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TPH vs. ITB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.8

Performance

TPH vs. ITB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tri Pointe Homes, Inc. (TPH) and iShares U.S. Home Construction ETF (ITB). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
94.38%
372.28%
TPH
ITB

Key characteristics

Sharpe Ratio

TPH:

0.29

ITB:

0.19

Sortino Ratio

TPH:

0.63

ITB:

0.45

Omega Ratio

TPH:

1.07

ITB:

1.05

Calmar Ratio

TPH:

0.41

ITB:

0.24

Martin Ratio

TPH:

1.22

ITB:

0.70

Ulcer Index

TPH:

7.31%

ITB:

6.89%

Daily Std Dev

TPH:

30.71%

ITB:

26.16%

Max Drawdown

TPH:

-70.06%

ITB:

-86.53%

Current Drawdown

TPH:

-20.69%

ITB:

-19.11%

Returns By Period

In the year-to-date period, TPH achieves a 4.60% return, which is significantly higher than ITB's 3.16% return. Over the past 10 years, TPH has underperformed ITB with an annualized return of 9.77%, while ITB has yielded a comparatively higher 15.87% annualized return.


TPH

YTD

4.60%

1M

-11.77%

6M

-0.30%

1Y

4.90%

5Y*

19.00%

10Y*

9.77%

ITB

YTD

3.16%

1M

-10.96%

6M

1.89%

1Y

3.73%

5Y*

19.22%

10Y*

15.87%

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

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.


Sharpe ratio
The chart of Sharpe ratio for TPH, currently valued at 0.29, compared to the broader market-4.00-2.000.002.000.290.19
The chart of Sortino ratio for TPH, currently valued at 0.63, compared to the broader market-4.00-2.000.002.004.000.630.45
The chart of Omega ratio for TPH, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.05
The chart of Calmar ratio for TPH, currently valued at 0.41, compared to the broader market0.002.004.006.000.410.24
The chart of Martin ratio for TPH, currently valued at 1.22, compared to the broader market-5.000.005.0010.0015.0020.0025.001.220.70
TPH
ITB

The current TPH Sharpe Ratio is 0.29, which is higher than the ITB Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of TPH and ITB, 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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.29
0.19
TPH
ITB

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 0.45%.


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%
ITB
iShares U.S. Home Construction ETF
0.45%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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.69%
-19.11%
TPH
ITB

Volatility

TPH vs. ITB - Volatility Comparison

Tri Pointe Homes, Inc. (TPH) and iShares U.S. Home Construction ETF (ITB) have volatilities of 8.45% and 8.60%, 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%JulyAugustSeptemberOctoberNovemberDecember
8.45%
8.60%
TPH
ITB
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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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