TOL vs. CPRT
Compare and contrast key facts about Toll Brothers, Inc. (TOL) and Copart, Inc. (CPRT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TOL or CPRT.
Performance
TOL vs. CPRT - Performance Comparison
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
49.64%
-3.12%
17.19%
80.66%
32.33%
17.32%
CPRT
15.65%
5.18%
3.98%
12.84%
21.36%
29.57%
Fundamentals
TOL | CPRT | |
---|---|---|
Market Cap | $15.33B | $55.09B |
EPS | $14.48 | $1.40 |
PE Ratio | 10.49 | 40.84 |
PEG Ratio | 1.09 | 3.14 |
Total Revenue (TTM) | $7.51B | $3.22B |
Gross Profit (TTM) | $2.15B | $1.43B |
EBITDA (TTM) | $1.49B | $1.32B |
Key characteristics
TOL | CPRT | |
---|---|---|
Sharpe Ratio | 2.33 | 0.74 |
Sortino Ratio | 2.97 | 1.12 |
Omega Ratio | 1.38 | 1.14 |
Calmar Ratio | 4.25 | 0.99 |
Martin Ratio | 12.11 | 2.04 |
Ulcer Index | 6.65% | 7.40% |
Daily Std Dev | 34.56% | 20.47% |
Max Drawdown | -76.39% | -72.50% |
Current Drawdown | -4.33% | -2.41% |
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Correlation
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
---|---|---|---|---|---|---|---|---|
Toll Brothers, Inc. | 0.59% | 0.81% | 1.54% | 0.86% | 1.01% | 1.11% | 1.25% | 0.50% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities