PortfoliosLab logo
TXRH vs. LEN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TXRH and LEN is 0.55, 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

TXRH vs. LEN - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
1,771.27%
214.83%
TXRH
LEN

Key characteristics

Sharpe Ratio

TXRH:

0.17

LEN:

-0.85

Sortino Ratio

TXRH:

0.45

LEN:

-1.13

Omega Ratio

TXRH:

1.05

LEN:

0.87

Calmar Ratio

TXRH:

0.18

LEN:

-0.62

Martin Ratio

TXRH:

0.49

LEN:

-1.29

Ulcer Index

TXRH:

9.25%

LEN:

21.37%

Daily Std Dev

TXRH:

26.89%

LEN:

32.46%

Max Drawdown

TXRH:

-76.59%

LEN:

-94.28%

Current Drawdown

TXRH:

-20.69%

LEN:

-41.58%

Fundamentals

Market Cap

TXRH:

$10.75B

LEN:

$28.21B

EPS

TXRH:

$6.47

LEN:

$13.70

PE Ratio

TXRH:

24.98

LEN:

7.86

PEG Ratio

TXRH:

1.91

LEN:

1.48

PS Ratio

TXRH:

2.00

LEN:

0.79

PB Ratio

TXRH:

7.90

LEN:

1.25

Total Revenue (TTM)

TXRH:

$4.05B

LEN:

$35.76B

Gross Profit (TTM)

TXRH:

$711.74M

LEN:

$5.28B

EBITDA (TTM)

TXRH:

$527.28M

LEN:

$4.73B

Returns By Period

In the year-to-date period, TXRH achieves a -10.06% return, which is significantly higher than LEN's -17.79% return. Over the past 10 years, TXRH has outperformed LEN with an annualized return of 18.79%, while LEN has yielded a comparatively lower 10.35% annualized return.


TXRH

YTD

-10.06%

1M

-7.50%

6M

-13.12%

1Y

4.14%

5Y*

28.49%

10Y*

18.79%

LEN

YTD

-17.79%

1M

-8.35%

6M

-35.30%

1Y

-26.88%

5Y*

21.36%

10Y*

10.35%

*Annualized

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

TXRH vs. LEN — Risk-Adjusted Performance Rank

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

TXRH
The Risk-Adjusted Performance Rank of TXRH is 5656
Overall Rank
The Sharpe Ratio Rank of TXRH is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of TXRH is 5151
Sortino Ratio Rank
The Omega Ratio Rank of TXRH is 4848
Omega Ratio Rank
The Calmar Ratio Rank of TXRH is 6262
Calmar Ratio Rank
The Martin Ratio Rank of TXRH is 5959
Martin Ratio Rank

LEN
The Risk-Adjusted Performance Rank of LEN is 1212
Overall Rank
The Sharpe Ratio Rank of LEN is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of LEN is 1111
Sortino Ratio Rank
The Omega Ratio Rank of LEN is 1313
Omega Ratio Rank
The Calmar Ratio Rank of LEN is 1313
Calmar Ratio Rank
The Martin Ratio Rank of LEN is 1616
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.

TXRH vs. LEN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Texas Roadhouse, Inc. (TXRH) 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.


The chart of Sharpe ratio for TXRH, currently valued at 0.17, compared to the broader market-2.00-1.000.001.002.003.00
TXRH: 0.17
LEN: -0.85
The chart of Sortino ratio for TXRH, currently valued at 0.45, compared to the broader market-6.00-4.00-2.000.002.004.00
TXRH: 0.45
LEN: -1.13
The chart of Omega ratio for TXRH, currently valued at 1.05, compared to the broader market0.501.001.502.00
TXRH: 1.05
LEN: 0.87
The chart of Calmar ratio for TXRH, currently valued at 0.18, compared to the broader market0.001.002.003.004.005.00
TXRH: 0.18
LEN: -0.62
The chart of Martin ratio for TXRH, currently valued at 0.49, compared to the broader market-5.000.005.0010.0015.0020.00
TXRH: 0.49
LEN: -1.29

The current TXRH Sharpe Ratio is 0.17, which is higher than the LEN Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of TXRH 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.17
-0.85
TXRH
LEN

Dividends

TXRH vs. LEN - Dividend Comparison

TXRH's dividend yield for the trailing twelve months is around 1.55%, less than LEN's 1.83% yield.


TTM20242023202220212020201920182017201620152014
TXRH
Texas Roadhouse, Inc.
1.55%1.35%1.80%2.02%1.34%0.46%2.13%1.68%1.59%1.58%1.90%1.78%
LEN
Lennar Corporation
1.83%1.47%1.01%1.66%0.86%0.82%0.29%0.41%0.25%0.37%0.33%0.36%

Drawdowns

TXRH vs. LEN - Drawdown Comparison

The maximum TXRH drawdown since its inception was -76.59%, smaller than the maximum LEN drawdown of -94.28%. Use the drawdown chart below to compare losses from any high point for TXRH and LEN. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.69%
-41.58%
TXRH
LEN

Volatility

TXRH vs. LEN - Volatility Comparison

The current volatility for Texas Roadhouse, Inc. (TXRH) is 12.12%, while Lennar Corporation (LEN) has a volatility of 13.07%. This indicates that TXRH experiences smaller price fluctuations and is considered to be less risky than LEN 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%NovemberDecember2025FebruaryMarchApril
12.12%
13.07%
TXRH
LEN

Financials

TXRH vs. LEN - Financials Comparison

This section allows you to compare key financial metrics between Texas Roadhouse, 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


Values in USD except per share items