PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MHO vs. DFH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MHO and DFH is 0.60, 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. DFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in M/I Homes, Inc. (MHO) and Dream Finders Homes, Inc. (DFH). 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%
-3.43%
MHO
DFH

Key characteristics

Sharpe Ratio

MHO:

0.05

DFH:

-0.59

Sortino Ratio

MHO:

0.34

DFH:

-0.61

Omega Ratio

MHO:

1.04

DFH:

0.93

Calmar Ratio

MHO:

0.08

DFH:

-0.72

Martin Ratio

MHO:

0.18

DFH:

-1.24

Ulcer Index

MHO:

10.14%

DFH:

26.45%

Daily Std Dev

MHO:

39.48%

DFH:

55.91%

Max Drawdown

MHO:

-91.51%

DFH:

-75.38%

Current Drawdown

MHO:

-22.19%

DFH:

-45.23%

Fundamentals

Market Cap

MHO:

$4.10B

DFH:

$2.54B

EPS

MHO:

$18.62

DFH:

$3.02

PE Ratio

MHO:

8.10

DFH:

8.99

Total Revenue (TTM)

MHO:

$4.27B

DFH:

$4.03B

Gross Profit (TTM)

MHO:

$1.15B

DFH:

$785.34M

EBITDA (TTM)

MHO:

$693.78M

DFH:

$425.07M

Returns By Period

In the year-to-date period, MHO achieves a -1.18% return, which is significantly higher than DFH's -32.59% return.


MHO

YTD

-1.18%

1M

-15.24%

6M

13.31%

1Y

1.86%

5Y*

28.06%

10Y*

19.82%

DFH

YTD

-32.59%

1M

-24.33%

6M

-4.20%

1Y

-32.82%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MHO vs. DFH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for M/I Homes, Inc. (MHO) and Dream Finders Homes, Inc. (DFH). 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-4.00-2.000.002.000.05-0.59
The chart of Sortino ratio for MHO, currently valued at 0.34, compared to the broader market-4.00-2.000.002.004.000.34-0.61
The chart of Omega ratio for MHO, currently valued at 1.04, compared to the broader market0.501.001.502.001.040.93
The chart of Calmar ratio for MHO, currently valued at 0.08, compared to the broader market0.002.004.006.000.08-0.72
The chart of Martin ratio for MHO, currently valued at 0.18, compared to the broader market0.0010.0020.000.18-1.24
MHO
DFH

The current MHO Sharpe Ratio is 0.05, which is higher than the DFH Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of MHO and DFH, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.05
-0.59
MHO
DFH

Dividends

MHO vs. DFH - Dividend Comparison

Neither MHO nor DFH has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MHO vs. DFH - Drawdown Comparison

The maximum MHO drawdown since its inception was -91.51%, which is greater than DFH's maximum drawdown of -75.38%. Use the drawdown chart below to compare losses from any high point for MHO and DFH. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-22.19%
-45.23%
MHO
DFH

Volatility

MHO vs. DFH - Volatility Comparison

The current volatility for M/I Homes, Inc. (MHO) is 11.07%, while Dream Finders Homes, Inc. (DFH) has a volatility of 14.23%. This indicates that MHO experiences smaller price fluctuations and is considered to be less risky than DFH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.07%
14.23%
MHO
DFH

Financials

MHO vs. DFH - Financials Comparison

This section allows you to compare key financial metrics between M/I Homes, Inc. and Dream Finders Homes, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab