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NVR vs. DHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

NVR vs. DHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NVR, Inc. (NVR) and D.R. Horton, Inc. (DHI). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
16.34%
8.52%
NVR
DHI

Returns By Period

In the year-to-date period, NVR achieves a 26.64% return, which is significantly higher than DHI's 7.11% return. Both investments have delivered pretty close results over the past 10 years, with NVR having a 21.91% annualized return and DHI not far behind at 21.69%.


NVR

YTD

26.64%

1M

-10.67%

6M

15.47%

1Y

40.77%

5Y (annualized)

19.61%

10Y (annualized)

21.91%

DHI

YTD

7.11%

1M

-16.82%

6M

8.22%

1Y

27.41%

5Y (annualized)

25.64%

10Y (annualized)

21.69%

Fundamentals


NVRDHI
Market Cap$27.92B$52.37B
EPS$488.52$14.32
PE Ratio18.6611.27
PEG Ratio4.890.58
Total Revenue (TTM)$9.98B$36.80B
Gross Profit (TTM)$2.44B$9.54B
EBITDA (TTM)$1.84B$6.22B

Key characteristics


NVRDHI
Sharpe Ratio1.780.85
Sortino Ratio2.481.34
Omega Ratio1.311.18
Calmar Ratio3.841.54
Martin Ratio9.953.41
Ulcer Index4.11%8.15%
Daily Std Dev23.10%32.90%
Max Drawdown-97.91%-88.85%
Current Drawdown-10.67%-17.88%

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Correlation

-0.50.00.51.00.5

The correlation between NVR and DHI is 0.52, 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

NVR vs. DHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NVR, Inc. (NVR) and D.R. Horton, Inc. (DHI). 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 NVR, currently valued at 1.78, compared to the broader market-4.00-2.000.002.004.001.780.85
The chart of Sortino ratio for NVR, currently valued at 2.48, compared to the broader market-4.00-2.000.002.004.002.481.34
The chart of Omega ratio for NVR, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.18
The chart of Calmar ratio for NVR, currently valued at 3.84, compared to the broader market0.002.004.006.003.841.54
The chart of Martin ratio for NVR, currently valued at 9.95, compared to the broader market-10.000.0010.0020.0030.009.953.41
NVR
DHI

The current NVR Sharpe Ratio is 1.78, which is higher than the DHI Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of NVR and DHI, 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
1.78
0.85
NVR
DHI

Dividends

NVR vs. DHI - Dividend Comparison

NVR has not paid dividends to shareholders, while DHI's dividend yield for the trailing twelve months is around 0.99%.


TTM20232022202120202019201820172016201520142013
NVR
NVR, 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%
DHI
D.R. Horton, Inc.
0.81%0.69%1.04%0.76%1.05%1.18%1.51%0.83%1.24%0.84%0.80%0.67%

Drawdowns

NVR vs. DHI - Drawdown Comparison

The maximum NVR drawdown since its inception was -97.91%, which is greater than DHI's maximum drawdown of -88.85%. Use the drawdown chart below to compare losses from any high point for NVR and DHI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-10.67%
-17.88%
NVR
DHI

Volatility

NVR vs. DHI - Volatility Comparison

The current volatility for NVR, Inc. (NVR) is 6.22%, while D.R. Horton, Inc. (DHI) has a volatility of 10.94%. This indicates that NVR experiences smaller price fluctuations and is considered to be less risky than DHI 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
6.22%
10.94%
NVR
DHI

Financials

NVR vs. DHI - Financials Comparison

This section allows you to compare key financial metrics between NVR, Inc. and D.R. Horton, 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