TOL vs. GRBK
TOL (Toll Brothers, Inc.) and GRBK (Green Brick Partners, Inc.) are both stocks. Both operate in the Residential Construction industry within the Consumer Cyclical sector. Over the past 10 years, TOL returned 19.50%/yr vs 26.08%/yr for GRBK. Their 0.36 correlation means their historical movements had little consistent relationship.
Performance
TOL vs. GRBK - Performance Comparison
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Returns By Period
In the year-to-date period, TOL achieves a 8.48% return, which is significantly lower than GRBK's 12.88% return. Over the past 10 years, TOL has underperformed GRBK with an annualized return of 19.50%, while GRBK has yielded a comparatively higher 26.08% annualized return.
TOL
- 1D
- -2.76%
- 1M
- -7.00%
- 6M
- 1.33%
- YTD
- 8.48%
- 1Y
- 20.56%
- 3Y*
- 23.00%
- 5Y*
- 21.01%
- 10Y*
- 19.50%
- ALL TIME*
- 13.02%
GRBK
- 1D
- 0.86%
- 1M
- -10.75%
- 6M
- 1.93%
- YTD
- 12.88%
- 1Y
- 10.97%
- 3Y*
- 7.58%
- 5Y*
- 23.05%
- 10Y*
- 26.08%
- ALL TIME*
- -5.53%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $15.54M | $15.86M | $17.85M | |
| $128.66M | $138.24M | $159.53M |
TOL vs. GRBK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TOL Toll Brothers, Inc. | 8.48% | 8.28% | 23.45% | 108.62% | -29.97% | 68.43% | 11.53% | 21.40% | -30.69% | 55.85% |
GRBK Green Brick Partners, Inc. | 12.88% | 10.92% | 8.76% | 114.36% | -20.11% | 32.10% | 100.00% | 58.56% | -35.93% | 12.44% |
Correlation
The correlation between TOL and GRBK is 0.80, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.80 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2007 | 0.36 |
Over the past year, TOL and GRBK have become more correlated (0.80) than their long-term average of 0.36, meaning their price movements have been converging.
Fundamentals
TOL:
$13.64B
GRBK:
$3.04B
TOL:
$13.32
GRBK:
$6.70
TOL:
10.96
GRBK:
10.56
TOL:
0.50
GRBK:
0.50
TOL:
2.22
GRBK:
1.58
TOL:
1.65
GRBK:
1.59
TOL:
$6.37B
GRBK:
$1.95B
TOL:
$2.71B
GRBK:
$451.31M
TOL:
$1.76B
GRBK:
$307.71M
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Return for Risk
TOL vs. GRBK — Risk / Return Rank
TOL
GRBK
TOL vs. GRBK - Risk-Adjusted Trends 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.
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 | GRBK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.10 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.97 | 0.59 | +0.37 |
| Martin ratioReturn relative to average drawdown | 2.32 | 1.09 | +1.23 |
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Drawdowns
TOL vs. GRBK - Drawdown Comparison
The maximum TOL drawdown since its inception was -76.39%, smaller than the maximum GRBK drawdown of -99.29%. Use the drawdown chart below to compare losses from any high point for TOL and GRBK.
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Drawdown Indicators
| TOL | GRBK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.39% | -99.29% | +22.90% |
Max Drawdown (1Y)Largest decline over 1 year | -25.13% | -23.99% | -1.14% |
Max Drawdown (3Y)Largest decline over 3 years | -45.97% | -36.15% | -9.82% |
Max Drawdown (5Y)Largest decline over 5 years | -45.97% | -45.12% | -0.85% |
Max Drawdown (10Y)Largest decline over 10 years | -73.11% | -54.29% | -18.82% |
Current DrawdownCurrent decline from peak | -11.86% | -68.79% | +56.93% |
Average DrawdownAverage peak-to-trough decline | -32.17% | -87.43% | +55.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.46% | 13.04% | -2.58% |
Volatility
TOL vs. GRBK - Volatility Comparison
Toll Brothers, Inc. (TOL) and Green Brick Partners, Inc. (GRBK) have volatilities of 9.68% and 9.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TOL | GRBK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.68% | 9.61% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 27.09% | 25.25% | +1.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.55% | 35.37% | -0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.33% | 42.83% | -6.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.27% | 43.68% | -2.41% |
Dividends
TOL vs. GRBK - Dividend Comparison
TOL's dividend yield for the trailing twelve months is around 0.70%, while GRBK has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
GRBK Green Brick Partners, 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. | 0.70% | 0.72% | 0.71% | 0.81% | 1.54% | 0.86% | 1.01% | 1.11% | 1.25% | 0.50% |
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.
Total Revenue: Total amount of money received from sales and other business activities
TOL vs. GRBK - Profitability Comparison
TOL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Toll Brothers, Inc. reported a gross profit of 568.77M and revenue of -2.15B. Therefore, the gross margin over that period was -26.5%.
GRBK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Green Brick Partners, Inc. reported a gross profit of 0.00 and revenue of 493.84M. Therefore, the gross margin over that period was 0.0%.
TOL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Toll Brothers, Inc. reported an operating income of 346.64M and revenue of -2.15B, resulting in an operating margin of -16.2%.
GRBK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Green Brick Partners, Inc. reported an operating income of 0.00 and revenue of 493.84M, resulting in an operating margin of 0.0%.
TOL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Toll Brothers, Inc. reported a net income of 260.59M and revenue of -2.15B, resulting in a net margin of -12.2%.
GRBK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Green Brick Partners, Inc. reported a net income of 74.17M and revenue of 493.84M, resulting in a net margin of 15.0%.
Frequently Asked Questions
TOL and GRBK have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TOL has higher volatility (9.68%) compared to GRBK (9.61%). In terms of maximum drawdown, TOL dropped -76.39% vs GRBK's -99.29%.
TOL currently has the higher Sharpe Ratio (0.70 vs 0.40), 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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