TMHC vs. SPY
Compare and contrast key facts about Taylor Morrison Home Corporation (TMHC) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TMHC or SPY.
Performance
TMHC vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, TMHC achieves a 33.23% return, which is significantly higher than SPY's 26.47% return. Both investments have delivered pretty close results over the past 10 years, with TMHC having a 13.65% annualized return and SPY not far behind at 13.14%.
TMHC
33.23%
5.77%
23.21%
58.10%
25.68%
13.65%
SPY
26.47%
3.03%
13.19%
32.65%
15.68%
13.14%
Key characteristics
| TMHC | SPY | |
|---|---|---|
| Sharpe Ratio | 1.83 | 2.69 |
| Sortino Ratio | 2.52 | 3.59 |
| Omega Ratio | 1.31 | 1.50 |
| Calmar Ratio | 4.18 | 3.88 |
| Martin Ratio | 9.52 | 17.47 |
| Ulcer Index | 6.10% | 1.87% |
| Daily Std Dev | 31.73% | 12.14% |
| Max Drawdown | -75.18% | -55.19% |
| Current Drawdown | -3.08% | -0.54% |
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Correlation
The correlation between TMHC and SPY is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
TMHC vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Taylor Morrison Home Corporation (TMHC) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
TMHC has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.18%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
TMHC vs. SPY - Drawdown Comparison
The maximum TMHC drawdown since its inception was -75.18%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TMHC and SPY. For additional features, visit the drawdowns tool.
Volatility
TMHC vs. SPY - Volatility Comparison
Taylor Morrison Home Corporation (TMHC) has a higher volatility of 7.06% compared to SPDR S&P 500 ETF (SPY) at 3.98%. This indicates that TMHC's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.