TPH vs. ITB
Compare and contrast key facts about Tri Pointe Homes, Inc. (TPH) and iShares U.S. Home Construction ETF (ITB).
ITB is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Home Construction Index. It was launched on May 1, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TPH or ITB.
Key characteristics
| TPH | ITB | |
|---|---|---|
| YTD Return | 18.16% | 16.46% |
| 1Y Return | 50.20% | 45.33% |
| 3Y Return (Ann) | 17.89% | 16.29% |
| 5Y Return (Ann) | 21.98% | 21.92% |
| 10Y Return (Ann) | 10.92% | 17.40% |
| Sharpe Ratio | 1.49 | 1.67 |
| Sortino Ratio | 2.22 | 2.38 |
| Omega Ratio | 1.26 | 1.29 |
| Calmar Ratio | 2.81 | 2.85 |
| Martin Ratio | 7.97 | 7.42 |
| Ulcer Index | 6.08% | 6.01% |
| Daily Std Dev | 32.60% | 26.68% |
| Max Drawdown | -70.06% | -86.53% |
| Current Drawdown | -10.41% | -8.69% |
Correlation
The correlation between TPH and ITB is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
TPH vs. ITB - Performance Comparison
In the year-to-date period, TPH achieves a 18.16% return, which is significantly higher than ITB's 16.46% return. Over the past 10 years, TPH has underperformed ITB with an annualized return of 10.92%, while ITB has yielded a comparatively higher 17.40% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TPH vs. ITB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tri Pointe Homes, Inc. (TPH) and iShares U.S. Home Construction ETF (ITB). 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.
Dividends
TPH vs. ITB - Dividend Comparison
TPH has not paid dividends to shareholders, while ITB's dividend yield for the trailing twelve months is around 0.39%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ITB iShares U.S. Home Construction ETF | 0.39% | 0.48% | 0.86% | 0.37% | 0.46% | 0.50% | 0.63% | 0.28% | 0.43% | 0.34% | 0.34% | 0.12% |
Drawdowns
TPH vs. ITB - Drawdown Comparison
The maximum TPH drawdown since its inception was -70.06%, smaller than the maximum ITB drawdown of -86.53%. Use the drawdown chart below to compare losses from any high point for TPH and ITB. For additional features, visit the drawdowns tool.
Volatility
TPH vs. ITB - Volatility Comparison
Tri Pointe Homes, Inc. (TPH) has a higher volatility of 10.12% compared to iShares U.S. Home Construction ETF (ITB) at 7.99%. This indicates that TPH's price experiences larger fluctuations and is considered to be riskier than ITB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.