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

Performance

TOL vs. LEN - Performance Comparison

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

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TOL vs. LEN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TOL
Toll Brothers, Inc.
1.11%8.28%23.45%108.62%-29.97%68.43%11.53%21.40%-30.69%55.85%
LEN
Lennar Corporation
-15.15%-20.80%-7.32%66.92%-20.64%53.99%37.97%42.96%-37.91%50.28%

Fundamentals

EPS

TOL:

$13.97

LEN:

$8.10

PE Ratio

TOL:

9.77

LEN:

10.72

PS Ratio

TOL:

1.48

LEN:

0.65

Total Revenue (TTM)

TOL:

$9.11B

LEN:

$34.13B

Gross Profit (TTM)

TOL:

$2.82B

LEN:

$6.01B

EBITDA (TTM)

TOL:

$1.82B

LEN:

$2.95B

Returns By Period

In the year-to-date period, TOL achieves a 1.11% return, which is significantly higher than LEN's -15.15% return. Over the past 10 years, TOL has outperformed LEN with an annualized return of 17.71%, while LEN has yielded a comparatively lower 7.81% annualized return.


TOL

1D
4.61%
1M
-13.21%
YTD
1.11%
6M
-0.83%
1Y
30.35%
3Y*
32.68%
5Y*
19.57%
10Y*
17.71%

LEN

1D
2.31%
1M
-24.06%
YTD
-15.15%
6M
-30.50%
1Y
-22.99%
3Y*
-3.75%
5Y*
-1.37%
10Y*
7.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TOL vs. LEN — Risk / Return Rank

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

TOL
TOL Risk / Return Rank: 7070
Overall Rank
TOL Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
TOL Sortino Ratio Rank: 6969
Sortino Ratio Rank
TOL Omega Ratio Rank: 6565
Omega Ratio Rank
TOL Calmar Ratio Rank: 7171
Calmar Ratio Rank
TOL Martin Ratio Rank: 7474
Martin Ratio Rank

LEN
LEN Risk / Return Rank: 1616
Overall Rank
LEN Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
LEN Sortino Ratio Rank: 1616
Sortino Ratio Rank
LEN Omega Ratio Rank: 1717
Omega Ratio Rank
LEN Calmar Ratio Rank: 2323
Calmar Ratio Rank
LEN Martin Ratio Rank: 1111
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. LEN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Toll Brothers, Inc. (TOL) and Lennar Corporation (LEN). 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.


TOLLENDifference

Sharpe ratio

Return per unit of total volatility

0.88

-0.61

+1.49

Sortino ratio

Return per unit of downside risk

1.49

-0.73

+2.22

Omega ratio

Gain probability vs. loss probability

1.18

0.92

+0.26

Calmar ratio

Return relative to maximum drawdown

1.44

-0.56

+2.01

Martin ratio

Return relative to average drawdown

4.15

-1.48

+5.63

TOL vs. LEN - Sharpe Ratio Comparison

The current TOL Sharpe Ratio is 0.88, which is higher than the LEN Sharpe Ratio of -0.61. The chart below compares the historical Sharpe Ratios of TOL and LEN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TOLLENDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

-0.61

+1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

-0.04

+0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.21

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.25

+0.04

Correlation

The correlation between TOL and LEN 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.


Dividends

TOL vs. LEN - Dividend Comparison

TOL's dividend yield for the trailing twelve months is around 0.73%, less than LEN's 2.30% yield.


TTM20252024202320222021202020192018201720162015
TOL
Toll Brothers, Inc.
0.73%0.72%0.71%0.81%1.54%0.86%1.01%1.11%1.25%0.50%0.00%0.00%
LEN
Lennar Corporation
2.30%1.95%1.47%1.01%1.66%0.86%0.82%0.29%0.41%0.25%0.37%0.33%

Drawdowns

TOL vs. LEN - Drawdown Comparison

The maximum TOL drawdown since its inception was -76.39%, smaller than the maximum LEN drawdown of -94.28%. Use the drawdown chart below to compare losses from any high point for TOL and LEN.


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Drawdown Indicators


TOLLENDifference

Max Drawdown

Largest peak-to-trough decline

-76.39%

-94.28%

+17.89%

Max Drawdown (1Y)

Largest decline over 1 year

-21.47%

-39.87%

+18.40%

Max Drawdown (5Y)

Largest decline over 5 years

-45.97%

-53.33%

+7.36%

Max Drawdown (10Y)

Largest decline over 10 years

-73.11%

-58.80%

-14.31%

Current Drawdown

Current decline from peak

-17.85%

-52.25%

+34.40%

Average Drawdown

Average peak-to-trough decline

-32.35%

-27.58%

-4.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.47%

15.13%

-7.66%

Volatility

TOL vs. LEN - Volatility Comparison

Toll Brothers, Inc. (TOL) and Lennar Corporation (LEN) have volatilities of 10.73% and 10.41%, 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


TOLLENDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.73%

10.41%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

22.40%

26.44%

-4.04%

Volatility (1Y)

Calculated over the trailing 1-year period

34.68%

37.57%

-2.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.83%

34.36%

+1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.95%

37.04%

+3.91%

Financials

TOL vs. LEN - Financials Comparison

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


0.002.00B4.00B6.00B8.00B10.00B12.00B202220232024202520260
9.37B
(TOL) Total Revenue
(LEN) Total Revenue
Values in USD except per share items