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

Key characteristics


NVRPHM
YTD Return32.12%29.94%
1Y Return53.25%63.14%
3Y Return (Ann)20.87%39.14%
5Y Return (Ann)20.88%29.25%
10Y Return (Ann)22.32%22.03%
Sharpe Ratio2.502.13
Sortino Ratio3.332.84
Omega Ratio1.421.36
Calmar Ratio6.194.50
Martin Ratio14.9011.52
Ulcer Index3.92%5.73%
Daily Std Dev23.26%31.02%
Max Drawdown-97.91%-92.40%
Current Drawdown-6.80%-10.45%

Fundamentals


NVRPHM
Market Cap$28.34B$27.37B
EPS$488.36$13.55
PE Ratio18.949.85
PEG Ratio4.890.34
Total Revenue (TTM)$9.98B$17.32B
Gross Profit (TTM)$2.44B$5.11B
EBITDA (TTM)$1.84B$3.78B

Correlation

-0.50.00.51.00.5

The correlation between NVR and PHM 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.

Performance

NVR vs. PHM - Performance Comparison

In the year-to-date period, NVR achieves a 32.12% return, which is significantly higher than PHM's 29.94% return. Both investments have delivered pretty close results over the past 10 years, with NVR having a 22.32% annualized return and PHM not far behind at 22.03%. 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%
15.04%
NVR
PHM

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Risk-Adjusted Performance

NVR vs. PHM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NVR, Inc. (NVR) and PulteGroup, Inc. (PHM). 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
PHM
Sharpe ratio
The chart of Sharpe ratio for PHM, currently valued at 2.13, compared to the broader market-4.00-2.000.002.004.002.13
Sortino ratio
The chart of Sortino ratio for PHM, currently valued at 2.84, compared to the broader market-4.00-2.000.002.004.006.002.84
Omega ratio
The chart of Omega ratio for PHM, currently valued at 1.36, compared to the broader market0.501.001.502.001.36
Calmar ratio
The chart of Calmar ratio for PHM, currently valued at 4.50, compared to the broader market0.002.004.006.004.50
Martin ratio
The chart of Martin ratio for PHM, currently valued at 11.52, compared to the broader market0.0010.0020.0030.0011.52

NVR vs. PHM - Sharpe Ratio Comparison

The current NVR Sharpe Ratio is 2.50, which is comparable to the PHM Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of NVR and PHM, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.50
2.13
NVR
PHM

Dividends

NVR vs. PHM - Dividend Comparison

NVR has not paid dividends to shareholders, while PHM's dividend yield for the trailing twelve months is around 0.60%.


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%
PHM
PulteGroup, Inc.
0.60%0.66%1.34%1.00%1.16%1.16%1.46%1.08%1.96%1.85%1.07%0.74%

Drawdowns

NVR vs. PHM - Drawdown Comparison

The maximum NVR drawdown since its inception was -97.91%, which is greater than PHM's maximum drawdown of -92.40%. Use the drawdown chart below to compare losses from any high point for NVR and PHM. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.80%
-10.45%
NVR
PHM

Volatility

NVR vs. PHM - Volatility Comparison

The current volatility for NVR, Inc. (NVR) is 6.68%, while PulteGroup, Inc. (PHM) has a volatility of 11.56%. This indicates that NVR experiences smaller price fluctuations and is considered to be less risky than PHM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
6.68%
11.56%
NVR
PHM

Financials

NVR vs. PHM - Financials Comparison

This section allows you to compare key financial metrics between NVR, Inc. and PulteGroup, 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