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

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.


-0.50.00.51.00.6

Performance

MHO vs. TOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in M/I Homes, Inc. (MHO) and Toll Brothers, Inc. (TOL). 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
14.54%
10.62%
MHO
TOL

Key characteristics

Sharpe Ratio

MHO:

0.05

TOL:

0.69

Sortino Ratio

MHO:

0.34

TOL:

1.15

Omega Ratio

MHO:

1.04

TOL:

1.14

Calmar Ratio

MHO:

0.08

TOL:

0.93

Martin Ratio

MHO:

0.18

TOL:

3.04

Ulcer Index

MHO:

10.14%

TOL:

8.03%

Daily Std Dev

MHO:

39.48%

TOL:

35.41%

Max Drawdown

MHO:

-91.51%

TOL:

-76.39%

Current Drawdown

MHO:

-22.19%

TOL:

-23.80%

Fundamentals

Market Cap

MHO:

$4.10B

TOL:

$13.24B

EPS

MHO:

$18.62

TOL:

$15.01

PE Ratio

MHO:

8.10

TOL:

8.84

PEG Ratio

MHO:

0.78

TOL:

1.08

Total Revenue (TTM)

MHO:

$4.27B

TOL:

$10.85B

Gross Profit (TTM)

MHO:

$1.15B

TOL:

$2.99B

EBITDA (TTM)

MHO:

$693.78M

TOL:

$2.10B

Returns By Period

In the year-to-date period, MHO achieves a -1.18% return, which is significantly lower than TOL's 25.33% return. Over the past 10 years, MHO has outperformed TOL with an annualized return of 19.82%, while TOL has yielded a comparatively lower 15.67% annualized return.


MHO

YTD

-1.18%

1M

-15.24%

6M

13.31%

1Y

1.86%

5Y*

28.06%

10Y*

19.82%

TOL

YTD

25.33%

1M

-18.86%

6M

10.94%

1Y

24.39%

5Y*

27.92%

10Y*

15.67%

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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.


Sharpe ratio
The chart of Sharpe ratio for MHO, currently valued at 0.05, compared to the broader market-4.00-2.000.002.000.050.69
The chart of Sortino ratio for MHO, currently valued at 0.34, compared to the broader market-4.00-2.000.002.004.000.341.15
The chart of Omega ratio for MHO, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.14
The chart of Calmar ratio for MHO, currently valued at 0.08, compared to the broader market0.002.004.006.000.080.93
The chart of Martin ratio for MHO, currently valued at 0.18, compared to the broader market0.0010.0020.000.183.04
MHO
TOL

The current MHO Sharpe Ratio is 0.05, which is lower than the TOL Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of MHO and TOL, 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
0.69
MHO
TOL

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 0.70%.


TTM2023202220212020201920182017
MHO
M/I Homes, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TOL
Toll Brothers, Inc.
0.70%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-22.19%
-23.80%
MHO
TOL

Volatility

MHO vs. TOL - Volatility Comparison

The current volatility for M/I Homes, Inc. (MHO) is 11.07%, while Toll Brothers, Inc. (TOL) has a volatility of 12.92%. This indicates that MHO experiences smaller price fluctuations and is considered to be less risky than TOL 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%
12.92%
MHO
TOL

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.


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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