PHM vs. ITB
Compare and contrast key facts about PulteGroup, Inc. (PHM) and iShares U.S. Home Construction ETF (ITB).
ITB is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Home Construction Index. It was launched on May 1, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PHM or ITB.
Key characteristics
| PHM | ITB | |
|---|---|---|
| YTD Return | 8.52% | 2.43% |
| 1Y Return | 71.37% | 39.37% |
| 3Y Return (Ann) | 25.07% | 13.19% |
| 5Y Return (Ann) | 30.19% | 22.73% |
| 10Y Return (Ann) | 21.23% | 16.46% |
| Sharpe Ratio | 2.38 | 1.57 |
| Daily Std Dev | 30.00% | 24.98% |
| Max Drawdown | -92.40% | -86.53% |
| Current Drawdown | -7.30% | -10.11% |
Correlation
The correlation between PHM and ITB is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
PHM vs. ITB - Performance Comparison
In the year-to-date period, PHM achieves a 8.52% return, which is significantly higher than ITB's 2.43% return. Over the past 10 years, PHM has outperformed ITB with an annualized return of 21.23%, while ITB has yielded a comparatively lower 16.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PHM vs. ITB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PulteGroup, Inc. (PHM) and iShares U.S. Home Construction ETF (ITB). 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.
Dividends
PHM vs. ITB - Dividend Comparison
PHM's dividend yield for the trailing twelve months is around 0.64%, more than ITB's 0.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PHM PulteGroup, Inc. | 0.64% | 0.66% | 1.34% | 1.00% | 1.16% | 1.16% | 1.46% | 1.08% | 1.96% | 1.85% | 1.07% | 0.74% |
ITB iShares U.S. Home Construction ETF | 0.47% | 0.48% | 0.86% | 0.37% | 0.46% | 0.50% | 0.63% | 0.28% | 0.43% | 0.34% | 0.34% | 0.12% |
Drawdowns
PHM vs. ITB - Drawdown Comparison
The maximum PHM drawdown since its inception was -92.40%, which is greater than ITB's maximum drawdown of -86.53%. Use the drawdown chart below to compare losses from any high point for PHM and ITB. For additional features, visit the drawdowns tool.
Volatility
PHM vs. ITB - Volatility Comparison
PulteGroup, Inc. (PHM) has a higher volatility of 9.50% compared to iShares U.S. Home Construction ETF (ITB) at 7.31%. This indicates that PHM's price experiences larger fluctuations and is considered to be riskier than ITB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.