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

Correlation

The correlation between TPH and TOL is 0.51, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

TPH vs. TOL - Performance Comparison

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

50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
59.21%
193.57%
TPH
TOL

Key characteristics

Sharpe Ratio

TPH:

-0.52

TOL:

-0.41

Sortino Ratio

TPH:

-0.55

TOL:

-0.35

Omega Ratio

TPH:

0.93

TOL:

0.96

Calmar Ratio

TPH:

-0.45

TOL:

-0.34

Martin Ratio

TPH:

-0.96

TOL:

-0.78

Ulcer Index

TPH:

18.02%

TOL:

19.90%

Daily Std Dev

TPH:

33.46%

TOL:

38.45%

Max Drawdown

TPH:

-70.06%

TOL:

-76.39%

Current Drawdown

TPH:

-35.04%

TOL:

-40.08%

Fundamentals

Market Cap

TPH:

$2.80B

TOL:

$9.95B

EPS

TPH:

$4.50

TOL:

$14.51

PE Ratio

TPH:

6.74

TOL:

6.90

PEG Ratio

TPH:

0.75

TOL:

1.03

PS Ratio

TPH:

0.65

TOL:

0.93

PB Ratio

TPH:

0.85

TOL:

1.29

Total Revenue (TTM)

TPH:

$4.28B

TOL:

$9.36B

Gross Profit (TTM)

TPH:

$1.56B

TOL:

$2.91B

EBITDA (TTM)

TPH:

$558.23M

TOL:

$1.99B

Returns By Period

In the year-to-date period, TPH achieves a -16.35% return, which is significantly higher than TOL's -20.18% return. Over the past 10 years, TPH has underperformed TOL with an annualized return of 7.70%, while TOL has yielded a comparatively higher 11.80% annualized return.


TPH

YTD

-16.35%

1M

-7.08%

6M

-24.70%

1Y

-19.93%

5Y*

23.44%

10Y*

7.70%

TOL

YTD

-20.18%

1M

-7.77%

6M

-32.53%

1Y

-16.07%

5Y*

35.16%

10Y*

11.80%

*Annualized

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Risk-Adjusted Performance

TPH vs. TOL — Risk-Adjusted Performance Rank

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

TPH
The Risk-Adjusted Performance Rank of TPH is 2424
Overall Rank
The Sharpe Ratio Rank of TPH is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of TPH is 2222
Sortino Ratio Rank
The Omega Ratio Rank of TPH is 2424
Omega Ratio Rank
The Calmar Ratio Rank of TPH is 2323
Calmar Ratio Rank
The Martin Ratio Rank of TPH is 3030
Martin Ratio Rank

TOL
The Risk-Adjusted Performance Rank of TOL is 3030
Overall Rank
The Sharpe Ratio Rank of TOL is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of TOL is 2828
Sortino Ratio Rank
The Omega Ratio Rank of TOL is 2929
Omega Ratio Rank
The Calmar Ratio Rank of TOL is 3030
Calmar Ratio Rank
The Martin Ratio Rank of TOL is 3434
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TPH vs. TOL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tri Pointe Homes, Inc. (TPH) and Toll Brothers, Inc. (TOL). 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.


The chart of Sharpe ratio for TPH, currently valued at -0.52, compared to the broader market-2.00-1.000.001.002.003.00
TPH: -0.52
TOL: -0.41
The chart of Sortino ratio for TPH, currently valued at -0.55, compared to the broader market-6.00-4.00-2.000.002.004.00
TPH: -0.55
TOL: -0.35
The chart of Omega ratio for TPH, currently valued at 0.93, compared to the broader market0.501.001.502.00
TPH: 0.93
TOL: 0.96
The chart of Calmar ratio for TPH, currently valued at -0.45, compared to the broader market0.001.002.003.004.005.00
TPH: -0.45
TOL: -0.34
The chart of Martin ratio for TPH, currently valued at -0.96, compared to the broader market-5.000.005.0010.0015.0020.00
TPH: -0.96
TOL: -0.78

The current TPH Sharpe Ratio is -0.52, which is comparable to the TOL Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of TPH and TOL, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.52
-0.41
TPH
TOL

Dividends

TPH vs. TOL - Dividend Comparison

TPH has not paid dividends to shareholders, while TOL's dividend yield for the trailing twelve months is around 0.94%.


TTM20242023202220212020201920182017
TPH
Tri Pointe Homes, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TOL
Toll Brothers, Inc.
0.94%0.71%0.81%1.54%0.86%1.01%1.11%1.25%0.50%

Drawdowns

TPH vs. TOL - Drawdown Comparison

The maximum TPH drawdown since its inception was -70.06%, smaller than the maximum TOL drawdown of -76.39%. Use the drawdown chart below to compare losses from any high point for TPH and TOL. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-35.04%
-40.08%
TPH
TOL

Volatility

TPH vs. TOL - Volatility Comparison

The current volatility for Tri Pointe Homes, Inc. (TPH) is 12.97%, while Toll Brothers, Inc. (TOL) has a volatility of 15.98%. This indicates that TPH experiences smaller price fluctuations and is considered to be less risky than TOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
12.97%
15.98%
TPH
TOL

Financials

TPH vs. TOL - Financials Comparison

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