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

Correlation

The correlation between SKY and GRBK is 0.30, 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.


Performance

SKY vs. GRBK - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SKY:

-0.14

GRBK:

0.22

Sortino Ratio

SKY:

0.06

GRBK:

0.53

Omega Ratio

SKY:

1.01

GRBK:

1.06

Calmar Ratio

SKY:

-0.18

GRBK:

0.10

Martin Ratio

SKY:

-0.60

GRBK:

0.32

Ulcer Index

SKY:

12.31%

GRBK:

21.10%

Daily Std Dev

SKY:

43.49%

GRBK:

37.99%

Max Drawdown

SKY:

-93.03%

GRBK:

-99.36%

Current Drawdown

SKY:

-39.96%

GRBK:

-62.60%

Fundamentals

Market Cap

SKY:

$3.75B

GRBK:

$2.59B

EPS

SKY:

$3.41

GRBK:

$8.30

PE Ratio

SKY:

19.18

GRBK:

7.04

PEG Ratio

SKY:

0.00

GRBK:

0.76

PS Ratio

SKY:

1.51

GRBK:

1.20

PB Ratio

SKY:

2.43

GRBK:

1.57

Total Revenue (TTM)

SKY:

$2.48B

GRBK:

$2.15B

Gross Profit (TTM)

SKY:

$508.67M

GRBK:

$709.80M

EBITDA (TTM)

SKY:

$246.32M

GRBK:

$492.43M

Returns By Period

In the year-to-date period, SKY achieves a -25.77% return, which is significantly lower than GRBK's 3.47% return. Over the past 10 years, SKY has outperformed GRBK with an annualized return of 35.16%, while GRBK has yielded a comparatively lower 18.87% annualized return.


SKY

YTD

-25.77%

1M

-25.01%

6M

-36.95%

1Y

-6.05%

3Y*

7.17%

5Y*

21.36%

10Y*

35.16%

GRBK

YTD

3.47%

1M

0.22%

6M

-18.21%

1Y

7.05%

3Y*

33.95%

5Y*

40.44%

10Y*

18.87%

*Annualized

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Skyline Champion Corporation

Green Brick Partners, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SKY vs. GRBK — Risk-Adjusted Performance Rank

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

SKY
The Risk-Adjusted Performance Rank of SKY is 3939
Overall Rank
The Sharpe Ratio Rank of SKY is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of SKY is 3838
Sortino Ratio Rank
The Omega Ratio Rank of SKY is 3737
Omega Ratio Rank
The Calmar Ratio Rank of SKY is 3939
Calmar Ratio Rank
The Martin Ratio Rank of SKY is 3838
Martin Ratio Rank

GRBK
The Risk-Adjusted Performance Rank of GRBK is 5454
Overall Rank
The Sharpe Ratio Rank of GRBK is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of GRBK is 5252
Sortino Ratio Rank
The Omega Ratio Rank of GRBK is 5050
Omega Ratio Rank
The Calmar Ratio Rank of GRBK is 5656
Calmar Ratio Rank
The Martin Ratio Rank of GRBK is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SKY vs. GRBK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Skyline Champion Corporation (SKY) and Green Brick Partners, Inc. (GRBK). 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.


The current SKY Sharpe Ratio is -0.14, which is lower than the GRBK Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of SKY and GRBK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SKY vs. GRBK - Dividend Comparison

Neither SKY nor GRBK has paid dividends to shareholders.


TTM2024202320222021202020192018
SKY
Skyline Champion Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.25%
GRBK
Green Brick Partners, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SKY vs. GRBK - Drawdown Comparison

The maximum SKY drawdown since its inception was -93.03%, smaller than the maximum GRBK drawdown of -99.36%. Use the drawdown chart below to compare losses from any high point for SKY and GRBK.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SKY vs. GRBK - Volatility Comparison

Skyline Champion Corporation (SKY) has a higher volatility of 20.28% compared to Green Brick Partners, Inc. (GRBK) at 9.41%. This indicates that SKY's price experiences larger fluctuations and is considered to be riskier than GRBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SKY vs. GRBK - Financials Comparison

This section allows you to compare key financial metrics between Skyline Champion Corporation and Green Brick Partners, 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


200.00M300.00M400.00M500.00M600.00M700.00M800.00M20212022202320242025
593.87M
497.62M
(SKY) Total Revenue
(GRBK) Total Revenue
Values in USD except per share items