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

Key characteristics


NVRHD
YTD Return32.12%20.07%
1Y Return53.25%43.66%
3Y Return (Ann)20.87%5.75%
5Y Return (Ann)20.88%14.50%
10Y Return (Ann)22.32%18.08%
Sharpe Ratio2.502.22
Sortino Ratio3.333.01
Omega Ratio1.421.37
Calmar Ratio6.191.65
Martin Ratio14.905.57
Ulcer Index3.92%8.16%
Daily Std Dev23.26%20.49%
Max Drawdown-97.91%-70.47%
Current Drawdown-6.80%-2.47%

Fundamentals


NVRHD
Market Cap$28.34B$403.18B
EPS$488.36$14.90
PE Ratio18.9427.24
PEG Ratio4.894.52
Total Revenue (TTM)$9.98B$114.38B
Gross Profit (TTM)$2.44B$36.93B
EBITDA (TTM)$1.84B$18.25B

Correlation

-0.50.00.51.00.3

The correlation between NVR and HD is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

NVR vs. HD - Performance Comparison

In the year-to-date period, NVR achieves a 32.12% return, which is significantly higher than HD's 20.07% return. Over the past 10 years, NVR has outperformed HD with an annualized return of 22.32%, while HD has yielded a comparatively lower 18.08% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
22.39%
21.31%
NVR
HD

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Risk-Adjusted Performance

NVR vs. HD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NVR, Inc. (NVR) and The Home Depot, Inc. (HD). 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 2.50, compared to the broader market-4.00-2.000.002.004.002.50
Sortino ratio
The chart of Sortino ratio for NVR, currently valued at 3.33, compared to the broader market-4.00-2.000.002.004.006.003.33
Omega ratio
The chart of Omega ratio for NVR, currently valued at 1.42, compared to the broader market0.501.001.502.001.42
Calmar ratio
The chart of Calmar ratio for NVR, currently valued at 6.19, compared to the broader market0.002.004.006.006.19
Martin ratio
The chart of Martin ratio for NVR, currently valued at 14.90, compared to the broader market0.0010.0020.0030.0014.90
HD
Sharpe ratio
The chart of Sharpe ratio for HD, currently valued at 2.22, compared to the broader market-4.00-2.000.002.004.002.22
Sortino ratio
The chart of Sortino ratio for HD, currently valued at 3.01, compared to the broader market-4.00-2.000.002.004.006.003.01
Omega ratio
The chart of Omega ratio for HD, currently valued at 1.37, compared to the broader market0.501.001.502.001.37
Calmar ratio
The chart of Calmar ratio for HD, currently valued at 1.65, compared to the broader market0.002.004.006.001.65
Martin ratio
The chart of Martin ratio for HD, currently valued at 5.57, compared to the broader market0.0010.0020.0030.005.57

NVR vs. HD - Sharpe Ratio Comparison

The current NVR Sharpe Ratio is 2.50, which is comparable to the HD Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of NVR and HD, 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
2.50
2.22
NVR
HD

Dividends

NVR vs. HD - Dividend Comparison

NVR has not paid dividends to shareholders, while HD's dividend yield for the trailing twelve months is around 2.17%.


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%
HD
The Home Depot, Inc.
2.17%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%1.89%

Drawdowns

NVR vs. HD - Drawdown Comparison

The maximum NVR drawdown since its inception was -97.91%, which is greater than HD's maximum drawdown of -70.47%. Use the drawdown chart below to compare losses from any high point for NVR and HD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.80%
-2.47%
NVR
HD

Volatility

NVR vs. HD - Volatility Comparison

NVR, Inc. (NVR) has a higher volatility of 6.68% compared to The Home Depot, Inc. (HD) at 6.16%. This indicates that NVR's price experiences larger fluctuations and is considered to be riskier than HD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.68%
6.16%
NVR
HD

Financials

NVR vs. HD - Financials Comparison

This section allows you to compare key financial metrics between NVR, Inc. and The Home Depot, 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