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

Correlation

The correlation between NVR and KBH is 0.46, 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.


-0.50.00.51.00.5

Performance

NVR vs. KBH - Performance Comparison

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

-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-3.22%
-15.18%
NVR
KBH

Key characteristics

Sharpe Ratio

NVR:

0.75

KBH:

0.42

Sortino Ratio

NVR:

1.19

KBH:

0.85

Omega Ratio

NVR:

1.14

KBH:

1.10

Calmar Ratio

NVR:

0.85

KBH:

0.50

Martin Ratio

NVR:

2.49

KBH:

1.42

Ulcer Index

NVR:

7.10%

KBH:

10.32%

Daily Std Dev

NVR:

23.71%

KBH:

35.24%

Max Drawdown

NVR:

-97.91%

KBH:

-92.78%

Current Drawdown

NVR:

-15.73%

KBH:

-24.01%

Fundamentals

Market Cap

NVR:

$25.62B

KBH:

$4.93B

EPS

NVR:

$489.23

KBH:

$8.40

PE Ratio

NVR:

17.09

KBH:

8.08

PEG Ratio

NVR:

4.89

KBH:

0.63

Total Revenue (TTM)

NVR:

$7.63B

KBH:

$6.93B

Gross Profit (TTM)

NVR:

$1.91B

KBH:

$3.05B

EBITDA (TTM)

NVR:

$1.58B

KBH:

$828.65M

Returns By Period

In the year-to-date period, NVR achieves a 2.25% return, which is significantly lower than KBH's 3.30% return. Both investments have delivered pretty close results over the past 10 years, with NVR having a 20.88% annualized return and KBH not far behind at 20.05%.


NVR

YTD

2.25%

1M

1.04%

6M

-3.22%

1Y

16.02%

5Y*

16.36%

10Y*

20.88%

KBH

YTD

3.30%

1M

3.08%

6M

-15.18%

1Y

12.19%

5Y*

13.87%

10Y*

20.05%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NVR vs. KBH — Risk-Adjusted Performance Rank

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

NVR
The Risk-Adjusted Performance Rank of NVR is 6868
Overall Rank
The Sharpe Ratio Rank of NVR is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of NVR is 6464
Sortino Ratio Rank
The Omega Ratio Rank of NVR is 6161
Omega Ratio Rank
The Calmar Ratio Rank of NVR is 7676
Calmar Ratio Rank
The Martin Ratio Rank of NVR is 6969
Martin Ratio Rank

KBH
The Risk-Adjusted Performance Rank of KBH is 5959
Overall Rank
The Sharpe Ratio Rank of KBH is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of KBH is 5656
Sortino Ratio Rank
The Omega Ratio Rank of KBH is 5252
Omega Ratio Rank
The Calmar Ratio Rank of KBH is 6868
Calmar Ratio Rank
The Martin Ratio Rank of KBH is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NVR vs. KBH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NVR, Inc. (NVR) and KB Home (KBH). 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 0.75, compared to the broader market-2.000.002.004.000.750.42
The chart of Sortino ratio for NVR, currently valued at 1.19, compared to the broader market-4.00-2.000.002.004.001.190.85
The chart of Omega ratio for NVR, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.10
The chart of Calmar ratio for NVR, currently valued at 0.85, compared to the broader market0.002.004.006.000.850.50
The chart of Martin ratio for NVR, currently valued at 2.49, compared to the broader market-10.000.0010.0020.0030.002.491.42
NVR
KBH

The current NVR Sharpe Ratio is 0.75, which is higher than the KBH Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of NVR and KBH, 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 Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
0.75
0.42
NVR
KBH

Dividends

NVR vs. KBH - Dividend Comparison

NVR has not paid dividends to shareholders, while KBH's dividend yield for the trailing twelve months is around 1.40%.


TTM20242023202220212020201920182017201620152014
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%
KBH
KB Home
1.40%1.45%1.12%1.88%1.34%1.25%0.67%0.52%0.31%0.63%0.81%0.60%

Drawdowns

NVR vs. KBH - Drawdown Comparison

The maximum NVR drawdown since its inception was -97.91%, which is greater than KBH's maximum drawdown of -92.78%. Use the drawdown chart below to compare losses from any high point for NVR and KBH. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-15.73%
-24.01%
NVR
KBH

Volatility

NVR vs. KBH - Volatility Comparison

The current volatility for NVR, Inc. (NVR) is 6.66%, while KB Home (KBH) has a volatility of 8.87%. This indicates that NVR experiences smaller price fluctuations and is considered to be less risky than KBH 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%AugustSeptemberOctoberNovemberDecember2025
6.66%
8.87%
NVR
KBH

Financials

NVR vs. KBH - Financials Comparison

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

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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