PHM vs. TIP
Compare and contrast key facts about PulteGroup, Inc. (PHM) and iShares TIPS Bond ETF (TIP).
TIP is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Treasury Inflation Protected Securities (TIPS) Index (Series-L). It was launched on Dec 4, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PHM or TIP.
Performance
PHM vs. TIP - Performance Comparison
Returns By Period
In the year-to-date period, PHM achieves a 24.68% return, which is significantly higher than TIP's 2.54% return. Over the past 10 years, PHM has outperformed TIP with an annualized return of 21.08%, while TIP has yielded a comparatively lower 2.06% annualized return.
PHM
24.68%
-11.23%
12.49%
47.72%
28.42%
21.08%
TIP
2.54%
-0.60%
2.54%
5.68%
1.87%
2.06%
Key characteristics
| PHM | TIP | |
|---|---|---|
| Sharpe Ratio | 1.52 | 1.11 |
| Sortino Ratio | 2.14 | 1.64 |
| Omega Ratio | 1.27 | 1.20 |
| Calmar Ratio | 3.14 | 0.44 |
| Martin Ratio | 7.47 | 4.68 |
| Ulcer Index | 6.17% | 1.17% |
| Daily Std Dev | 30.41% | 4.92% |
| Max Drawdown | -92.40% | -14.56% |
| Current Drawdown | -14.08% | -7.09% |
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Correlation
The correlation between PHM and TIP is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
PHM vs. TIP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PulteGroup, Inc. (PHM) and iShares TIPS Bond ETF (TIP). 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. TIP - Dividend Comparison
PHM's dividend yield for the trailing twelve months is around 0.62%, less than TIP's 2.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PHM PulteGroup, Inc. | 0.62% | 0.66% | 1.34% | 1.00% | 1.16% | 1.16% | 1.46% | 1.08% | 1.96% | 1.85% | 1.07% | 0.74% |
TIP iShares TIPS Bond ETF | 2.40% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% | 1.67% | 1.15% |
Drawdowns
PHM vs. TIP - Drawdown Comparison
The maximum PHM drawdown since its inception was -92.40%, which is greater than TIP's maximum drawdown of -14.56%. Use the drawdown chart below to compare losses from any high point for PHM and TIP. For additional features, visit the drawdowns tool.
Volatility
PHM vs. TIP - Volatility Comparison
PulteGroup, Inc. (PHM) has a higher volatility of 8.04% compared to iShares TIPS Bond ETF (TIP) at 1.12%. This indicates that PHM's price experiences larger fluctuations and is considered to be riskier than TIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.