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

Performance

TMHC vs. MHO - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
20.37%
25.15%
TMHC
MHO

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

YTD

30.16%

1M

7.09%

6M

22.02%

1Y

54.45%

5Y (annualized)

25.12%

10Y (annualized)

13.39%

MHO

YTD

13.39%

1M

-1.20%

6M

27.36%

1Y

49.18%

5Y (annualized)

29.43%

10Y (annualized)

21.03%

Fundamentals


TMHCMHO
Market Cap$7.17B$4.21B
EPS$7.55$18.63
PE Ratio9.188.30
PEG Ratio1.510.78
Total Revenue (TTM)$7.83B$4.27B
Gross Profit (TTM)$1.91B$1.15B
EBITDA (TTM)$1.19B$693.78M

Key characteristics


TMHCMHO
Sharpe Ratio1.761.30
Sortino Ratio2.441.86
Omega Ratio1.301.23
Calmar Ratio4.012.52
Martin Ratio9.135.44
Ulcer Index6.10%9.38%
Daily Std Dev31.66%39.23%
Max Drawdown-75.18%-91.51%
Current Drawdown-5.32%-10.71%

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Correlation

-0.50.00.51.00.8

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.


Sharpe ratio
The chart of Sharpe ratio for TMHC, currently valued at 1.76, compared to the broader market-4.00-2.000.002.004.001.761.30
The chart of Sortino ratio for TMHC, currently valued at 2.44, compared to the broader market-4.00-2.000.002.004.002.441.86
The chart of Omega ratio for TMHC, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.23
The chart of Calmar ratio for TMHC, currently valued at 4.01, compared to the broader market0.002.004.006.004.012.52
The chart of Martin ratio for TMHC, currently valued at 9.13, compared to the broader market0.0010.0020.0030.009.135.44
TMHC
MHO

The current TMHC Sharpe Ratio is 1.76, which is higher than the MHO Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of TMHC and MHO, 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.76
1.30
TMHC
MHO

Dividends

TMHC vs. MHO - Dividend Comparison

Neither TMHC nor MHO has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.32%
-10.71%
TMHC
MHO

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.


6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
6.88%
10.35%
TMHC
MHO

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items