TOL vs. DCTH
TOL (Toll Brothers, Inc.) and DCTH (Delcath Systems, Inc.) are both stocks. TOL operates in Residential Construction (Consumer Cyclical), while DCTH operates in Medical Devices (Healthcare). Over the past 5 years, TOL returned 22.88%/yr vs 2.17%/yr for DCTH. At a 0.16 correlation, their price movements are largely independent.
Performance
TOL vs. DCTH - Performance Comparison
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Returns By Period
In the year-to-date period, TOL achieves a 12.05% return, which is significantly lower than DCTH's 21.68% return.
TOL
- 1D
- -0.63%
- 1M
- 12.38%
- YTD
- 12.05%
- 6M
- 9.57%
- 1Y
- 35.25%
- 3Y*
- 26.71%
- 5Y*
- 22.88%
- 10Y*
- 20.19%
DCTH
- 1D
- 6.78%
- 1M
- 11.52%
- YTD
- 21.68%
- 6M
- 21.44%
- 1Y
- -7.32%
- 3Y*
- 30.19%
- 5Y*
- 2.17%
- 10Y*
- —
TOL vs. DCTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TOL Toll Brothers, Inc. | 12.05% | 8.28% | 23.45% | 108.62% | -29.97% | 68.43% | 11.53% | 21.40% | -18.71% |
DCTH Delcath Systems, Inc. | 21.68% | -16.11% | 189.42% | 15.56% | -53.55% | -56.75% | -15.67% | -89.16% | -90.69% |
Correlation
The correlation between TOL and DCTH is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since May 29, 2018 | 0.16 |
The correlation between TOL and DCTH shifts across timeframes, from 0.16 (all time) to 0.27 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
TOL:
$14.51B
DCTH:
$442.70M
TOL:
$13.19
DCTH:
$0.01
TOL:
11.45
DCTH:
836.79
TOL:
2.32
DCTH:
7.17
TOL:
1.71
DCTH:
3.93
TOL:
$6.37B
DCTH:
$65.45M
TOL:
$2.71B
DCTH:
$77.75M
TOL:
$1.76B
DCTH:
$222.00K
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Return for Risk
TOL vs. DCTH — Risk / Return Rank
TOL
DCTH
TOL vs. DCTH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Toll Brothers, Inc. (TOL) and Delcath Systems, Inc. (DCTH). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TOL | DCTH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.17 | ||
| Sortino ratioReturn per unit of downside risk | +1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.02 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.41 | -0.18 | +1.59 |
| Martin ratioReturn relative to average drawdown | 3.48 | -0.28 | +3.76 |
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Drawdowns
TOL vs. DCTH - Drawdown Comparison
The maximum TOL drawdown since its inception was -76.39%, smaller than the maximum DCTH drawdown of -99.96%. Use the drawdown chart below to compare losses from any high point for TOL and DCTH.
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Drawdown Indicators
| TOL | DCTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.39% | -99.96% | +23.57% |
Max Drawdown (1Y)Largest decline over 1 year | -25.13% | -41.71% | +16.58% |
Max Drawdown (3Y)Largest decline over 3 years | -45.97% | -62.87% | +16.90% |
Max Drawdown (5Y)Largest decline over 5 years | -45.97% | -82.21% | +36.24% |
Max Drawdown (10Y)Largest decline over 10 years | -73.11% | — | — |
Current DrawdownCurrent decline from peak | -8.96% | -99.80% | +90.84% |
Average DrawdownAverage peak-to-trough decline | -32.24% | -96.43% | +64.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.15% | 26.34% | -16.19% |
Volatility
TOL vs. DCTH - Volatility Comparison
The current volatility for Toll Brothers, Inc. (TOL) is 11.35%, while Delcath Systems, Inc. (DCTH) has a volatility of 14.70%. This indicates that TOL experiences smaller price fluctuations and is considered to be less risky than DCTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TOL | DCTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.35% | 14.70% | -3.35% |
Volatility (6M)Calculated over the trailing 6-month period | 26.00% | 33.20% | -7.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.88% | 50.00% | -15.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.14% | 73.02% | -36.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.18% | 109.86% | -68.68% |
Dividends
TOL vs. DCTH - Dividend Comparison
TOL's dividend yield for the trailing twelve months is around 0.67%, while DCTH has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DCTH Delcath Systems, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TOL Toll Brothers, Inc. | 0.67% | 0.72% | 0.71% | 0.81% | 1.54% | 0.86% | 1.01% | 1.11% | 1.25% | 0.50% |
Financials
TOL vs. DCTH - Financials Comparison
This section allows you to compare key financial metrics between Toll Brothers, Inc. and Delcath Systems, 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
Frequently Asked Questions
TOL and DCTH have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DCTH has higher volatility (14.70%) compared to TOL (11.35%). In terms of maximum drawdown, TOL dropped -76.39% vs DCTH's -99.96%.
TOL currently has the higher Sharpe Ratio (1.02 vs -0.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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