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SKY vs. DHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SKY and DHI is 0.32, 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.


-0.50.00.51.00.3

Performance

SKY vs. DHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Skyline Champion Corporation (SKY) and D.R. Horton, Inc. (DHI). The values are adjusted to include any dividend payments, if applicable.

0.00%5,000.00%10,000.00%15,000.00%JulyAugustSeptemberOctoberNovemberDecember
993.98%
12,496.77%
SKY
DHI

Key characteristics

Sharpe Ratio

SKY:

0.78

DHI:

-0.17

Sortino Ratio

SKY:

1.33

DHI:

-0.02

Omega Ratio

SKY:

1.17

DHI:

1.00

Calmar Ratio

SKY:

1.34

DHI:

-0.19

Martin Ratio

SKY:

3.34

DHI:

-0.57

Ulcer Index

SKY:

9.37%

DHI:

10.20%

Daily Std Dev

SKY:

39.95%

DHI:

33.21%

Max Drawdown

SKY:

-93.05%

DHI:

-88.85%

Current Drawdown

SKY:

-11.83%

DHI:

-28.99%

Fundamentals

Market Cap

SKY:

$5.80B

DHI:

$47.07B

EPS

SKY:

$2.57

DHI:

$14.33

PE Ratio

SKY:

39.29

DHI:

10.24

PEG Ratio

SKY:

0.00

DHI:

0.54

Total Revenue (TTM)

SKY:

$2.30B

DHI:

$36.80B

Gross Profit (TTM)

SKY:

$610.07M

DHI:

$9.54B

EBITDA (TTM)

SKY:

$235.72M

DHI:

$6.10B

Returns By Period

In the year-to-date period, SKY achieves a 29.32% return, which is significantly higher than DHI's -7.38% return. Over the past 10 years, SKY has outperformed DHI with an annualized return of 39.91%, while DHI has yielded a comparatively lower 20.21% annualized return.


SKY

YTD

29.32%

1M

-4.05%

6M

34.53%

1Y

28.74%

5Y*

25.52%

10Y*

39.91%

DHI

YTD

-7.38%

1M

-14.41%

6M

-1.56%

1Y

-6.37%

5Y*

22.31%

10Y*

20.21%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SKY vs. DHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Skyline Champion Corporation (SKY) and D.R. Horton, Inc. (DHI). 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 SKY, currently valued at 0.78, compared to the broader market-4.00-2.000.002.000.78-0.17
The chart of Sortino ratio for SKY, currently valued at 1.33, compared to the broader market-4.00-2.000.002.004.001.33-0.02
The chart of Omega ratio for SKY, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.00
The chart of Calmar ratio for SKY, currently valued at 1.34, compared to the broader market0.002.004.006.001.34-0.19
The chart of Martin ratio for SKY, currently valued at 3.34, compared to the broader market-5.000.005.0010.0015.0020.0025.003.34-0.57
SKY
DHI

The current SKY Sharpe Ratio is 0.78, which is higher than the DHI Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of SKY and DHI, 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 Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.78
-0.17
SKY
DHI

Dividends

SKY vs. DHI - Dividend Comparison

SKY has not paid dividends to shareholders, while DHI's dividend yield for the trailing twelve months is around 0.93%.


TTM20232022202120202019201820172016201520142013
SKY
Skyline Champion Corporation
0.00%0.00%0.00%0.00%0.00%0.00%4.25%0.00%0.00%0.00%0.00%0.00%
DHI
D.R. Horton, Inc.
0.93%0.69%1.04%0.76%1.05%1.18%1.51%0.83%1.24%0.84%0.80%0.67%

Drawdowns

SKY vs. DHI - Drawdown Comparison

The maximum SKY drawdown since its inception was -93.05%, roughly equal to the maximum DHI drawdown of -88.85%. Use the drawdown chart below to compare losses from any high point for SKY and DHI. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.83%
-28.99%
SKY
DHI

Volatility

SKY vs. DHI - Volatility Comparison

Skyline Champion Corporation (SKY) and D.R. Horton, Inc. (DHI) have volatilities of 9.58% and 9.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
9.58%
9.52%
SKY
DHI

Financials

SKY vs. DHI - Financials Comparison

This section allows you to compare key financial metrics between Skyline Champion Corporation and D.R. Horton, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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