SIG vs. PHM
SIG (Signet Jewelers Limited) and PHM (PulteGroup, Inc.) are both stocks. Both are in the Consumer Cyclical sector — SIG in Luxury Goods, PHM in Residential Construction. Over the past 10 years, SIG returned 2.83%/yr vs 22.20%/yr for PHM. At a 0.26 correlation, their price movements are largely independent.
Performance
SIG vs. PHM - Performance Comparison
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Returns By Period
In the year-to-date period, SIG achieves a 9.70% return, which is significantly higher than PHM's 5.26% return. Over the past 10 years, SIG has underperformed PHM with an annualized return of 2.83%, while PHM has yielded a comparatively higher 22.20% annualized return.
SIG
- 1D
- -1.63%
- 1M
- 18.77%
- YTD
- 9.70%
- 6M
- 3.75%
- 1Y
- 19.68%
- 3Y*
- 17.13%
- 5Y*
- 5.20%
- 10Y*
- 2.83%
PHM
- 1D
- -0.67%
- 1M
- 11.86%
- YTD
- 5.26%
- 6M
- -2.17%
- 1Y
- 22.19%
- 3Y*
- 19.48%
- 5Y*
- 18.86%
- 10Y*
- 22.20%
SIG vs. PHM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIG Signet Jewelers Limited | 9.70% | 4.46% | -23.85% | 59.64% | -20.96% | 220.69% | 27.22% | -26.28% | -42.19% | -38.94% |
PHM PulteGroup, Inc. | 5.26% | 8.54% | 6.22% | 128.76% | -19.22% | 34.03% | 12.55% | 51.33% | -20.76% | 83.43% |
Correlation
The correlation between SIG and PHM is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 1994 | 0.26 |
The correlation between SIG and PHM shifts across timeframes, from 0.26 (all time) to 0.44 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SIG:
$3.65B
PHM:
$23.88B
SIG:
$7.11
PHM:
$10.36
SIG:
12.70
PHM:
11.88
SIG:
0.05
PHM:
0.84
SIG:
0.54
PHM:
1.44
SIG:
1.92
PHM:
1.84
SIG:
$6.83B
PHM:
$16.83B
SIG:
$2.66B
PHM:
$4.39B
SIG:
$601.70M
PHM:
$2.76B
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Return for Risk
SIG vs. PHM — Risk / Return Rank
SIG
PHM
SIG vs. PHM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Signet Jewelers Limited (SIG) and PulteGroup, Inc. (PHM). 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.
| SIG | PHM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.13 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.54 | 0.85 | -0.32 |
| Martin ratioReturn relative to average drawdown | 1.24 | 1.66 | -0.42 |
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Drawdowns
SIG vs. PHM - Drawdown Comparison
The maximum SIG drawdown since its inception was -95.53%, roughly equal to the maximum PHM drawdown of -92.40%. Use the drawdown chart below to compare losses from any high point for SIG and PHM.
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Drawdown Indicators
| SIG | PHM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.53% | -92.40% | -3.13% |
Max Drawdown (1Y)Largest decline over 1 year | -29.73% | -22.60% | -7.13% |
Max Drawdown (3Y)Largest decline over 3 years | -57.12% | -38.01% | -19.11% |
Max Drawdown (5Y)Largest decline over 5 years | -57.12% | -38.01% | -19.11% |
Max Drawdown (10Y)Largest decline over 10 years | -93.23% | -62.11% | -31.12% |
Current DrawdownCurrent decline from peak | -26.24% | -16.36% | -9.88% |
Average DrawdownAverage peak-to-trough decline | -31.47% | -35.47% | +4.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.86% | 11.62% | +1.24% |
Volatility
SIG vs. PHM - Volatility Comparison
Signet Jewelers Limited (SIG) has a higher volatility of 14.22% compared to PulteGroup, Inc. (PHM) at 9.64%. This indicates that SIG's price experiences larger fluctuations and is considered to be riskier than PHM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIG | PHM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.22% | 9.64% | +4.58% |
Volatility (6M)Calculated over the trailing 6-month period | 35.06% | 23.60% | +11.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.81% | 34.34% | +12.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.06% | 34.72% | +18.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.30% | 36.49% | +28.81% |
Dividends
SIG vs. PHM - Dividend Comparison
SIG's dividend yield for the trailing twelve months is around 1.45%, more than PHM's 0.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PHM PulteGroup, Inc. | 0.78% | 0.78% | 0.75% | 0.66% | 1.34% | 1.00% | 1.16% | 1.16% | 1.46% | 1.08% | 1.96% | 1.85% |
SIG Signet Jewelers Limited | 1.45% | 1.51% | 1.36% | 0.83% | 1.15% | 0.41% | 1.36% | 6.81% | 4.47% | 2.10% | 1.06% | 0.68% |
Financials
SIG vs. PHM - Financials Comparison
This section allows you to compare key financial metrics between Signet Jewelers Limited and PulteGroup, 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.
Total Revenue: Total amount of money received from sales and other business activities
SIG vs. PHM - Profitability Comparison
SIG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Signet Jewelers Limited reported a gross profit of 556.50M and revenue of 1.55B. Therefore, the gross margin over that period was 35.8%.
PHM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, PulteGroup, Inc. reported a gross profit of 822.11M and revenue of 3.41B. Therefore, the gross margin over that period was 24.1%.
SIG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Signet Jewelers Limited reported an operating income of 36.90M and revenue of 1.55B, resulting in an operating margin of 2.4%.
PHM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, PulteGroup, Inc. reported an operating income of 441.77M and revenue of 3.41B, resulting in an operating margin of 13.0%.
SIG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Signet Jewelers Limited reported a net income of 31.70M and revenue of 1.55B, resulting in a net margin of 2.0%.
PHM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, PulteGroup, Inc. reported a net income of 347.00M and revenue of 3.41B, resulting in a net margin of 10.2%.
Frequently Asked Questions
SIG and PHM have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SIG has higher volatility (14.22%) compared to PHM (9.64%). In terms of maximum drawdown, SIG dropped -95.53% vs PHM's -92.40%.
PHM currently has the higher Sharpe Ratio (0.56 vs 0.34), 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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