PHM vs. MHO

In the year-to-date period, PHM achieves a -5.36% return, which is significantly higher than MHO's -19.35% return. Over the past 10 years, PHM has outperformed MHO with an annualized return of 19.45%, while MHO has yielded a comparatively lower 16.63% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for PulteGroup, Inc. (PHM) and M/I Homes, Inc. (MHO). 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.

The current PHM Sharpe Ratio is -0.11, which is comparable to the MHO Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of PHM and MHO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PHM's dividend yield for the trailing twelve months is around 0.82%, while MHO has not paid dividends to shareholders.

The maximum PHM drawdown since its inception was -92.40%, roughly equal to the maximum MHO drawdown of -91.51%. Use the drawdown chart below to compare losses from any high point for PHM and MHO. For additional features, visit the drawdowns tool.

PulteGroup, Inc. (PHM) has a higher volatility of 15.84% compared to M/I Homes, Inc. (MHO) at 14.77%. This indicates that PHM's price experiences larger fluctuations and is considered to be riskier than MHO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between PulteGroup, Inc. and M/I Homes, 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.