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VNT vs. BLDR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VNT and BLDR is 0.50, 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.


-0.50.00.51.00.5

Performance

VNT vs. BLDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vontier Corporation (VNT) and Builders FirstSource, Inc. (BLDR). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
30.81%
342.65%
VNT
BLDR

Key characteristics

Sharpe Ratio

VNT:

0.25

BLDR:

-0.16

Sortino Ratio

VNT:

0.56

BLDR:

0.07

Omega Ratio

VNT:

1.07

BLDR:

1.01

Calmar Ratio

VNT:

0.23

BLDR:

-0.18

Martin Ratio

VNT:

0.44

BLDR:

-0.38

Ulcer Index

VNT:

15.73%

BLDR:

17.63%

Daily Std Dev

VNT:

27.65%

BLDR:

42.90%

Max Drawdown

VNT:

-54.48%

BLDR:

-96.78%

Current Drawdown

VNT:

-19.30%

BLDR:

-28.71%

Fundamentals

Market Cap

VNT:

$5.73B

BLDR:

$18.43B

EPS

VNT:

$2.62

BLDR:

$10.23

PE Ratio

VNT:

14.57

BLDR:

15.65

PEG Ratio

VNT:

1.11

BLDR:

0.81

Total Revenue (TTM)

VNT:

$2.99B

BLDR:

$16.73B

Gross Profit (TTM)

VNT:

$1.39B

BLDR:

$5.61B

EBITDA (TTM)

VNT:

$660.50M

BLDR:

$2.35B

Returns By Period

In the year-to-date period, VNT achieves a 6.01% return, which is significantly higher than BLDR's -9.85% return.


VNT

YTD

6.01%

1M

-4.67%

6M

-7.48%

1Y

6.44%

5Y*

N/A

10Y*

N/A

BLDR

YTD

-9.85%

1M

-13.92%

6M

5.11%

1Y

-8.58%

5Y*

43.38%

10Y*

36.61%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

VNT vs. BLDR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vontier Corporation (VNT) and Builders FirstSource, Inc. (BLDR). 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 VNT, currently valued at 0.25, compared to the broader market-4.00-2.000.002.000.25-0.16
The chart of Sortino ratio for VNT, currently valued at 0.56, compared to the broader market-4.00-2.000.002.004.000.560.07
The chart of Omega ratio for VNT, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.01
The chart of Calmar ratio for VNT, currently valued at 0.23, compared to the broader market0.002.004.006.000.23-0.18
The chart of Martin ratio for VNT, currently valued at 0.44, compared to the broader market-5.000.005.0010.0015.0020.0025.000.44-0.38
VNT
BLDR

The current VNT Sharpe Ratio is 0.25, which is higher than the BLDR Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of VNT and BLDR, 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.25
-0.16
VNT
BLDR

Dividends

VNT vs. BLDR - Dividend Comparison

VNT's dividend yield for the trailing twelve months is around 0.27%, while BLDR has not paid dividends to shareholders.


TTM202320222021
VNT
Vontier Corporation
0.27%0.29%0.52%0.24%
BLDR
Builders FirstSource, Inc.
0.00%0.00%0.00%0.00%

Drawdowns

VNT vs. BLDR - Drawdown Comparison

The maximum VNT drawdown since its inception was -54.48%, smaller than the maximum BLDR drawdown of -96.78%. Use the drawdown chart below to compare losses from any high point for VNT and BLDR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.30%
-28.71%
VNT
BLDR

Volatility

VNT vs. BLDR - Volatility Comparison

The current volatility for Vontier Corporation (VNT) is 6.55%, while Builders FirstSource, Inc. (BLDR) has a volatility of 11.67%. This indicates that VNT experiences smaller price fluctuations and is considered to be less risky than BLDR 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%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
6.55%
11.67%
VNT
BLDR

Financials

VNT vs. BLDR - Financials Comparison

This section allows you to compare key financial metrics between Vontier Corporation and Builders FirstSource, 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
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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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