%

6M

19.38%

1Y

67.70%

5Y (annualized)

28.61%

10Y (annualized)

23.95%

Fundamentals


MHOCOST
Market Cap$4.21B$411.21B
EPS$18.63$16.56
PE Ratio8.3056.04
PEG Ratio0.785.63
Total Revenue (TTM)$4.27B$254.45B
Gross Profit (TTM)$1.15B$32.10B
EBITDA (TTM)$693.78M$12.15B

Key characteristics


MHOCOST
Sharpe Ratio1.363.48
Sortino Ratio1.924.15
Omega Ratio1.241.61
Calmar Ratio2.636.65
Martin Ratio5.6817.21
Ulcer Index9.40%3.97%
Daily Std Dev39.30%19.62%
Max Drawdown-91.51%-53.39%
Current Drawdown-8.19%0.00%

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Correlation

-0.50.00.51.00.3

The correlation between MHO and COST is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

MHO vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for M/I Homes, Inc. (MHO) and Costco Wholesale Corporation (COST). 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-4.00-2.000.002.004.001.363.48
The chart of Sortino ratio for MHO, currently valued at 1.92, compared to the broader market-4.00-2.000.002.004.001.924.15
The chart of Omega ratio for MHO, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.61
The chart of Calmar ratio for MHO, currently valued at 2.63, compared to the broader market0.002.004.006.002.636.65
The chart of Martin ratio for MHO, currently valued at 5.68, compared to the broader market0.0010.0020.0030.005.6817.21
MHO
COST

The current MHO Sharpe Ratio is 1.36, which is lower than the COST Sharpe Ratio of 3.48. The chart below compares the historical Sharpe Ratios of MHO and COST, 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 Ratio1.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.36
3.48
MHO
COST

Dividends

MHO vs. COST - Dividend Comparison

MHO has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 2.02%.


TTM20232022202120202019201820172016201520142013
MHO
M/I Homes, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COST
Costco Wholesale Corporation
2.02%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Drawdowns

MHO vs. COST - Drawdown Comparison

The maximum MHO drawdown since its inception was -91.51%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for MHO and COST. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.19%
0
MHO
COST

Volatility

MHO vs. COST - Volatility Comparison

M/I Homes, Inc. (MHO) has a higher volatility of 10.66% compared to Costco Wholesale Corporation (COST) at 5.83%. This indicates that MHO's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
10.66%
5.83%
MHO
COST

Financials

MHO vs. COST - Financials Comparison

This section allows you to compare key financial metrics between M/I Homes, Inc. and Costco Wholesale Corporation. 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