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OC vs. BLDR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OC and BLDR is 0.54, 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

OC vs. BLDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Owens Corning (OC) and Builders FirstSource, Inc. (BLDR). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
-0.94%
9.02%
OC
BLDR

Key characteristics

Sharpe Ratio

OC:

0.56

BLDR:

-0.26

Sortino Ratio

OC:

0.94

BLDR:

-0.07

Omega Ratio

OC:

1.12

BLDR:

0.99

Calmar Ratio

OC:

0.86

BLDR:

-0.30

Martin Ratio

OC:

2.52

BLDR:

-0.62

Ulcer Index

OC:

6.71%

BLDR:

17.83%

Daily Std Dev

OC:

30.11%

BLDR:

42.84%

Max Drawdown

OC:

-85.22%

BLDR:

-96.78%

Current Drawdown

OC:

-18.84%

BLDR:

-29.51%

Fundamentals

Market Cap

OC:

$15.72B

BLDR:

$18.43B

EPS

OC:

$11.78

BLDR:

$10.23

PE Ratio

OC:

15.55

BLDR:

15.65

PEG Ratio

OC:

0.82

BLDR:

0.81

Total Revenue (TTM)

OC:

$10.44B

BLDR:

$16.73B

Gross Profit (TTM)

OC:

$3.10B

BLDR:

$5.61B

EBITDA (TTM)

OC:

$2.22B

BLDR:

$2.35B

Returns By Period

In the year-to-date period, OC achieves a 17.14% return, which is significantly higher than BLDR's -10.85% return. Over the past 10 years, OC has underperformed BLDR with an annualized return of 18.82%, while BLDR has yielded a comparatively higher 36.19% annualized return.


OC

YTD

17.14%

1M

-15.62%

6M

-0.94%

1Y

16.91%

5Y*

23.22%

10Y*

18.82%

BLDR

YTD

-10.85%

1M

-16.64%

6M

9.02%

1Y

-11.01%

5Y*

42.55%

10Y*

36.19%

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Risk-Adjusted Performance

OC vs. BLDR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Owens Corning (OC) and Builders FirstSource, Inc. (BLDR). 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 OC, currently valued at 0.56, compared to the broader market-4.00-2.000.002.000.56-0.26
The chart of Sortino ratio for OC, currently valued at 0.94, compared to the broader market-4.00-2.000.002.004.000.94-0.07
The chart of Omega ratio for OC, currently valued at 1.12, compared to the broader market0.501.001.502.001.120.99
The chart of Calmar ratio for OC, currently valued at 0.86, compared to the broader market0.002.004.006.000.86-0.30
The chart of Martin ratio for OC, currently valued at 2.52, compared to the broader market0.0010.0020.002.52-0.62
OC
BLDR

The current OC Sharpe Ratio is 0.56, which is higher than the BLDR Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of OC and BLDR, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.56
-0.26
OC
BLDR

Dividends

OC vs. BLDR - Dividend Comparison

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


TTM2023202220212020201920182017201620152014
OC
Owens Corning
1.40%1.40%1.64%1.15%1.27%1.35%1.43%0.88%1.44%1.45%1.79%
BLDR
Builders FirstSource, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

OC vs. BLDR - Drawdown Comparison

The maximum OC drawdown since its inception was -85.22%, smaller than the maximum BLDR drawdown of -96.78%. Use the drawdown chart below to compare losses from any high point for OC and BLDR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.84%
-29.51%
OC
BLDR

Volatility

OC vs. BLDR - Volatility Comparison

The current volatility for Owens Corning (OC) is 8.31%, while Builders FirstSource, Inc. (BLDR) has a volatility of 11.37%. This indicates that OC experiences smaller price fluctuations and is considered to be less risky than BLDR 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%18.00%JulyAugustSeptemberOctoberNovemberDecember
8.31%
11.37%
OC
BLDR

Financials

OC vs. BLDR - Financials Comparison

This section allows you to compare key financial metrics between Owens Corning and Builders FirstSource, 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
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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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