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

Performance

MHO vs. TMHC - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%700.00%JuneJulyAugustSeptemberOctoberNovember
611.52%
208.51%
MHO
TMHC

Returns By Period

In the year-to-date period, MHO achieves a 16.59% return, which is significantly lower than TMHC's 33.23% return. Over the past 10 years, MHO has outperformed TMHC with an annualized return of 21.44%, while TMHC has yielded a comparatively lower 13.65% annualized return.


MHO

YTD

16.59%

1M

1.47%

6M

28.68%

1Y

53.38%

5Y (annualized)

30.13%

10Y (annualized)

21.44%

TMHC

YTD

33.23%

1M

5.77%

6M

23.21%

1Y

58.10%

5Y (annualized)

25.68%

10Y (annualized)

13.65%

Fundamentals


MHOTMHC
Market Cap$4.21B$7.17B
EPS$18.63$7.55
PE Ratio8.309.18
PEG Ratio0.781.51
Total Revenue (TTM)$4.27B$7.83B
Gross Profit (TTM)$1.15B$1.91B
EBITDA (TTM)$693.78M$1.19B

Key characteristics


MHOTMHC
Sharpe Ratio1.361.83
Sortino Ratio1.922.52
Omega Ratio1.241.31
Calmar Ratio2.634.18
Martin Ratio5.689.52
Ulcer Index9.40%6.10%
Daily Std Dev39.30%31.73%
Max Drawdown-91.51%-75.18%
Current Drawdown-8.19%-3.08%

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Correlation

-0.50.00.51.00.8

The correlation between MHO and TMHC is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

MHO vs. TMHC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for M/I Homes, Inc. (MHO) and Taylor Morrison Home Corporation (TMHC). 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-4.00-2.000.002.004.001.361.83
The chart of Sortino ratio for MHO, currently valued at 1.92, compared to the broader market-4.00-2.000.002.004.001.922.52
The chart of Omega ratio for MHO, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.31
The chart of Calmar ratio for MHO, currently valued at 2.63, compared to the broader market0.002.004.006.002.634.18
The chart of Martin ratio for MHO, currently valued at 5.68, compared to the broader market0.0010.0020.0030.005.689.52
MHO
TMHC

The current MHO Sharpe Ratio is 1.36, which is comparable to the TMHC Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of MHO and TMHC, 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.36
1.83
MHO
TMHC

Dividends

MHO vs. TMHC - Dividend Comparison

Neither MHO nor TMHC has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MHO vs. TMHC - Drawdown Comparison

The maximum MHO drawdown since its inception was -91.51%, which is greater than TMHC's maximum drawdown of -75.18%. Use the drawdown chart below to compare losses from any high point for MHO and TMHC. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.19%
-3.08%
MHO
TMHC

Volatility

MHO vs. TMHC - Volatility Comparison

M/I Homes, Inc. (MHO) has a higher volatility of 10.66% compared to Taylor Morrison Home Corporation (TMHC) at 7.06%. This indicates that MHO's price experiences larger fluctuations and is considered to be riskier than TMHC 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%
7.06%
MHO
TMHC

Financials

MHO vs. TMHC - Financials Comparison

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