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TOL vs. KBH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TOL and KBH is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

TOL vs. KBH - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
6.56%
-6.10%
TOL
KBH

Key characteristics

Sharpe Ratio

TOL:

0.64

KBH:

0.21

Sortino Ratio

TOL:

1.10

KBH:

0.56

Omega Ratio

TOL:

1.14

KBH:

1.06

Calmar Ratio

TOL:

0.87

KBH:

0.28

Martin Ratio

TOL:

2.93

KBH:

0.97

Ulcer Index

TOL:

7.75%

KBH:

7.59%

Daily Std Dev

TOL:

35.38%

KBH:

34.99%

Max Drawdown

TOL:

-76.39%

KBH:

-92.78%

Current Drawdown

TOL:

-25.89%

KBH:

-26.34%

Fundamentals

Market Cap

TOL:

$13.24B

KBH:

$5.17B

EPS

TOL:

$15.01

KBH:

$7.79

PE Ratio

TOL:

8.84

KBH:

9.04

PEG Ratio

TOL:

1.08

KBH:

0.63

Total Revenue (TTM)

TOL:

$10.85B

KBH:

$4.93B

Gross Profit (TTM)

TOL:

$2.99B

KBH:

$1.05B

EBITDA (TTM)

TOL:

$2.10B

KBH:

$599.55M

Returns By Period

In the year-to-date period, TOL achieves a 21.89% return, which is significantly higher than KBH's 6.78% return. Over the past 10 years, TOL has underperformed KBH with an annualized return of 15.41%, while KBH has yielded a comparatively higher 16.29% annualized return.


TOL

YTD

21.89%

1M

-18.05%

6M

7.89%

1Y

22.69%

5Y*

27.06%

10Y*

15.41%

KBH

YTD

6.78%

1M

-15.43%

6M

-5.35%

1Y

8.73%

5Y*

15.92%

10Y*

16.29%

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Risk-Adjusted Performance

TOL vs. KBH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Toll Brothers, Inc. (TOL) and KB Home (KBH). 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 0.64, compared to the broader market-4.00-2.000.002.000.640.25
The chart of Sortino ratio for TOL, currently valued at 1.10, compared to the broader market-4.00-2.000.002.004.001.100.61
The chart of Omega ratio for TOL, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.07
The chart of Calmar ratio for TOL, currently valued at 0.87, compared to the broader market0.002.004.006.000.870.33
The chart of Martin ratio for TOL, currently valued at 2.93, compared to the broader market0.0010.0020.002.931.12
TOL
KBH

The current TOL Sharpe Ratio is 0.64, which is higher than the KBH Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of TOL and KBH, 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
0.64
0.25
TOL
KBH

Dividends

TOL vs. KBH - Dividend Comparison

TOL's dividend yield for the trailing twelve months is around 0.72%, less than KBH's 1.44% yield.


TTM20232022202120202019201820172016201520142013
TOL
Toll Brothers, Inc.
0.72%0.81%1.54%0.86%1.01%1.11%1.25%0.50%0.00%0.00%0.00%0.00%
KBH
KB Home
1.44%1.12%1.88%1.34%1.25%0.67%0.52%0.31%0.63%0.81%0.60%0.55%

Drawdowns

TOL vs. KBH - Drawdown Comparison

The maximum TOL drawdown since its inception was -76.39%, smaller than the maximum KBH drawdown of -92.78%. Use the drawdown chart below to compare losses from any high point for TOL and KBH. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.89%
-26.34%
TOL
KBH

Volatility

TOL vs. KBH - Volatility Comparison

Toll Brothers, Inc. (TOL) has a higher volatility of 13.30% compared to KB Home (KBH) at 11.42%. This indicates that TOL's price experiences larger fluctuations and is considered to be riskier than KBH 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
13.30%
11.42%
TOL
KBH

Financials

TOL vs. KBH - Financials Comparison

This section allows you to compare key financial metrics between Toll Brothers, Inc. and KB Home. 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
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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.

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