MHO vs. TOL
Compare and contrast key facts about M/I Homes, Inc. (MHO) and Toll Brothers, Inc. (TOL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MHO or TOL.
Performance
MHO vs. TOL - Performance Comparison
Returns By Period
In the year-to-date period, MHO achieves a 13.39% return, which is significantly lower than TOL's 49.34% return. Over the past 10 years, MHO has outperformed TOL with an annualized return of 21.03%, while TOL has yielded a comparatively lower 16.87% annualized return.
MHO
13.39%
-1.20%
27.36%
49.18%
29.43%
21.03%
TOL
49.34%
2.93%
27.89%
79.93%
32.76%
16.87%
Fundamentals
MHO | TOL | |
---|---|---|
Market Cap | $4.21B | $15.34B |
EPS | $18.63 | $14.48 |
PE Ratio | 8.30 | 10.49 |
PEG Ratio | 0.78 | 1.05 |
Total Revenue (TTM) | $4.27B | $7.51B |
Gross Profit (TTM) | $1.15B | $2.15B |
EBITDA (TTM) | $693.78M | $1.48B |
Key characteristics
MHO | TOL | |
---|---|---|
Sharpe Ratio | 1.30 | 2.33 |
Sortino Ratio | 1.86 | 2.98 |
Omega Ratio | 1.23 | 1.38 |
Calmar Ratio | 2.52 | 4.26 |
Martin Ratio | 5.44 | 12.08 |
Ulcer Index | 9.38% | 6.67% |
Daily Std Dev | 39.23% | 34.53% |
Max Drawdown | -91.51% | -76.39% |
Current Drawdown | -10.71% | -4.52% |
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Correlation
The correlation between MHO and TOL 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. TOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for M/I Homes, Inc. (MHO) and Toll Brothers, Inc. (TOL). 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.
Dividends
MHO vs. TOL - Dividend Comparison
MHO has not paid dividends to shareholders, while TOL's dividend yield for the trailing twelve months is around 0.59%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
---|---|---|---|---|---|---|---|---|
M/I Homes, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Toll Brothers, Inc. | 0.59% | 0.81% | 1.54% | 0.86% | 1.01% | 1.11% | 1.25% | 0.50% |
Drawdowns
MHO vs. TOL - Drawdown Comparison
The maximum MHO drawdown since its inception was -91.51%, which is greater than TOL's maximum drawdown of -76.39%. Use the drawdown chart below to compare losses from any high point for MHO and TOL. For additional features, visit the drawdowns tool.
Volatility
MHO vs. TOL - Volatility Comparison
M/I Homes, Inc. (MHO) has a higher volatility of 10.35% compared to Toll Brothers, Inc. (TOL) at 7.69%. This indicates that MHO's price experiences larger fluctuations and is considered to be riskier than TOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MHO vs. TOL - Financials Comparison
This section allows you to compare key financial metrics between M/I Homes, Inc. and Toll Brothers, 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.
Total Revenue: Total amount of money received from sales and other business activities