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PLGO vs. TOL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PLGO vs. TOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pelagos Insurance Capital Limited (PLGO) and Toll Brothers, Inc. (TOL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PLGO achieves a 10.29% return, which is significantly higher than TOL's 3.79% return.


PLGO

1D
1.37%
1M
2.54%
YTD
10.29%
6M
20.35%
1Y
23.99%
3Y*
5Y*
10Y*

TOL

1D
1.75%
1M
1.85%
YTD
3.79%
6M
-0.51%
1Y
30.20%
3Y*
26.50%
5Y*
18.46%
10Y*
18.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLGO vs. TOL - Yearly Performance Comparison


2026 (YTD)202520242023
PLGO
Pelagos Insurance Capital Limited
10.29%11.20%46.32%-1.78%
TOL
Toll Brothers, Inc.
3.79%8.28%23.45%31.99%

Correlation

The correlation between PLGO and TOL is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2023

0.30

Fundamentals

Market Cap

PLGO:

$2.00B

TOL:

$13.44B

EPS

PLGO:

$3.68

TOL:

$13.19

PE Ratio

PLGO:

5.82

TOL:

10.60

PS Ratio

PLGO:

1.03

TOL:

2.14

PB Ratio

PLGO:

0.89

TOL:

1.59

Total Revenue (TTM)

PLGO:

$2.13B

TOL:

$6.37B

Gross Profit (TTM)

PLGO:

$829.20M

TOL:

$2.71B

EBITDA (TTM)

PLGO:

$479.20M

TOL:

$1.76B

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Return for Risk

PLGO vs. TOL — Risk / Return Rank

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

PLGO
PLGO Risk / Return Rank: 6969
Overall Rank
PLGO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
PLGO Sortino Ratio Rank: 6666
Sortino Ratio Rank
PLGO Omega Ratio Rank: 6363
Omega Ratio Rank
PLGO Calmar Ratio Rank: 7070
Calmar Ratio Rank
PLGO Martin Ratio Rank: 7575
Martin Ratio Rank

TOL
TOL Risk / Return Rank: 6767
Overall Rank
TOL Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
TOL Sortino Ratio Rank: 6868
Sortino Ratio Rank
TOL Omega Ratio Rank: 6363
Omega Ratio Rank
TOL Calmar Ratio Rank: 6666
Calmar Ratio Rank
TOL Martin Ratio Rank: 6767
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.

PLGO vs. TOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pelagos Insurance Capital Limited (PLGO) 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.


PLGOTOLDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.18

1.18

0.00

Calmar ratioReturn relative to maximum drawdown

1.60

1.21

+0.40

Martin ratioReturn relative to average drawdown

4.91

3.08

+1.83

PLGO vs. TOL - Sharpe Ratio Comparison

The current PLGO Sharpe Ratio is 0.83, which is comparable to the TOL Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of PLGO and TOL, 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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Sharpe Ratios by Period


PLGOTOLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.90

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.29

+0.37

Drawdowns

PLGO vs. TOL - Drawdown Comparison

The maximum PLGO drawdown since its inception was -29.91%, smaller than the maximum TOL drawdown of -76.39%. Use the drawdown chart below to compare losses from any high point for PLGO and TOL.


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Drawdown Indicators


PLGOTOLDifference

Max Drawdown

Largest peak-to-trough decline

-29.91%

-76.39%

+46.48%

Max Drawdown (1Y)

Largest decline over 1 year

-15.04%

-25.13%

+10.09%

Max Drawdown (3Y)

Largest decline over 3 years

-45.97%

Max Drawdown (5Y)

Largest decline over 5 years

-45.97%

Max Drawdown (10Y)

Largest decline over 10 years

-73.11%

Current Drawdown

Current decline from peak

-9.47%

-15.68%

+6.21%

Average Drawdown

Average peak-to-trough decline

-10.68%

-32.27%

+21.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.25%

9.83%

-4.58%

Volatility

PLGO vs. TOL - Volatility Comparison

Pelagos Insurance Capital Limited (PLGO) has a higher volatility of 16.27% compared to Toll Brothers, Inc. (TOL) at 12.88%. This indicates that PLGO's price experiences larger fluctuations and is considered to be riskier 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


PLGOTOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.27%

12.88%

+3.39%

Volatility (6M)

Calculated over the trailing 6-month period

21.15%

24.59%

-3.44%

Volatility (1Y)

Calculated over the trailing 1-year period

29.03%

33.95%

-4.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.19%

35.94%

-3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.19%

41.07%

-8.88%

Dividends

PLGO vs. TOL - Dividend Comparison

PLGO's dividend yield for the trailing twelve months is around 2.57%, more than TOL's 0.72% yield.


PositionTTM202520242023202220212020201920182017
PLGO
Pelagos Insurance Capital Limited
2.57%2.55%2.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TOL
Toll Brothers, Inc.
0.72%0.72%0.71%0.81%1.54%0.86%1.01%1.11%1.25%0.50%

Financials

PLGO vs. TOL - Financials Comparison

This section allows you to compare key financial metrics between Pelagos Insurance Capital Limited and Toll Brothers, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


-2.00B-1.00B0.001.00B2.00B3.00B4.00BOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026April
612.30M
-2.15B
(PLGO) Total Revenue
(TOL) Total Revenue
Values in USD except per share items

PLGO vs. TOL - Profitability Comparison

The chart below illustrates the profitability comparison between Pelagos Insurance Capital Limited and Toll Brothers, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%October2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026April
63.5%
-26.5%
Portfolio components
PLGO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Pelagos Insurance Capital Limited reported a gross profit of 388.50M and revenue of 612.30M. Therefore, the gross margin over that period was 63.5%.

TOL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Toll Brothers, Inc. reported a gross profit of 568.77M and revenue of -2.15B. Therefore, the gross margin over that period was -26.5%.

PLGO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Pelagos Insurance Capital Limited reported an operating income of 103.10M and revenue of 612.30M, resulting in an operating margin of 16.8%.

TOL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Toll Brothers, Inc. reported an operating income of 346.64M and revenue of -2.15B, resulting in an operating margin of -16.2%.

PLGO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Pelagos Insurance Capital Limited reported a net income of 108.00M and revenue of 612.30M, resulting in a net margin of 17.6%.

TOL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Toll Brothers, Inc. reported a net income of 260.59M and revenue of -2.15B, resulting in a net margin of -12.2%.


Frequently Asked Questions


PLGO and TOL have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PLGO has higher volatility (16.27%) compared to TOL (12.88%). In terms of maximum drawdown, PLGO dropped -29.91% vs TOL's -76.39%.

TOL currently has the higher Sharpe Ratio (0.90 vs 0.83), 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.

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