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

Performance

TOL vs. CPRT - Performance Comparison

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

0.00%10,000.00%20,000.00%30,000.00%40,000.00%JuneJulyAugustSeptemberOctoberNovember
3,916.89%
37,680.00%
TOL
CPRT

Returns By Period

In the year-to-date period, TOL achieves a 49.64% return, which is significantly higher than CPRT's 15.65% return. Over the past 10 years, TOL has underperformed CPRT with an annualized return of 17.32%, while CPRT has yielded a comparatively higher 29.57% annualized return.


TOL

YTD

49.64%

1M

-3.12%

6M

17.19%

1Y

80.66%

5Y (annualized)

32.33%

10Y (annualized)

17.32%

CPRT

YTD

15.65%

1M

5.18%

6M

3.98%

1Y

12.84%

5Y (annualized)

21.36%

10Y (annualized)

29.57%

Fundamentals


TOLCPRT
Market Cap$15.33B$55.09B
EPS$14.48$1.40
PE Ratio10.4940.84
PEG Ratio1.093.14
Total Revenue (TTM)$7.51B$3.22B
Gross Profit (TTM)$2.15B$1.43B
EBITDA (TTM)$1.49B$1.32B

Key characteristics


TOLCPRT
Sharpe Ratio2.330.74
Sortino Ratio2.971.12
Omega Ratio1.381.14
Calmar Ratio4.250.99
Martin Ratio12.112.04
Ulcer Index6.65%7.40%
Daily Std Dev34.56%20.47%
Max Drawdown-76.39%-72.50%
Current Drawdown-4.33%-2.41%

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Correlation

-0.50.00.51.00.3

The correlation between TOL and CPRT 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. CPRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Toll Brothers, Inc. (TOL) and Copart, Inc. (CPRT). 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-4.00-2.000.002.002.330.74
The chart of Sortino ratio for TOL, currently valued at 2.97, compared to the broader market-4.00-2.000.002.004.002.971.12
The chart of Omega ratio for TOL, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.14
The chart of Calmar ratio for TOL, currently valued at 4.25, compared to the broader market0.002.004.006.004.250.99
The chart of Martin ratio for TOL, currently valued at 12.11, compared to the broader market0.0010.0020.0030.0012.112.04
TOL
CPRT

The current TOL Sharpe Ratio is 2.33, which is higher than the CPRT Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of TOL and CPRT, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.33
0.74
TOL
CPRT

Dividends

TOL vs. CPRT - Dividend Comparison

TOL's dividend yield for the trailing twelve months is around 0.59%, while CPRT has not paid dividends to shareholders.


TTM2023202220212020201920182017
TOL
Toll Brothers, Inc.
0.59%0.81%1.54%0.86%1.01%1.11%1.25%0.50%
CPRT
Copart, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TOL vs. CPRT - Drawdown Comparison

The maximum TOL drawdown since its inception was -76.39%, which is greater than CPRT's maximum drawdown of -72.50%. Use the drawdown chart below to compare losses from any high point for TOL and CPRT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.33%
-2.41%
TOL
CPRT

Volatility

TOL vs. CPRT - Volatility Comparison

Toll Brothers, Inc. (TOL) has a higher volatility of 9.64% compared to Copart, Inc. (CPRT) at 6.80%. This indicates that TOL's price experiences larger fluctuations and is considered to be riskier than CPRT 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
9.64%
6.80%
TOL
CPRT

Financials

TOL vs. CPRT - Financials Comparison

This section allows you to compare key financial metrics between Toll Brothers, Inc. and Copart, 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