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TOL vs. KBH
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period

In the year-to-date period, TOL achieves a 12.77% return, which is significantly higher than KBH's -6.04% return. Over the past 10 years, TOL has outperformed KBH with an annualized return of 20.27%, while KBH has yielded a comparatively lower 14.95% annualized return.


TOL

1D
-2.41%
1M
13.09%
YTD
12.77%
6M
9.18%
1Y
41.35%
3Y*
26.98%
5Y*
23.24%
10Y*
20.27%

KBH

1D
-3.10%
1M
8.07%
YTD
-6.04%
6M
-6.11%
1Y
3.28%
3Y*
1.90%
5Y*
5.57%
10Y*
14.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TOL vs. KBH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TOL
Toll Brothers, Inc.
12.77%8.28%23.45%108.62%-29.97%68.43%11.53%21.40%-30.69%55.85%
KBH
KB Home
-6.04%-12.72%6.64%99.04%-27.48%35.29%-0.86%82.31%-39.98%103.05%

Correlation

The correlation between TOL and KBH is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Dec 30, 1987

0.63

The correlation between TOL and KBH shifts across timeframes, from 0.63 (all time) to 0.87 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TOL:

$14.60B

KBH:

$3.35B

EPS

TOL:

$13.19

KBH:

$5.38

PE Ratio

TOL:

11.52

KBH:

9.76

PEG Ratio

TOL:

0.52

KBH:

1.91

PS Ratio

TOL:

2.33

KBH:

0.58

PB Ratio

TOL:

1.72

KBH:

0.74

Total Revenue (TTM)

TOL:

$6.37B

KBH:

$5.92B

Gross Profit (TTM)

TOL:

$2.71B

KBH:

$893.19M

EBITDA (TTM)

TOL:

$1.76B

KBH:

$477.26M

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Return for Risk

TOL vs. KBH — Risk / Return Rank

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

TOL
TOL Risk / Return Rank: 7474
Overall Rank
TOL Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
TOL Sortino Ratio Rank: 7777
Sortino Ratio Rank
TOL Omega Ratio Rank: 7272
Omega Ratio Rank
TOL Calmar Ratio Rank: 7272
Calmar Ratio Rank
TOL Martin Ratio Rank: 7373
Martin Ratio Rank

KBH
KBH Risk / Return Rank: 4343
Overall Rank
KBH Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
KBH Sortino Ratio Rank: 4141
Sortino Ratio Rank
KBH Omega Ratio Rank: 4040
Omega Ratio Rank
KBH Calmar Ratio Rank: 4545
Calmar Ratio Rank
KBH Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TOL vs. KBH - Risk-Adjusted Trends 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.

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.


TOLKBHDifference
Sharpe ratioReturn per unit of total volatility

+1.10

Sortino ratioReturn per unit of downside risk

+1.63

Omega ratioGain probability vs. loss probability

1.23

1.05

+0.18

Calmar ratioReturn relative to maximum drawdown

1.65

0.10

+1.55

Martin ratioReturn relative to average drawdown

4.09

0.23

+3.87

TOL vs. KBH - Sharpe Ratio Comparison

The current TOL Sharpe Ratio is 1.19, which is higher than the KBH Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of TOL and KBH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.


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Drawdown Indicators


TOLKBHDifference

Max Drawdown

Largest peak-to-trough decline

-76.39%

-92.78%

+16.39%

Max Drawdown (1Y)

Largest decline over 1 year

-25.13%

-32.85%

+7.72%

Max Drawdown (3Y)

Largest decline over 3 years

-45.97%

-48.27%

+2.30%

Max Drawdown (5Y)

Largest decline over 5 years

-45.97%

-48.27%

+2.30%

Max Drawdown (10Y)

Largest decline over 10 years

-73.11%

-72.38%

-0.73%

Current Drawdown

Current decline from peak

-8.38%

-39.67%

+31.29%

Average Drawdown

Average peak-to-trough decline

-32.25%

-43.54%

+11.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.13%

14.54%

-4.41%

Volatility

TOL vs. KBH - Volatility Comparison

Toll Brothers, Inc. (TOL) has a higher volatility of 11.44% compared to KB Home (KBH) at 10.22%. 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.


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Volatility by Period


TOLKBHDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.44%

10.22%

+1.22%

Volatility (6M)

Calculated over the trailing 6-month period

25.99%

26.85%

-0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

34.94%

36.77%

-1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.14%

38.23%

-2.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.20%

44.74%

-3.54%

Dividends

TOL vs. KBH - Dividend Comparison

TOL's dividend yield for the trailing twelve months is around 0.66%, less than KBH's 1.90% yield.


PositionTTM20252024202320222021202020192018201720162015
KBH
KB Home
1.90%1.77%1.45%1.12%1.88%1.34%1.25%1.14%0.52%0.31%0.63%0.81%
TOL
Toll Brothers, Inc.
0.66%0.72%0.71%0.81%1.54%0.86%1.01%1.11%1.25%0.50%0.00%0.00%

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


-2.00B-1.00B0.001.00B2.00B3.00B4.00B20222023202420252026
-2.15B
1.08B
(TOL) Total Revenue
(KBH) Total Revenue
Values in USD except per share items

TOL vs. KBH - Profitability Comparison

The chart below illustrates the profitability comparison between Toll Brothers, Inc. and KB Home over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-30.0%-20.0%-10.0%0.0%10.0%20.0%30.0%20222023202420252026
-26.5%
0
Portfolio components
TOL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.

KBH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, KB Home reported a gross profit of 0.00 and revenue of 1.08B. 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 Jun 2026, Toll Brothers, Inc. reported an operating income of 346.64M and revenue of -2.15B, resulting in an operating margin of -16.2%.

KBH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, KB Home reported an operating income of 32.99M and revenue of 1.08B, resulting in an operating margin of 3.1%.

TOL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Toll Brothers, Inc. reported a net income of 260.59M and revenue of -2.15B, resulting in a net margin of -12.2%.

KBH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, KB Home reported a net income of 33.42M and revenue of 1.08B, resulting in a net margin of 3.1%.


Frequently Asked Questions


TOL and KBH have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TOL has higher volatility (11.44%) compared to KBH (10.22%). In terms of maximum drawdown, TOL dropped -76.39% vs KBH's -92.78%.

TOL currently has the higher Sharpe Ratio (1.19 vs 0.09), 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.

Portfolio Optimizer

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