TMHC vs. MHO
Compare and contrast key facts about Taylor Morrison Home Corporation (TMHC) and M/I Homes, Inc. (MHO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TMHC or MHO.
Performance
TMHC vs. MHO - Performance Comparison
Returns By Period
In the year-to-date period, TMHC achieves a 30.16% return, which is significantly higher than MHO's 13.39% return. Over the past 10 years, TMHC has underperformed MHO with an annualized return of 13.39%, while MHO has yielded a comparatively higher 21.03% annualized return.
TMHC
30.16%
7.09%
22.02%
54.45%
25.12%
13.39%
MHO
13.39%
-1.20%
27.36%
49.18%
29.43%
21.03%
Fundamentals
TMHC | MHO | |
---|---|---|
Market Cap | $7.17B | $4.21B |
EPS | $7.55 | $18.63 |
PE Ratio | 9.18 | 8.30 |
PEG Ratio | 1.51 | 0.78 |
Total Revenue (TTM) | $7.83B | $4.27B |
Gross Profit (TTM) | $1.91B | $1.15B |
EBITDA (TTM) | $1.19B | $693.78M |
Key characteristics
TMHC | MHO | |
---|---|---|
Sharpe Ratio | 1.76 | 1.30 |
Sortino Ratio | 2.44 | 1.86 |
Omega Ratio | 1.30 | 1.23 |
Calmar Ratio | 4.01 | 2.52 |
Martin Ratio | 9.13 | 5.44 |
Ulcer Index | 6.10% | 9.38% |
Daily Std Dev | 31.66% | 39.23% |
Max Drawdown | -75.18% | -91.51% |
Current Drawdown | -5.32% | -10.71% |
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Correlation
The correlation between TMHC and MHO 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. MHO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Taylor Morrison Home Corporation (TMHC) and M/I Homes, Inc. (MHO). 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.
Dividends
TMHC vs. MHO - Dividend Comparison
Neither TMHC nor MHO has paid dividends to shareholders.
Drawdowns
TMHC vs. MHO - Drawdown Comparison
The maximum TMHC drawdown since its inception was -75.18%, smaller than the maximum MHO drawdown of -91.51%. Use the drawdown chart below to compare losses from any high point for TMHC and MHO. For additional features, visit the drawdowns tool.
Volatility
TMHC vs. MHO - Volatility Comparison
The current volatility for Taylor Morrison Home Corporation (TMHC) is 6.88%, while M/I Homes, Inc. (MHO) has a volatility of 10.35%. This indicates that TMHC experiences smaller price fluctuations and is considered to be less risky than MHO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TMHC vs. MHO - Financials Comparison
This section allows you to compare key financial metrics between Taylor Morrison Home Corporation and M/I Homes, 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