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TOL vs. BAC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

TOL vs. BAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Toll Brothers, Inc. (TOL) and Bank of America Corporation (BAC). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
27.89%
20.11%
TOL
BAC

Returns By Period

In the year-to-date period, TOL achieves a 49.34% return, which is significantly higher than BAC's 40.71% return. Over the past 10 years, TOL has outperformed BAC with an annualized return of 16.87%, while BAC has yielded a comparatively lower 12.79% annualized return.


TOL

YTD

49.34%

1M

2.93%

6M

27.89%

1Y

79.93%

5Y (annualized)

32.76%

10Y (annualized)

16.87%

BAC

YTD

40.71%

1M

9.83%

6M

20.11%

1Y

61.18%

5Y (annualized)

9.68%

10Y (annualized)

12.79%

Fundamentals


TOLBAC
Market Cap$15.34B$356.48B
EPS$14.48$2.76
PE Ratio10.4916.83
PEG Ratio1.052.06
Total Revenue (TTM)$7.51B$97.40B
Gross Profit (TTM)$2.15B$58.68B
EBITDA (TTM)$1.48B$42.54B

Key characteristics


TOLBAC
Sharpe Ratio2.332.59
Sortino Ratio2.983.82
Omega Ratio1.381.46
Calmar Ratio4.261.63
Martin Ratio12.0811.14
Ulcer Index6.67%5.47%
Daily Std Dev34.53%23.53%
Max Drawdown-76.39%-93.45%
Current Drawdown-4.52%-0.62%

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Correlation

-0.50.00.51.00.3

The correlation between TOL and BAC is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

TOL vs. BAC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Toll Brothers, Inc. (TOL) and Bank of America Corporation (BAC). 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 TOL, currently valued at 2.33, compared to the broader market-4.00-2.000.002.004.002.332.59
The chart of Sortino ratio for TOL, currently valued at 2.98, compared to the broader market-4.00-2.000.002.004.002.983.82
The chart of Omega ratio for TOL, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.46
The chart of Calmar ratio for TOL, currently valued at 4.26, compared to the broader market0.002.004.006.004.261.63
The chart of Martin ratio for TOL, currently valued at 12.08, compared to the broader market0.0010.0020.0030.0012.0811.14
TOL
BAC

The current TOL Sharpe Ratio is 2.33, which is comparable to the BAC Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of TOL and BAC, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.33
2.59
TOL
BAC

Dividends

TOL vs. BAC - Dividend Comparison

TOL's dividend yield for the trailing twelve months is around 0.59%, less than BAC's 2.11% yield.


TTM20232022202120202019201820172016201520142013
TOL
Toll Brothers, Inc.
0.59%0.81%1.54%0.86%1.01%1.11%1.25%0.50%0.00%0.00%0.00%0.00%
BAC
Bank of America Corporation
2.11%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%0.26%

Drawdowns

TOL vs. BAC - Drawdown Comparison

The maximum TOL drawdown since its inception was -76.39%, smaller than the maximum BAC drawdown of -93.45%. Use the drawdown chart below to compare losses from any high point for TOL and BAC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.52%
-0.62%
TOL
BAC

Volatility

TOL vs. BAC - Volatility Comparison

The current volatility for Toll Brothers, Inc. (TOL) is 7.69%, while Bank of America Corporation (BAC) has a volatility of 9.45%. This indicates that TOL experiences smaller price fluctuations and is considered to be less risky than BAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
7.69%
9.45%
TOL
BAC

Financials

TOL vs. BAC - Financials Comparison

This section allows you to compare key financial metrics between Toll Brothers, Inc. and Bank of America Corporation. 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