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RL vs. TMHC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

RL vs. TMHC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ralph Lauren Corporation (RL) and Taylor Morrison Home Corporation (TMHC). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
24.20%
20.54%
RL
TMHC

Returns By Period

In the year-to-date period, RL achieves a 42.02% return, which is significantly higher than TMHC's 29.90% return. Over the past 10 years, RL has underperformed TMHC with an annualized return of 3.25%, while TMHC has yielded a comparatively higher 13.39% annualized return.


RL

YTD

42.02%

1M

-0.68%

6M

24.21%

1Y

69.01%

5Y (annualized)

15.80%

10Y (annualized)

3.25%

TMHC

YTD

29.90%

1M

2.45%

6M

20.54%

1Y

55.38%

5Y (annualized)

25.09%

10Y (annualized)

13.39%

Fundamentals


RLTMHC
Market Cap$12.55B$7.17B
EPS$10.48$7.55
PE Ratio19.299.18
PEG Ratio2.121.51
Total Revenue (TTM)$6.74B$7.83B
Gross Profit (TTM)$4.55B$1.91B
EBITDA (TTM)$1.07B$1.19B

Key characteristics


RLTMHC
Sharpe Ratio2.111.67
Sortino Ratio3.152.35
Omega Ratio1.381.29
Calmar Ratio3.133.81
Martin Ratio9.288.70
Ulcer Index7.32%6.09%
Daily Std Dev32.23%31.71%
Max Drawdown-68.62%-75.18%
Current Drawdown-9.18%-5.51%

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Correlation

-0.50.00.51.00.4

The correlation between RL and TMHC is 0.39, 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

RL vs. TMHC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ralph Lauren Corporation (RL) and Taylor Morrison Home Corporation (TMHC). 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.


Sharpe ratio
The chart of Sharpe ratio for RL, currently valued at 2.11, compared to the broader market-4.00-2.000.002.004.002.111.67
The chart of Sortino ratio for RL, currently valued at 3.15, compared to the broader market-4.00-2.000.002.004.003.152.35
The chart of Omega ratio for RL, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.29
The chart of Calmar ratio for RL, currently valued at 3.13, compared to the broader market0.002.004.006.003.133.81
The chart of Martin ratio for RL, currently valued at 9.28, compared to the broader market-10.000.0010.0020.0030.009.288.70
RL
TMHC

The current RL Sharpe Ratio is 2.11, which is comparable to the TMHC Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of RL and TMHC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.11
1.67
RL
TMHC

Dividends

RL vs. TMHC - Dividend Comparison

RL's dividend yield for the trailing twelve months is around 1.56%, while TMHC has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
RL
Ralph Lauren Corporation
1.56%2.08%2.78%1.74%0.66%2.29%2.30%1.93%2.21%1.79%0.97%0.93%
TMHC
Taylor Morrison Home Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RL vs. TMHC - Drawdown Comparison

The maximum RL drawdown since its inception was -68.62%, smaller than the maximum TMHC drawdown of -75.18%. Use the drawdown chart below to compare losses from any high point for RL and TMHC. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.18%
-5.51%
RL
TMHC

Volatility

RL vs. TMHC - Volatility Comparison

Ralph Lauren Corporation (RL) has a higher volatility of 9.76% compared to Taylor Morrison Home Corporation (TMHC) at 7.69%. This indicates that RL's price experiences larger fluctuations and is considered to be riskier than TMHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
9.76%
7.69%
RL
TMHC

Financials

RL vs. TMHC - Financials Comparison

This section allows you to compare key financial metrics between Ralph Lauren Corporation and Taylor Morrison Home 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


Values in USD except per share items