TMHC vs. AVUV
TMHC (Taylor Morrison Home Corporation) is a stock, while AVUV (Avantis US Small Cap Value ETF) is Small Cap Value Equities fund actively managed by Avantis. Over the past 5 years, TMHC returned 20.87%/yr vs 11.57%/yr for AVUV. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
TMHC vs. AVUV - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with TMHC having a 22.13% return and AVUV slightly higher at 22.73%.
TMHC
- 1D
- -0.01%
- 1M
- 26.25%
- YTD
- 22.13%
- 6M
- 14.86%
- 1Y
- 23.90%
- 3Y*
- 15.27%
- 5Y*
- 20.87%
- 10Y*
- 17.21%
AVUV
- 1D
- 0.96%
- 1M
- 5.11%
- YTD
- 22.73%
- 6M
- 19.51%
- 1Y
- 42.12%
- 3Y*
- 19.24%
- 5Y*
- 11.57%
- 10Y*
- —
TMHC vs. AVUV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TMHC Taylor Morrison Home Corporation | 22.13% | -3.82% | 14.73% | 75.78% | -13.19% | 36.30% | 17.34% | -14.14% |
AVUV Avantis US Small Cap Value ETF | 22.73% | 7.44% | 9.28% | 22.82% | -4.91% | 42.20% | 6.43% | 8.54% |
Correlation
The correlation between TMHC and AVUV is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.61 |
The correlation between TMHC and AVUV has been stable across timeframes, ranging from 0.60 to 0.64 - a consistent structural relationship.
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Return for Risk
TMHC vs. AVUV — Risk / Return Rank
TMHC
AVUV
TMHC vs. AVUV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Taylor Morrison Home Corporation (TMHC) and Avantis US Small Cap Value ETF (AVUV). 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.
| TMHC | AVUV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.74 | ||
| Sortino ratioReturn per unit of downside risk | -1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.39 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.89 | 5.06 | -4.17 |
| Martin ratioReturn relative to average drawdown | 1.66 | 15.09 | -13.43 |
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Drawdowns
TMHC vs. AVUV - Drawdown Comparison
The maximum TMHC drawdown since its inception was -75.18%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for TMHC and AVUV.
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Drawdown Indicators
| TMHC | AVUV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.18% | -49.42% | -25.76% |
Max Drawdown (1Y)Largest decline over 1 year | -23.80% | -7.95% | -15.85% |
Max Drawdown (3Y)Largest decline over 3 years | -27.90% | -28.79% | +0.89% |
Max Drawdown (5Y)Largest decline over 5 years | -40.84% | -28.79% | -12.05% |
Max Drawdown (10Y)Largest decline over 10 years | -75.18% | — | — |
Current DrawdownCurrent decline from peak | -3.88% | 0.00% | -3.88% |
Average DrawdownAverage peak-to-trough decline | -20.26% | -7.91% | -12.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.79% | 2.67% | +10.12% |
Volatility
TMHC vs. AVUV - Volatility Comparison
Taylor Morrison Home Corporation (TMHC) has a higher volatility of 21.03% compared to Avantis US Small Cap Value ETF (AVUV) at 4.53%. This indicates that TMHC's price experiences larger fluctuations and is considered to be riskier than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMHC | AVUV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.03% | 4.53% | +16.50% |
Volatility (6M)Calculated over the trailing 6-month period | 29.55% | 11.34% | +18.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.09% | 17.63% | +21.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.83% | 22.75% | +15.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.77% | 28.26% | +16.51% |
Dividends
TMHC vs. AVUV - Dividend Comparison
TMHC has not paid dividends to shareholders, while AVUV's dividend yield for the trailing twelve months is around 1.61%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AVUV Avantis US Small Cap Value ETF | 1.61% | 1.58% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% |
TMHC Taylor Morrison Home Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TMHC and AVUV have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMHC has higher volatility (21.03%) compared to AVUV (4.53%). In terms of maximum drawdown, TMHC dropped -75.18% vs AVUV's -49.42%.
AVUV currently has the higher Sharpe Ratio (2.28 vs 0.54), 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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