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RL vs. TMHC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
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.

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Returns By Period

In the year-to-date period, RL achieves a 8.12% return, which is significantly lower than TMHC's 23.07% return. Over the past 10 years, RL has outperformed TMHC with an annualized return of 17.34%, while TMHC has yielded a comparatively lower 15.53% annualized return.


RL

1D
-1.44%
1M
-4.49%
6M
8.18%
YTD
8.12%
1Y
30.86%
3Y*
44.57%
5Y*
29.95%
10Y*
17.34%
ALL TIME*
9.95%

TMHC

1D
0.00%
1M
0.82%
6M
18.87%
YTD
23.07%
1Y
17.40%
3Y*
13.14%
5Y*
23.42%
10Y*
15.53%
ALL TIME*
8.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$177.30M$209.97M$261.41M
$198.07M$202.28M$218.49M

RL vs. TMHC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RL
Ralph Lauren Corporation
8.12%55.03%62.85%39.82%-8.41%16.66%-10.63%16.07%1.82%17.53%
TMHC
Taylor Morrison Home Corporation
23.07%-3.82%14.73%75.78%-13.19%36.30%17.34%37.48%-35.02%27.05%

Correlation

The correlation between RL and TMHC is 0.43, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.43

Correlation (3Y)
Balances recent behavior with more history.

0.41

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.49

Correlation (10Y)
Provides a long-term view across more market conditions.

0.41

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2013

0.39

Fundamentals

Market Cap

RL:

$23.20B

TMHC:

$6.67B

EPS

RL:

$15.09

TMHC:

$6.81

PE Ratio

RL:

25.21

TMHC:

10.64

PEG Ratio

RL:

1.40

TMHC:

0.66

PS Ratio

RL:

2.92

TMHC:

0.94

PB Ratio

RL:

8.34

TMHC:

1.13

Total Revenue (TTM)

RL:

$8.11B

TMHC:

$7.61B

Gross Profit (TTM)

RL:

$5.67B

TMHC:

$1.71B

EBITDA (TTM)

RL:

$1.18B

TMHC:

$1.00B

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Return for Risk

RL vs. TMHC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RL
RL Risk / Return Rank: 7171
Overall Rank
RL Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
RL Sortino Ratio Rank: 6868
Sortino Ratio Rank
RL Omega Ratio Rank: 6565
Omega Ratio Rank
RL Calmar Ratio Rank: 7575
Calmar Ratio Rank
RL Martin Ratio Rank: 7979
Martin Ratio Rank

TMHC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RL vs. TMHC - Risk-Adjusted Trends 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.

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.


RLTMHCDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.16

1.15

+0.01

Calmar ratioReturn relative to maximum drawdown

1.63

0.82

+0.82

Martin ratioReturn relative to average drawdown

4.84

1.53

+3.31

RL vs. TMHC - Sharpe Ratio Comparison

The current RL Sharpe Ratio is 0.81, which is higher than the TMHC Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of RL and TMHC, 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

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.


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Drawdown Indicators


RLTMHCDifference

Max Drawdown

Largest peak-to-trough decline

-68.62%

-75.18%

+6.56%

Max Drawdown (1Y)

Largest decline over 1 year

-17.67%

-23.80%

+6.13%

Max Drawdown (3Y)

Largest decline over 3 years

-36.18%

-27.90%

-8.28%

Max Drawdown (5Y)

Largest decline over 5 years

-36.51%

-40.84%

+4.33%

Max Drawdown (10Y)

Largest decline over 10 years

-55.14%

-75.18%

+20.04%

Current Drawdown

Current decline from peak

-7.96%

-3.14%

-4.82%

Average Drawdown

Average peak-to-trough decline

-24.02%

-20.12%

-3.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.94%

12.64%

-6.70%

Volatility

RL vs. TMHC - Volatility Comparison

Ralph Lauren Corporation (RL) has a higher volatility of 10.54% compared to Taylor Morrison Home Corporation (TMHC) at 0.78%. 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.


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Volatility by Period


RLTMHCDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.54%

0.78%

+9.76%

Volatility (6M)

Calculated over the trailing 6-month period

28.79%

27.65%

+1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

35.67%

36.78%

-1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.12%

37.47%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.74%

44.61%

-5.87%

Dividends

RL vs. TMHC - Dividend Comparison

RL's dividend yield for the trailing twelve months is around 0.98%, while TMHC has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
RL
Ralph Lauren Corporation
0.98%1.01%1.40%2.08%2.78%1.74%0.66%2.29%2.30%1.93%2.21%1.79%
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%

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

RL vs. TMHC - Profitability Comparison

The chart below illustrates the profitability comparison between Ralph Lauren Corporation and Taylor Morrison Home Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

RL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Ralph Lauren Corporation reported a gross profit of 1.38B and revenue of 1.98B. Therefore, the gross margin over that period was 69.7%.

TMHC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Taylor Morrison Home Corporation reported a gross profit of 290.64M and revenue of 1.39B. Therefore, the gross margin over that period was 21.0%.

RL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Ralph Lauren Corporation reported an operating income of 156.80M and revenue of 1.98B, resulting in an operating margin of 7.9%.

TMHC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Taylor Morrison Home Corporation reported an operating income of 141.79M and revenue of 1.39B, resulting in an operating margin of 10.2%.

RL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Ralph Lauren Corporation reported a net income of 151.60M and revenue of 1.98B, resulting in a net margin of 7.7%.

TMHC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Taylor Morrison Home Corporation reported a net income of 100.43M and revenue of 1.39B, resulting in a net margin of 7.2%.


Frequently Asked Questions


RL and TMHC have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RL has higher volatility (10.54%) compared to TMHC (0.78%). In terms of maximum drawdown, RL dropped -68.62% vs TMHC's -75.18%.

RL currently has the higher Sharpe Ratio (0.81 vs 0.53), 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 RL and TMHC

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