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

Correlation

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.


-0.50.00.51.00.6

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.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
13.81%
1.25%
MHO
PHM

Key characteristics

Sharpe Ratio

MHO:

0.05

PHM:

0.29

Sortino Ratio

MHO:

0.34

PHM:

0.63

Omega Ratio

MHO:

1.04

PHM:

1.07

Calmar Ratio

MHO:

0.08

PHM:

0.33

Martin Ratio

MHO:

0.18

PHM:

1.08

Ulcer Index

MHO:

10.14%

PHM:

8.18%

Daily Std Dev

MHO:

39.48%

PHM:

30.82%

Max Drawdown

MHO:

-91.51%

PHM:

-92.40%

Current Drawdown

MHO:

-22.19%

PHM:

-25.55%

Fundamentals

Market Cap

MHO:

$4.10B

PHM:

$23.77B

EPS

MHO:

$18.62

PHM:

$13.55

PE Ratio

MHO:

8.10

PHM:

8.55

PEG Ratio

MHO:

0.78

PHM:

0.30

Total Revenue (TTM)

MHO:

$4.27B

PHM:

$17.32B

Gross Profit (TTM)

MHO:

$1.15B

PHM:

$5.11B

EBITDA (TTM)

MHO:

$693.78M

PHM:

$3.81B

Returns By Period

In the year-to-date period, MHO achieves a -1.18% return, which is significantly lower than PHM's 8.03% return. Both investments have delivered pretty close results over the past 10 years, with MHO having a 19.82% annualized return and PHM not far behind at 19.68%.


MHO

YTD

-1.18%

1M

-15.24%

6M

13.31%

1Y

1.86%

5Y*

28.06%

10Y*

19.82%

PHM

YTD

8.03%

1M

-14.49%

6M

0.98%

1Y

8.86%

5Y*

24.62%

10Y*

19.68%

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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 0.05, compared to the broader market-4.00-2.000.002.000.050.29
The chart of Sortino ratio for MHO, currently valued at 0.34, compared to the broader market-4.00-2.000.002.004.000.340.63
The chart of Omega ratio for MHO, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.07
The chart of Calmar ratio for MHO, currently valued at 0.08, compared to the broader market0.002.004.006.000.080.33
The chart of Martin ratio for MHO, currently valued at 0.18, compared to the broader market0.0010.0020.000.181.08
MHO
PHM

The current MHO Sharpe Ratio is 0.05, which is lower than the PHM Sharpe Ratio of 0.29. 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.05
0.29
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 0.74%.


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.
0.74%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-22.19%
-25.55%
MHO
PHM

Volatility

MHO vs. PHM - Volatility Comparison

M/I Homes, Inc. (MHO) has a higher volatility of 11.07% compared to PulteGroup, Inc. (PHM) at 9.61%. 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%JulyAugustSeptemberOctoberNovemberDecember
11.07%
9.61%
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
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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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