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TMHC vs. KBH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

TMHC vs. KBH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Taylor Morrison Home Corporation (TMHC) and KB Home (KBH). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
20.54%
12.47%
TMHC
KBH

Returns By Period

In the year-to-date period, TMHC achieves a 29.90% return, which is significantly higher than KBH's 26.52% return. Over the past 10 years, TMHC has underperformed KBH with an annualized return of 13.39%, while KBH has yielded a comparatively higher 17.27% annualized return.


TMHC

YTD

29.90%

1M

2.45%

6M

20.54%

1Y

55.38%

5Y (annualized)

25.09%

10Y (annualized)

13.39%

KBH

YTD

26.52%

1M

-3.55%

6M

12.47%

1Y

49.01%

5Y (annualized)

19.85%

10Y (annualized)

17.27%

Fundamentals


TMHCKBH
Market Cap$7.17B$5.72B
EPS$7.55$7.79
PE Ratio9.1810.01
PEG Ratio1.510.63
Total Revenue (TTM)$7.83B$6.60B
Gross Profit (TTM)$1.91B$2.72B
EBITDA (TTM)$1.19B$822.89M

Key characteristics


TMHCKBH
Sharpe Ratio1.671.38
Sortino Ratio2.352.04
Omega Ratio1.291.24
Calmar Ratio3.812.52
Martin Ratio8.707.57
Ulcer Index6.09%6.33%
Daily Std Dev31.71%34.85%
Max Drawdown-75.18%-92.78%
Current Drawdown-5.51%-12.73%

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Correlation

-0.50.00.51.00.8

The correlation between TMHC and KBH is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

TMHC vs. KBH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Taylor Morrison Home Corporation (TMHC) and KB Home (KBH). 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 TMHC, currently valued at 1.67, compared to the broader market-4.00-2.000.002.004.001.671.38
The chart of Sortino ratio for TMHC, currently valued at 2.35, compared to the broader market-4.00-2.000.002.004.002.352.04
The chart of Omega ratio for TMHC, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.24
The chart of Calmar ratio for TMHC, currently valued at 3.81, compared to the broader market0.002.004.006.003.813.24
The chart of Martin ratio for TMHC, currently valued at 8.70, compared to the broader market-10.000.0010.0020.0030.008.707.57
TMHC
KBH

The current TMHC Sharpe Ratio is 1.67, which is comparable to the KBH Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of TMHC and KBH, 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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.67
1.38
TMHC
KBH

Dividends

TMHC vs. KBH - Dividend Comparison

TMHC has not paid dividends to shareholders, while KBH's dividend yield for the trailing twelve months is around 1.22%.


TTM20232022202120202019201820172016201520142013
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%
KBH
KB Home
1.22%1.12%1.88%1.34%1.25%0.67%0.52%0.31%0.63%0.81%0.60%0.55%

Drawdowns

TMHC vs. KBH - Drawdown Comparison

The maximum TMHC drawdown since its inception was -75.18%, smaller than the maximum KBH drawdown of -92.78%. Use the drawdown chart below to compare losses from any high point for TMHC and KBH. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.51%
-12.73%
TMHC
KBH

Volatility

TMHC vs. KBH - Volatility Comparison

The current volatility for Taylor Morrison Home Corporation (TMHC) is 7.69%, while KB Home (KBH) has a volatility of 8.30%. This indicates that TMHC experiences smaller price fluctuations and is considered to be less risky than KBH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
7.69%
8.30%
TMHC
KBH

Financials

TMHC vs. KBH - Financials Comparison

This section allows you to compare key financial metrics between Taylor Morrison Home Corporation and KB Home. 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