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

Performance

NVR vs. HD - Performance Comparison

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

0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
20.68%
22.58%
NVR
HD

Returns By Period

In the year-to-date period, NVR achieves a 28.56% return, which is significantly higher than HD's 17.63% return. Over the past 10 years, NVR has outperformed HD with an annualized return of 22.07%, while HD has yielded a comparatively lower 17.82% annualized return.


NVR

YTD

28.56%

1M

-6.79%

6M

20.68%

1Y

44.13%

5Y (annualized)

19.59%

10Y (annualized)

22.07%

HD

YTD

17.63%

1M

-1.57%

6M

22.58%

1Y

34.40%

5Y (annualized)

15.74%

10Y (annualized)

17.82%

Fundamentals


NVRHD
Market Cap$27.57B$404.10B
EPS$488.70$14.73
PE Ratio18.4227.62
PEG Ratio4.895.25
Total Revenue (TTM)$9.98B$154.60B
Gross Profit (TTM)$2.44B$52.52B
EBITDA (TTM)$2.07B$24.26B

Key characteristics


NVRHD
Sharpe Ratio1.851.66
Sortino Ratio2.562.30
Omega Ratio1.321.28
Calmar Ratio4.001.43
Martin Ratio10.194.05
Ulcer Index4.19%8.18%
Daily Std Dev23.07%19.92%
Max Drawdown-97.91%-70.47%
Current Drawdown-9.31%-4.45%

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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.

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.


Sharpe ratio
The chart of Sharpe ratio for NVR, currently valued at 1.85, compared to the broader market-4.00-2.000.002.004.001.851.66
The chart of Sortino ratio for NVR, currently valued at 2.56, compared to the broader market-4.00-2.000.002.004.002.562.30
The chart of Omega ratio for NVR, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.28
The chart of Calmar ratio for NVR, currently valued at 4.00, compared to the broader market0.002.004.006.004.001.43
The chart of Martin ratio for NVR, currently valued at 10.19, compared to the broader market-10.000.0010.0020.0030.0010.194.05
NVR
HD

The current NVR Sharpe Ratio is 1.85, which is comparable to the HD Sharpe Ratio of 1.66. 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
1.85
1.66
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 2.21%.


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.
2.21%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
-9.31%
-4.45%
NVR
HD

Volatility

NVR vs. HD - Volatility Comparison

The current volatility for NVR, Inc. (NVR) is 5.64%, while The Home Depot, Inc. (HD) has a volatility of 6.39%. This indicates that NVR experiences smaller price fluctuations and is considered to be less risky 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
5.64%
6.39%
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