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NSSC vs. GRBK
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NSSC vs. GRBK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Napco Security Technologies, Inc. (NSSC) and Green Brick Partners, Inc. (GRBK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NSSC achieves a -15.75% return, which is significantly lower than GRBK's 8.43% return. Over the past 10 years, NSSC has outperformed GRBK with an annualized return of 27.28%, while GRBK has yielded a comparatively lower 25.01% annualized return.


NSSC

1D
0.14%
1M
-14.23%
YTD
-15.75%
6M
-16.27%
1Y
23.24%
3Y*
-1.47%
5Y*
16.00%
10Y*
27.28%

GRBK

1D
-1.26%
1M
2.80%
YTD
8.43%
6M
5.38%
1Y
15.45%
3Y*
6.85%
5Y*
23.47%
10Y*
25.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NSSC vs. GRBK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NSSC
Napco Security Technologies, Inc.
-15.75%19.22%4.97%25.59%9.96%90.62%-10.79%86.60%80.00%2.94%
GRBK
Green Brick Partners, Inc.
8.43%10.92%8.76%114.36%-20.11%32.10%100.00%58.56%-35.93%12.44%

Correlation

The correlation between NSSC and GRBK is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2007

0.15

The correlation between NSSC and GRBK shifts across timeframes, from 0.15 (all time) to 0.39 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NSSC:

$1.25B

GRBK:

$2.96B

EPS

NSSC:

$1.03

GRBK:

$6.86

PE Ratio

NSSC:

34.13

GRBK:

9.91

PEG Ratio

NSSC:

1.23

GRBK:

0.47

PS Ratio

NSSC:

6.38

GRBK:

1.44

PB Ratio

NSSC:

7.03

GRBK:

1.58

Total Revenue (TTM)

NSSC:

$197.23M

GRBK:

$2.06B

Gross Profit (TTM)

NSSC:

$112.37M

GRBK:

$615.58M

EBITDA (TTM)

NSSC:

$42.52M

GRBK:

$397.80M

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Return for Risk

NSSC vs. GRBK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NSSC
NSSC Risk / Return Rank: 6060
Overall Rank
NSSC Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
NSSC Sortino Ratio Rank: 5757
Sortino Ratio Rank
NSSC Omega Ratio Rank: 5757
Omega Ratio Rank
NSSC Calmar Ratio Rank: 6161
Calmar Ratio Rank
NSSC Martin Ratio Rank: 6565
Martin Ratio Rank

GRBK
GRBK Risk / Return Rank: 5555
Overall Rank
GRBK Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
GRBK Sortino Ratio Rank: 5353
Sortino Ratio Rank
GRBK Omega Ratio Rank: 5151
Omega Ratio Rank
GRBK Calmar Ratio Rank: 5757
Calmar Ratio Rank
GRBK Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NSSC vs. GRBK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Napco Security Technologies, Inc. (NSSC) and Green Brick Partners, Inc. (GRBK). 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.


NSSCGRBKDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.14

1.10

+0.04

Calmar ratioReturn relative to maximum drawdown

0.91

0.65

+0.26

Martin ratioReturn relative to average drawdown

2.57

1.23

+1.35

NSSC vs. GRBK - Sharpe Ratio Comparison

The current NSSC Sharpe Ratio is 0.55, which is comparable to the GRBK Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of NSSC and GRBK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NSSCGRBKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.44

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.55

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.58

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

-0.06

+0.27

Drawdowns

NSSC vs. GRBK - Drawdown Comparison

The maximum NSSC drawdown since its inception was -93.20%, smaller than the maximum GRBK drawdown of -99.29%. Use the drawdown chart below to compare losses from any high point for NSSC and GRBK.


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Drawdown Indicators


NSSCGRBKDifference

Max Drawdown

Largest peak-to-trough decline

-93.20%

-99.29%

+6.09%

Max Drawdown (1Y)

Largest decline over 1 year

-25.72%

-23.99%

-1.73%

Max Drawdown (3Y)

Largest decline over 3 years

-65.43%

-36.15%

-29.28%

Max Drawdown (5Y)

Largest decline over 5 years

-65.43%

-45.12%

-20.31%

Max Drawdown (10Y)

Largest decline over 10 years

-65.43%

-54.29%

-11.14%

Current Drawdown

Current decline from peak

-38.00%

-70.02%

+32.02%

Average Drawdown

Average peak-to-trough decline

-38.20%

-87.60%

+49.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.05%

12.63%

-3.58%

Volatility

NSSC vs. GRBK - Volatility Comparison

Napco Security Technologies, Inc. (NSSC) has a higher volatility of 10.56% compared to Green Brick Partners, Inc. (GRBK) at 7.04%. This indicates that NSSC's price experiences larger fluctuations and is considered to be riskier than GRBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NSSCGRBKDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.56%

7.04%

+3.52%

Volatility (6M)

Calculated over the trailing 6-month period

32.22%

23.54%

+8.68%

Volatility (1Y)

Calculated over the trailing 1-year period

42.20%

35.10%

+7.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.07%

42.81%

+8.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.57%

43.64%

+5.93%

Dividends

NSSC vs. GRBK - Dividend Comparison

NSSC's dividend yield for the trailing twelve months is around 1.63%, while GRBK has not paid dividends to shareholders.


PositionTTM202520242023
GRBK
Green Brick Partners, Inc.
0.00%0.00%0.00%0.00%
NSSC
Napco Security Technologies, Inc.
1.63%1.31%1.27%0.65%

Financials

NSSC vs. GRBK - Financials Comparison

This section allows you to compare key financial metrics between Napco Security Technologies, Inc. and Green Brick Partners, 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


0.00100.00M200.00M300.00M400.00M500.00M600.00M20222023202420252026
49.17M
455.99M
(NSSC) Total Revenue
(GRBK) Total Revenue
Values in USD except per share items

NSSC vs. GRBK - Profitability Comparison

The chart below illustrates the profitability comparison between Napco Security Technologies, Inc. and Green Brick Partners, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%20222023202420252026
60.0%
28.9%
Portfolio components
NSSC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Napco Security Technologies, Inc. reported a gross profit of 29.49M and revenue of 49.17M. Therefore, the gross margin over that period was 60.0%.

GRBK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Green Brick Partners, Inc. reported a gross profit of 131.72M and revenue of 455.99M. Therefore, the gross margin over that period was 28.9%.

NSSC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Napco Security Technologies, Inc. reported an operating income of -1.19M and revenue of 49.17M, resulting in an operating margin of -2.4%.

GRBK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Green Brick Partners, Inc. reported an operating income of 131.72M and revenue of 455.99M, resulting in an operating margin of 28.9%.

NSSC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Napco Security Technologies, Inc. reported a net income of -408.00K and revenue of 49.17M, resulting in a net margin of -0.8%.

GRBK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Green Brick Partners, Inc. reported a net income of 60.95M and revenue of 455.99M, resulting in a net margin of 13.4%.


Frequently Asked Questions


NSSC and GRBK have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NSSC has higher volatility (10.56%) compared to GRBK (7.04%). In terms of maximum drawdown, NSSC dropped -93.20% vs GRBK's -99.29%.

NSSC currently has the higher Sharpe Ratio (0.55 vs 0.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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