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TPH vs. COST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TPH and COST is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

TPH vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tri Pointe Homes, Inc. (TPH) and Costco Wholesale Corporation (COST). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
94.38%
1,076.19%
TPH
COST

Key characteristics

Sharpe Ratio

TPH:

0.29

COST:

2.60

Sortino Ratio

TPH:

0.63

COST:

3.20

Omega Ratio

TPH:

1.07

COST:

1.46

Calmar Ratio

TPH:

0.41

COST:

4.72

Martin Ratio

TPH:

1.22

COST:

12.17

Ulcer Index

TPH:

7.31%

COST:

3.98%

Daily Std Dev

TPH:

30.71%

COST:

18.66%

Max Drawdown

TPH:

-70.06%

COST:

-53.39%

Current Drawdown

TPH:

-20.69%

COST:

-4.08%

Fundamentals

Market Cap

TPH:

$3.57B

COST:

$435.99B

EPS

TPH:

$4.81

COST:

$16.98

PE Ratio

TPH:

7.94

COST:

57.84

PEG Ratio

TPH:

0.64

COST:

5.99

Total Revenue (TTM)

TPH:

$4.50B

COST:

$258.81B

Gross Profit (TTM)

TPH:

$1.05B

COST:

$32.80B

EBITDA (TTM)

TPH:

$621.69M

COST:

$12.25B

Returns By Period

In the year-to-date period, TPH achieves a 4.60% return, which is significantly lower than COST's 45.38% return. Over the past 10 years, TPH has underperformed COST with an annualized return of 9.77%, while COST has yielded a comparatively higher 23.42% annualized return.


TPH

YTD

4.60%

1M

-11.77%

6M

-0.30%

1Y

4.90%

5Y*

19.00%

10Y*

9.77%

COST

YTD

45.38%

1M

2.80%

6M

12.78%

1Y

47.55%

5Y*

28.68%

10Y*

23.42%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

TPH vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tri Pointe Homes, Inc. (TPH) and Costco Wholesale Corporation (COST). 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 TPH, currently valued at 0.29, compared to the broader market-4.00-2.000.002.000.292.60
The chart of Sortino ratio for TPH, currently valued at 0.63, compared to the broader market-4.00-2.000.002.004.000.633.20
The chart of Omega ratio for TPH, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.46
The chart of Calmar ratio for TPH, currently valued at 0.41, compared to the broader market0.002.004.006.000.414.72
The chart of Martin ratio for TPH, currently valued at 1.22, compared to the broader market-5.000.005.0010.0015.0020.0025.001.2212.17
TPH
COST

The current TPH Sharpe Ratio is 0.29, which is lower than the COST Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of TPH and COST, 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
0.29
2.60
TPH
COST

Dividends

TPH vs. COST - Dividend Comparison

TPH has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 2.04%.


TTM20232022202120202019201820172016201520142013
TPH
Tri Pointe Homes, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COST
Costco Wholesale Corporation
2.04%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Drawdowns

TPH vs. COST - Drawdown Comparison

The maximum TPH drawdown since its inception was -70.06%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for TPH and COST. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.69%
-4.08%
TPH
COST

Volatility

TPH vs. COST - Volatility Comparison

Tri Pointe Homes, Inc. (TPH) has a higher volatility of 8.45% compared to Costco Wholesale Corporation (COST) at 4.84%. This indicates that TPH's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
8.45%
4.84%
TPH
COST

Financials

TPH vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Tri Pointe Homes, Inc. and Costco Wholesale 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


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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