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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.


-0.50.00.51.0
Correlation: 0.6

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.

4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%NovemberDecember2025FebruaryMarchApril
7,398.67%
3,553.27%
TOL
KBH

Key characteristics

Sharpe Ratio

TOL:

-0.54

KBH:

-0.47

Sortino Ratio

TOL:

-0.58

KBH:

-0.49

Omega Ratio

TOL:

0.93

KBH:

0.95

Calmar Ratio

TOL:

-0.49

KBH:

-0.45

Martin Ratio

TOL:

-1.19

KBH:

-1.00

Ulcer Index

TOL:

17.00%

KBH:

16.77%

Daily Std Dev

TOL:

37.21%

KBH:

35.66%

Max Drawdown

TOL:

-76.39%

KBH:

-92.78%

Current Drawdown

TOL:

-41.26%

KBH:

-37.53%

Fundamentals

Market Cap

TOL:

$9.78B

KBH:

$3.99B

EPS

TOL:

$14.51

KBH:

$8.18

PE Ratio

TOL:

6.78

KBH:

6.80

PEG Ratio

TOL:

0.79

KBH:

0.63

Total Revenue (TTM)

TOL:

$9.36B

KBH:

$5.46B

Gross Profit (TTM)

TOL:

$2.91B

KBH:

$1.15B

EBITDA (TTM)

TOL:

$1.99B

KBH:

$659.01M

Returns By Period

In the year-to-date period, TOL achieves a -21.74% return, which is significantly lower than KBH's -15.07% return. Over the past 10 years, TOL has underperformed KBH with an annualized return of 10.47%, while KBH has yielded a comparatively higher 14.54% annualized return.


TOL

YTD

-21.74%

1M

-8.99%

6M

-35.78%

1Y

-21.36%

5Y*

42.55%

10Y*

10.47%

KBH

YTD

-15.07%

1M

-8.45%

6M

-33.02%

1Y

-17.31%

5Y*

30.13%

10Y*

14.54%

*Annualized

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. KBH — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TOL
The Risk-Adjusted Performance Rank of TOL is 2525
Overall Rank
The Sharpe Ratio Rank of TOL is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of TOL is 2525
Sortino Ratio Rank
The Omega Ratio Rank of TOL is 2626
Omega Ratio Rank
The Calmar Ratio Rank of TOL is 2424
Calmar Ratio Rank
The Martin Ratio Rank of TOL is 2525
Martin Ratio Rank

KBH
The Risk-Adjusted Performance Rank of KBH is 2929
Overall Rank
The Sharpe Ratio Rank of KBH is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of KBH is 2727
Sortino Ratio Rank
The Omega Ratio Rank of KBH is 2929
Omega Ratio Rank
The Calmar Ratio Rank of KBH is 2727
Calmar Ratio Rank
The Martin Ratio Rank of KBH is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 -0.54, compared to the broader market-2.00-1.000.001.002.003.00
TOL: -0.54
KBH: -0.47
The chart of Sortino ratio for TOL, currently valued at -0.58, compared to the broader market-6.00-4.00-2.000.002.004.00
TOL: -0.58
KBH: -0.49
The chart of Omega ratio for TOL, currently valued at 0.93, compared to the broader market0.501.001.502.00
TOL: 0.93
KBH: 0.95
The chart of Calmar ratio for TOL, currently valued at -0.49, compared to the broader market0.001.002.003.004.005.00
TOL: -0.49
KBH: -0.45
The chart of Martin ratio for TOL, currently valued at -1.19, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
TOL: -1.19
KBH: -1.00

The current TOL Sharpe Ratio is -0.54, which is comparable to the KBH Sharpe Ratio of -0.47. 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.54
-0.47
TOL
KBH

Dividends

TOL vs. KBH - Dividend Comparison

TOL's dividend yield for the trailing twelve months is around 0.94%, less than KBH's 1.80% yield.


TTM20242023202220212020201920182017201620152014
TOL
Toll Brothers, Inc.
0.70%0.71%0.81%1.54%0.86%1.01%1.11%1.25%0.50%0.00%0.00%0.00%
KBH
KB Home
1.80%1.45%1.12%1.88%1.34%1.25%0.67%0.52%0.31%0.63%0.81%0.60%

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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-41.26%
-37.53%
TOL
KBH

Volatility

TOL vs. KBH - Volatility Comparison

Toll Brothers, Inc. (TOL) and KB Home (KBH) have volatilities of 11.44% and 11.22%, 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.


6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.44%
11.22%
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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