TOL vs. ITB
Compare and contrast key facts about Toll Brothers, Inc. (TOL) and iShares U.S. Home Construction ETF (ITB).
ITB is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Home Construction Index. It was launched on May 1, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TOL or ITB.
Key characteristics
| TOL | ITB | |
|---|---|---|
| YTD Return | 23.20% | 5.76% |
| 1Y Return | 98.34% | 42.77% |
| 3Y Return (Ann) | 27.81% | 14.65% |
| 5Y Return (Ann) | 28.38% | 23.69% |
| 10Y Return (Ann) | 14.88% | 17.20% |
| Sharpe Ratio | 2.96 | 1.67 |
| Daily Std Dev | 32.54% | 25.14% |
| Max Drawdown | -85.43% | -86.53% |
| Current Drawdown | -2.31% | -7.19% |
Correlation
The correlation between TOL and ITB is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
TOL vs. ITB - Performance Comparison
In the year-to-date period, TOL achieves a 23.20% return, which is significantly higher than ITB's 5.76% return. Over the past 10 years, TOL has underperformed ITB with an annualized return of 14.88%, while ITB has yielded a comparatively higher 17.20% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TOL vs. ITB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Toll Brothers, Inc. (TOL) and iShares U.S. Home Construction ETF (ITB). 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. ITB - Dividend Comparison
TOL's dividend yield for the trailing twelve months is around 0.68%, more than ITB's 0.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TOL Toll Brothers, Inc. | 0.68% | 0.81% | 1.54% | 0.86% | 1.01% | 1.11% | 1.25% | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% |
ITB iShares U.S. Home Construction ETF | 0.46% | 0.48% | 0.86% | 0.37% | 0.46% | 0.50% | 0.63% | 0.28% | 0.43% | 0.34% | 0.34% | 0.12% |
Drawdowns
TOL vs. ITB - Drawdown Comparison
The maximum TOL drawdown since its inception was -85.43%, roughly equal to the maximum ITB drawdown of -86.53%. Use the drawdown chart below to compare losses from any high point for TOL and ITB. For additional features, visit the drawdowns tool.
Volatility
TOL vs. ITB - Volatility Comparison
Toll Brothers, Inc. (TOL) has a higher volatility of 9.08% compared to iShares U.S. Home Construction ETF (ITB) at 6.13%. This indicates that TOL's price experiences larger fluctuations and is considered to be riskier than ITB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.