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

Performance

MHO vs. PHM - Performance Comparison

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

2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%JuneJulyAugustSeptemberOctoberNovember
2,273.38%
3,714.23%
MHO
PHM

Returns By Period

In the year-to-date period, MHO achieves a 16.59% return, which is significantly lower than PHM's 26.33% return. Both investments have delivered pretty close results over the past 10 years, with MHO having a 21.44% annualized return and PHM not far behind at 21.36%.


MHO

YTD

16.59%

1M

1.47%

6M

28.68%

1Y

53.38%

5Y (annualized)

30.13%

10Y (annualized)

21.44%

PHM

YTD

26.33%

1M

-2.55%

6M

13.89%

1Y

48.57%

5Y (annualized)

28.71%

10Y (annualized)

21.36%

Fundamentals


MHOPHM
Market Cap$4.21B$26.26B
EPS$18.63$13.54
PE Ratio8.309.46
PEG Ratio0.780.33
Total Revenue (TTM)$4.27B$17.32B
Gross Profit (TTM)$1.15B$5.11B
EBITDA (TTM)$693.78M$3.80B

Key characteristics


MHOPHM
Sharpe Ratio1.361.60
Sortino Ratio1.922.23
Omega Ratio1.241.28
Calmar Ratio2.633.31
Martin Ratio5.687.72
Ulcer Index9.40%6.29%
Daily Std Dev39.30%30.40%
Max Drawdown-91.51%-92.40%
Current Drawdown-8.19%-12.94%

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Correlation

-0.50.00.51.00.6

The correlation between MHO and PHM is 0.62, 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. PHM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for M/I Homes, Inc. (MHO) and PulteGroup, Inc. (PHM). 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-4.00-2.000.002.004.001.361.60
The chart of Sortino ratio for MHO, currently valued at 1.92, compared to the broader market-4.00-2.000.002.004.001.922.23
The chart of Omega ratio for MHO, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.28
The chart of Calmar ratio for MHO, currently valued at 2.63, compared to the broader market0.002.004.006.002.633.31
The chart of Martin ratio for MHO, currently valued at 5.68, compared to the broader market0.0010.0020.0030.005.687.72
MHO
PHM

The current MHO Sharpe Ratio is 1.36, which is comparable to the PHM Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of MHO and PHM, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.36
1.60
MHO
PHM

Dividends

MHO vs. PHM - Dividend Comparison

MHO has not paid dividends to shareholders, while PHM's dividend yield for the trailing twelve months is around 0.62%.


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%
PHM
PulteGroup, Inc.
0.62%0.66%1.34%1.00%1.16%1.16%1.46%1.08%1.96%1.85%1.07%0.74%

Drawdowns

MHO vs. PHM - Drawdown Comparison

The maximum MHO drawdown since its inception was -91.51%, roughly equal to the maximum PHM drawdown of -92.40%. Use the drawdown chart below to compare losses from any high point for MHO and PHM. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.19%
-12.94%
MHO
PHM

Volatility

MHO vs. PHM - Volatility Comparison

M/I Homes, Inc. (MHO) has a higher volatility of 10.66% compared to PulteGroup, Inc. (PHM) at 7.87%. This indicates that MHO's price experiences larger fluctuations and is considered to be riskier than PHM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
10.66%
7.87%
MHO
PHM

Financials

MHO vs. PHM - Financials Comparison

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