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PKB vs. TOL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PKB vs. TOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Building & Construction ETF (PKB) and Toll Brothers, Inc. (TOL). The values are adjusted to include any dividend payments, if applicable.

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PKB vs. TOL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PKB
Invesco Dynamic Building & Construction ETF
5.41%22.47%20.24%55.29%-24.88%32.96%24.49%40.15%-31.11%24.67%
TOL
Toll Brothers, Inc.
1.11%8.28%23.45%108.62%-29.97%68.43%11.53%21.40%-30.69%55.85%

Returns By Period

In the year-to-date period, PKB achieves a 5.41% return, which is significantly higher than TOL's 1.11% return. Over the past 10 years, PKB has underperformed TOL with an annualized return of 14.91%, while TOL has yielded a comparatively higher 17.71% annualized return.


PKB

1D
3.55%
1M
-10.19%
YTD
5.41%
6M
2.13%
1Y
45.16%
3Y*
28.90%
5Y*
14.83%
10Y*
14.91%

TOL

1D
4.61%
1M
-13.21%
YTD
1.11%
6M
-0.83%
1Y
30.35%
3Y*
32.68%
5Y*
19.57%
10Y*
17.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PKB vs. TOL — Risk / Return Rank

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

PKB
PKB Risk / Return Rank: 8787
Overall Rank
PKB Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PKB Sortino Ratio Rank: 9090
Sortino Ratio Rank
PKB Omega Ratio Rank: 8282
Omega Ratio Rank
PKB Calmar Ratio Rank: 9090
Calmar Ratio Rank
PKB Martin Ratio Rank: 8888
Martin Ratio Rank

TOL
TOL Risk / Return Rank: 7070
Overall Rank
TOL Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
TOL Sortino Ratio Rank: 6969
Sortino Ratio Rank
TOL Omega Ratio Rank: 6565
Omega Ratio Rank
TOL Calmar Ratio Rank: 7171
Calmar Ratio Rank
TOL Martin Ratio Rank: 7474
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.

PKB vs. TOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Building & Construction ETF (PKB) and Toll Brothers, Inc. (TOL). 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.


PKBTOLDifference

Sharpe ratio

Return per unit of total volatility

1.77

0.88

+0.89

Sortino ratio

Return per unit of downside risk

2.53

1.49

+1.04

Omega ratio

Gain probability vs. loss probability

1.31

1.18

+0.13

Calmar ratio

Return relative to maximum drawdown

2.94

1.44

+1.50

Martin ratio

Return relative to average drawdown

10.52

4.15

+6.37

PKB vs. TOL - Sharpe Ratio Comparison

The current PKB Sharpe Ratio is 1.77, which is higher than the TOL Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of PKB and TOL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PKBTOLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

0.88

+0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.55

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.43

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.29

+0.07

Correlation

The correlation between PKB and TOL is 0.71, 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.


Dividends

PKB vs. TOL - Dividend Comparison

PKB's dividend yield for the trailing twelve months is around 0.15%, less than TOL's 0.73% yield.


TTM20252024202320222021202020192018201720162015
PKB
Invesco Dynamic Building & Construction ETF
0.15%0.14%0.23%0.33%0.43%0.25%0.30%0.37%0.54%0.17%0.31%0.11%
TOL
Toll Brothers, Inc.
0.73%0.72%0.71%0.81%1.54%0.86%1.01%1.11%1.25%0.50%0.00%0.00%

Drawdowns

PKB vs. TOL - Drawdown Comparison

The maximum PKB drawdown since its inception was -65.21%, smaller than the maximum TOL drawdown of -76.39%. Use the drawdown chart below to compare losses from any high point for PKB and TOL.


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Drawdown Indicators


PKBTOLDifference

Max Drawdown

Largest peak-to-trough decline

-65.21%

-76.39%

+11.18%

Max Drawdown (1Y)

Largest decline over 1 year

-15.41%

-21.47%

+6.06%

Max Drawdown (5Y)

Largest decline over 5 years

-34.85%

-45.97%

+11.12%

Max Drawdown (10Y)

Largest decline over 10 years

-52.29%

-73.11%

+20.82%

Current Drawdown

Current decline from peak

-11.67%

-17.85%

+6.18%

Average Drawdown

Average peak-to-trough decline

-15.86%

-32.35%

+16.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.31%

7.47%

-3.16%

Volatility

PKB vs. TOL - Volatility Comparison

The current volatility for Invesco Dynamic Building & Construction ETF (PKB) is 9.07%, while Toll Brothers, Inc. (TOL) has a volatility of 10.73%. This indicates that PKB experiences smaller price fluctuations and is considered to be less risky than TOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PKBTOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.07%

10.73%

-1.66%

Volatility (6M)

Calculated over the trailing 6-month period

17.21%

22.40%

-5.19%

Volatility (1Y)

Calculated over the trailing 1-year period

25.66%

34.68%

-9.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.54%

35.83%

-10.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.09%

40.95%

-13.86%