PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TOL vs. GRBK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TOL and GRBK is 0.33, 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.


-0.50.00.51.00.3

Performance

TOL vs. GRBK - Performance Comparison

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

-100.00%0.00%100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
406.22%
-60.25%
TOL
GRBK

Key characteristics

Sharpe Ratio

TOL:

0.67

GRBK:

0.32

Sortino Ratio

TOL:

1.13

GRBK:

0.69

Omega Ratio

TOL:

1.14

GRBK:

1.09

Calmar Ratio

TOL:

0.91

GRBK:

0.17

Martin Ratio

TOL:

3.07

GRBK:

1.25

Ulcer Index

TOL:

7.74%

GRBK:

9.13%

Daily Std Dev

TOL:

35.40%

GRBK:

36.20%

Max Drawdown

TOL:

-76.39%

GRBK:

-99.36%

Current Drawdown

TOL:

-25.24%

GRBK:

-63.12%

Fundamentals

Market Cap

TOL:

$13.24B

GRBK:

$2.79B

EPS

TOL:

$15.01

GRBK:

$7.71

PE Ratio

TOL:

8.84

GRBK:

8.14

PEG Ratio

TOL:

1.08

GRBK:

0.76

Total Revenue (TTM)

TOL:

$10.85B

GRBK:

$1.98B

Gross Profit (TTM)

TOL:

$2.99B

GRBK:

$648.76M

EBITDA (TTM)

TOL:

$2.10B

GRBK:

$446.12M

Returns By Period

In the year-to-date period, TOL achieves a 22.96% return, which is significantly higher than GRBK's 10.95% return. Over the past 10 years, TOL has underperformed GRBK with an annualized return of 15.44%, while GRBK has yielded a comparatively higher 21.70% annualized return.


TOL

YTD

22.96%

1M

-17.66%

6M

7.50%

1Y

22.03%

5Y*

27.57%

10Y*

15.44%

GRBK

YTD

10.95%

1M

-16.09%

6M

1.03%

1Y

10.64%

5Y*

39.01%

10Y*

21.70%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TOL vs. GRBK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Toll Brothers, Inc. (TOL) and Green Brick Partners, Inc. (GRBK). 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 0.67, compared to the broader market-4.00-2.000.002.000.670.32
The chart of Sortino ratio for TOL, currently valued at 1.13, compared to the broader market-4.00-2.000.002.004.001.130.69
The chart of Omega ratio for TOL, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.09
The chart of Calmar ratio for TOL, currently valued at 0.91, compared to the broader market0.002.004.006.000.910.17
The chart of Martin ratio for TOL, currently valued at 3.07, compared to the broader market-5.000.005.0010.0015.0020.0025.003.071.25
TOL
GRBK

The current TOL Sharpe Ratio is 0.67, which is higher than the GRBK Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of TOL and GRBK, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.67
0.32
TOL
GRBK

Dividends

TOL vs. GRBK - Dividend Comparison

TOL's dividend yield for the trailing twelve months is around 0.72%, while GRBK has not paid dividends to shareholders.


TTM2023202220212020201920182017
TOL
Toll Brothers, Inc.
0.72%0.81%1.54%0.86%1.01%1.11%1.25%0.50%
GRBK
Green Brick Partners, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TOL vs. GRBK - Drawdown Comparison

The maximum TOL drawdown since its inception was -76.39%, smaller than the maximum GRBK drawdown of -99.36%. Use the drawdown chart below to compare losses from any high point for TOL and GRBK. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.24%
-63.12%
TOL
GRBK

Volatility

TOL vs. GRBK - Volatility Comparison

Toll Brothers, Inc. (TOL) has a higher volatility of 13.43% compared to Green Brick Partners, Inc. (GRBK) at 11.82%. This indicates that TOL's price experiences larger fluctuations and is considered to be riskier than GRBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
13.43%
11.82%
TOL
GRBK

Financials

TOL vs. GRBK - Financials Comparison

This section allows you to compare key financial metrics between Toll Brothers, Inc. and Green Brick Partners, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab