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

Key characteristics


NVRDHI
YTD Return32.12%10.83%
1Y Return53.25%37.60%
3Y Return (Ann)20.87%20.89%
5Y Return (Ann)20.88%26.60%
10Y Return (Ann)22.32%22.64%
Sharpe Ratio2.501.14
Sortino Ratio3.331.70
Omega Ratio1.421.23
Calmar Ratio6.192.13
Martin Ratio14.904.80
Ulcer Index3.92%7.83%
Daily Std Dev23.26%33.04%
Max Drawdown-97.91%-88.85%
Current Drawdown-6.80%-15.02%

Fundamentals


NVRDHI
Market Cap$28.34B$54.26B
EPS$488.36$14.33
PE Ratio18.9411.69
PEG Ratio4.890.60
Total Revenue (TTM)$9.98B$36.80B
Gross Profit (TTM)$2.44B$9.54B
EBITDA (TTM)$1.84B$6.24B

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.

Performance

NVR vs. DHI - Performance Comparison

In the year-to-date period, NVR achieves a 32.12% return, which is significantly higher than DHI's 10.83% return. Both investments have delivered pretty close results over the past 10 years, with NVR having a 22.32% annualized return and DHI not far ahead at 22.64%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
22.39%
14.22%
NVR
DHI

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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.


NVR
Sharpe ratio
The chart of Sharpe ratio for NVR, currently valued at 2.29, compared to the broader market-4.00-2.000.002.004.002.29
Sortino ratio
The chart of Sortino ratio for NVR, currently valued at 3.10, compared to the broader market-4.00-2.000.002.004.006.003.10
Omega ratio
The chart of Omega ratio for NVR, currently valued at 1.39, compared to the broader market0.501.001.502.001.39
Calmar ratio
The chart of Calmar ratio for NVR, currently valued at 5.64, compared to the broader market0.002.004.006.005.64
Martin ratio
The chart of Martin ratio for NVR, currently valued at 13.49, compared to the broader market0.0010.0020.0030.0013.49
DHI
Sharpe ratio
The chart of Sharpe ratio for DHI, currently valued at 1.14, compared to the broader market-4.00-2.000.002.004.001.14
Sortino ratio
The chart of Sortino ratio for DHI, currently valued at 1.70, compared to the broader market-4.00-2.000.002.004.006.001.70
Omega ratio
The chart of Omega ratio for DHI, currently valued at 1.23, compared to the broader market0.501.001.502.001.23
Calmar ratio
The chart of Calmar ratio for DHI, currently valued at 2.13, compared to the broader market0.002.004.006.002.13
Martin ratio
The chart of Martin ratio for DHI, currently valued at 4.80, compared to the broader market0.0010.0020.0030.004.80

NVR vs. DHI - Sharpe Ratio Comparison

The current NVR Sharpe Ratio is 2.50, which is higher than the DHI Sharpe Ratio of 1.14. 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
2.29
1.14
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 0.96%.


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.
0.96%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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.80%
-15.02%
NVR
DHI

Volatility

NVR vs. DHI - Volatility Comparison

The current volatility for NVR, Inc. (NVR) is 6.27%, while D.R. Horton, Inc. (DHI) has a volatility of 11.12%. 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
6.27%
11.12%
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