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MHO vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

MHO vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in M/I Homes, Inc. (MHO) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
26.07%
12.98%
MHO
SPY

Returns By Period

In the year-to-date period, MHO achieves a 12.25% return, which is significantly lower than SPY's 25.41% return. Over the past 10 years, MHO has outperformed SPY with an annualized return of 21.01%, while SPY has yielded a comparatively lower 13.07% annualized return.


MHO

YTD

12.25%

1M

-6.27%

6M

24.91%

1Y

49.53%

5Y (annualized)

29.19%

10Y (annualized)

21.01%

SPY

YTD

25.41%

1M

1.18%

6M

12.15%

1Y

32.04%

5Y (annualized)

15.51%

10Y (annualized)

13.07%

Key characteristics


MHOSPY
Sharpe Ratio1.222.62
Sortino Ratio1.773.50
Omega Ratio1.221.49
Calmar Ratio2.363.78
Martin Ratio5.1117.00
Ulcer Index9.36%1.87%
Daily Std Dev39.24%12.14%
Max Drawdown-91.51%-55.19%
Current Drawdown-11.61%-1.38%

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Correlation

-0.50.00.51.00.4

The correlation between MHO and SPY is 0.44, 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. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for M/I Homes, Inc. (MHO) and SPDR S&P 500 ETF (SPY). 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 1.22, compared to the broader market-4.00-2.000.002.004.001.222.62
The chart of Sortino ratio for MHO, currently valued at 1.77, compared to the broader market-4.00-2.000.002.004.001.773.50
The chart of Omega ratio for MHO, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.49
The chart of Calmar ratio for MHO, currently valued at 2.36, compared to the broader market0.002.004.006.002.363.78
The chart of Martin ratio for MHO, currently valued at 5.11, compared to the broader market-10.000.0010.0020.0030.005.1117.00
MHO
SPY

The current MHO Sharpe Ratio is 1.22, which is lower than the SPY Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of MHO and SPY, 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
1.22
2.62
MHO
SPY

Dividends

MHO vs. SPY - Dividend Comparison

MHO has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.19%.


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%
SPY
SPDR S&P 500 ETF
1.19%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

MHO vs. SPY - Drawdown Comparison

The maximum MHO drawdown since its inception was -91.51%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for MHO and SPY. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.61%
-1.38%
MHO
SPY

Volatility

MHO vs. SPY - Volatility Comparison

M/I Homes, Inc. (MHO) has a higher volatility of 10.29% compared to SPDR S&P 500 ETF (SPY) at 4.09%. This indicates that MHO's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
10.29%
4.09%
MHO
SPY