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PHM vs. PH
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PHM vs. PH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PulteGroup, Inc. (PHM) and Parker-Hannifin Corporation (PH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PHM achieves a 5.26% return, which is significantly higher than PH's 3.21% return. Over the past 10 years, PHM has underperformed PH with an annualized return of 22.20%, while PH has yielded a comparatively higher 25.12% annualized return.


PHM

1D
-0.67%
1M
9.03%
YTD
5.26%
6M
-2.17%
1Y
19.21%
3Y*
19.48%
5Y*
18.86%
10Y*
22.20%

PH

1D
0.12%
1M
2.39%
YTD
3.21%
6M
2.52%
1Y
36.66%
3Y*
36.33%
5Y*
26.12%
10Y*
25.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PHM vs. PH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PHM
PulteGroup, Inc.
5.26%8.54%6.22%128.76%-19.22%34.03%12.55%51.33%-20.76%83.43%
PH
Parker-Hannifin Corporation
3.21%39.54%39.58%60.81%-6.91%18.30%34.78%40.75%-24.00%44.91%

Correlation

The correlation between PHM and PH is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.48

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (10Y)
Calculated over the trailing 10-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Jul 1, 1985

0.35

The correlation between PHM and PH shifts across timeframes, from 0.35 (all time) to 0.51 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

PHM:

$23.88B

PH:

$115.65B

EPS

PHM:

$10.36

PH:

$27.11

PE Ratio

PHM:

11.88

PH:

33.33

PEG Ratio

PHM:

0.84

PH:

1.41

PS Ratio

PHM:

1.44

PH:

5.53

PB Ratio

PHM:

1.84

PH:

7.43

Total Revenue (TTM)

PHM:

$16.83B

PH:

$20.99B

Gross Profit (TTM)

PHM:

$4.39B

PH:

$7.81B

EBITDA (TTM)

PHM:

$2.76B

PH:

$5.31B

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Return for Risk

PHM vs. PH — Risk / Return Rank

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

PHM
PHM Risk / Return Rank: 6060
Overall Rank
PHM Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PHM Sortino Ratio Rank: 5959
Sortino Ratio Rank
PHM Omega Ratio Rank: 5555
Omega Ratio Rank
PHM Calmar Ratio Rank: 6161
Calmar Ratio Rank
PHM Martin Ratio Rank: 6060
Martin Ratio Rank

PH
PH Risk / Return Rank: 7979
Overall Rank
PH Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PH Sortino Ratio Rank: 8080
Sortino Ratio Rank
PH Omega Ratio Rank: 7777
Omega Ratio Rank
PH Calmar Ratio Rank: 7676
Calmar Ratio Rank
PH Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PHM vs. PH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PulteGroup, Inc. (PHM) and Parker-Hannifin Corporation (PH). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PHMPHDifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

1.13

1.26

-0.14

Calmar ratioReturn relative to maximum drawdown

0.85

1.90

-1.05

Martin ratioReturn relative to average drawdown

1.66

5.64

-3.99

PHM vs. PH - Sharpe Ratio Comparison

The current PHM Sharpe Ratio is 0.56, which is lower than the PH Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of PHM and PH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PHM vs. PH - Drawdown Comparison

The maximum PHM drawdown since its inception was -92.40%, which is greater than PH's maximum drawdown of -66.92%. Use the drawdown chart below to compare losses from any high point for PHM and PH.


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Drawdown Indicators


PHMPHDifference

Max Drawdown

Largest peak-to-trough decline

-92.40%

-66.92%

-25.48%

Max Drawdown (1Y)

Largest decline over 1 year

-22.60%

-19.34%

-3.26%

Max Drawdown (3Y)

Largest decline over 3 years

-38.01%

-26.79%

-11.22%

Max Drawdown (5Y)

Largest decline over 5 years

-38.01%

-28.64%

-9.37%

Max Drawdown (10Y)

Largest decline over 10 years

-62.11%

-54.68%

-7.43%

Current Drawdown

Current decline from peak

-16.36%

-11.49%

-4.87%

Average Drawdown

Average peak-to-trough decline

-35.47%

-15.33%

-20.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.62%

6.52%

+5.10%

Volatility

PHM vs. PH - Volatility Comparison

PulteGroup, Inc. (PHM) has a higher volatility of 9.64% compared to Parker-Hannifin Corporation (PH) at 7.58%. This indicates that PHM's price experiences larger fluctuations and is considered to be riskier than PH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHMPHDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.64%

7.58%

+2.06%

Volatility (6M)

Calculated over the trailing 6-month period

23.60%

18.96%

+4.64%

Volatility (1Y)

Calculated over the trailing 1-year period

34.34%

25.10%

+9.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.72%

28.68%

+6.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.49%

31.70%

+4.79%

Dividends

PHM vs. PH - Dividend Comparison

PHM's dividend yield for the trailing twelve months is around 0.78%, less than PH's 0.82% yield.


PositionTTM20252024202320222021202020192018201720162015
PH
Parker-Hannifin Corporation
0.82%0.80%1.00%1.25%1.73%1.25%1.29%1.65%1.97%1.32%1.80%2.60%
PHM
PulteGroup, Inc.
0.78%0.78%0.75%0.66%1.34%1.00%1.16%1.16%1.46%1.08%1.96%1.85%

Financials

PHM vs. PH - Financials Comparison

This section allows you to compare key financial metrics between PulteGroup, Inc. and Parker-Hannifin Corporation. 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


3.00B3.50B4.00B4.50B5.00B5.50B20222023202420252026
3.41B
5.49B
(PHM) Total Revenue
(PH) Total Revenue
Values in USD except per share items

PHM vs. PH - Profitability Comparison

The chart below illustrates the profitability comparison between PulteGroup, Inc. and Parker-Hannifin Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

24.0%26.0%28.0%30.0%32.0%34.0%36.0%38.0%20222023202420252026
24.1%
36.8%
Portfolio components
PHM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, PulteGroup, Inc. reported a gross profit of 822.11M and revenue of 3.41B. Therefore, the gross margin over that period was 24.1%.

PH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Parker-Hannifin Corporation reported a gross profit of 2.02B and revenue of 5.49B. Therefore, the gross margin over that period was 36.8%.

PHM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, PulteGroup, Inc. reported an operating income of 441.77M and revenue of 3.41B, resulting in an operating margin of 13.0%.

PH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Parker-Hannifin Corporation reported an operating income of 1.13B and revenue of 5.49B, resulting in an operating margin of 20.7%.

PHM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, PulteGroup, Inc. reported a net income of 347.00M and revenue of 3.41B, resulting in a net margin of 10.2%.

PH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Parker-Hannifin Corporation reported a net income of 904.00M and revenue of 5.49B, resulting in a net margin of 16.5%.


Frequently Asked Questions


PHM and PH have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PHM has higher volatility (9.64%) compared to PH (7.58%). In terms of maximum drawdown, PHM dropped -92.40% vs PH's -66.92%.

PH currently has the higher Sharpe Ratio (1.47 vs 0.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PHM and PH

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