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Green Plains Inc. (GPRE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS3932221043
CUSIP393222104
SectorBasic Materials
IndustrySpecialty Chemicals

Highlights

Market Cap$1.05B
EPS (TTM)-$1.20
PE Ratio3.99
PEG Ratio-4.01
Total Revenue (TTM)$2.20B
Gross Profit (TTM)$152.28M
EBITDA (TTM)$71.96M
Year Range$14.35 - $36.02
Target Price$28.92
Short %12.20%
Short Ratio5.57

Share Price Chart


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Compare to other instruments

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Green Plains Inc.

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Green Plains Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-100.00%0.00%100.00%200.00%300.00%FebruaryMarchAprilMayJuneJuly
-39.62%
314.36%
GPRE (Green Plains Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Green Plains Inc. had a return of -29.02% year-to-date (YTD) and -49.02% in the last 12 months. Over the past 10 years, Green Plains Inc. had an annualized return of -6.64%, while the S&P 500 had an annualized return of 10.58%, indicating that Green Plains Inc. did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-29.02%13.20%
1 month11.67%-1.28%
6 months-11.21%10.32%
1 year-49.02%18.23%
5 years (annualized)11.39%12.31%
10 years (annualized)-6.64%10.58%

Monthly Returns

The table below presents the monthly returns of GPRE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-17.80%2.75%8.54%-10.60%-16.93%-7.63%-29.02%
202314.00%-0.29%-10.61%10.26%-15.13%11.17%10.14%-12.59%-3.03%-2.39%-15.32%1.37%-17.31%
2022-12.14%7.20%-5.28%-9.48%16.07%-16.61%32.57%1.69%-20.64%-0.62%19.63%-11.75%-12.26%
202145.86%31.81%6.91%10.08%7.01%5.42%5.18%-0.74%-6.98%16.23%1.84%-10.06%163.93%
2020-19.18%-3.85%-59.55%21.03%45.66%19.47%26.58%3.48%15.70%-2.45%-2.12%-10.89%-14.65%
20198.39%10.64%6.92%4.14%-24.27%-17.39%-6.40%-18.63%29.05%16.38%23.68%1.18%19.57%
20183.86%5.24%-8.20%10.71%15.45%-14.29%-9.29%7.65%-3.10%-0.93%-3.89%-19.32%-20.10%
2017-19.21%11.90%-1.20%-7.07%-6.66%-3.75%-3.89%-5.40%8.63%-8.68%-7.76%0.00%-37.97%
2016-17.25%-27.63%17.35%13.41%3.22%6.25%15.01%7.57%7.91%-0.76%4.73%2.77%24.64%
2015-5.53%-0.36%22.80%9.07%5.79%-16.16%-18.51%-4.65%-8.47%5.40%16.18%-3.33%-5.86%
201414.96%18.81%13.36%-0.20%-2.13%12.49%14.06%19.42%-16.33%-8.53%-12.05%-17.43%28.77%
2013-1.26%21.26%20.80%9.35%26.86%-16.07%24.32%-2.84%0.00%0.50%7.39%12.15%146.20%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GPRE is 6, indicating that it is in the bottom 6% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of GPRE is 66
GPRE (Green Plains Inc.)
The Sharpe Ratio Rank of GPRE is 33Sharpe Ratio Rank
The Sortino Ratio Rank of GPRE is 44Sortino Ratio Rank
The Omega Ratio Rank of GPRE is 77Omega Ratio Rank
The Calmar Ratio Rank of GPRE is 99Calmar Ratio Rank
The Martin Ratio Rank of GPRE is 99Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Green Plains Inc. (GPRE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


GPRE
Sharpe ratio
The chart of Sharpe ratio for GPRE, currently valued at -1.10, compared to the broader market-2.00-1.000.001.002.003.00-1.10
Sortino ratio
The chart of Sortino ratio for GPRE, currently valued at -1.92, compared to the broader market-4.00-2.000.002.004.00-1.92
Omega ratio
The chart of Omega ratio for GPRE, currently valued at 0.80, compared to the broader market0.501.001.502.000.80
Calmar ratio
The chart of Calmar ratio for GPRE, currently valued at -0.72, compared to the broader market0.001.002.003.004.005.00-0.72
Martin ratio
The chart of Martin ratio for GPRE, currently valued at -1.35, compared to the broader market-30.00-20.00-10.000.0010.0020.00-1.35
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-2.00-1.000.001.002.003.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-4.00-2.000.002.004.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market0.501.001.502.001.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.001.002.003.004.005.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market-30.00-20.00-10.000.0010.0020.005.98

Sharpe Ratio

The current Green Plains Inc. Sharpe ratio is -1.10. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Green Plains Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00FebruaryMarchAprilMayJuneJuly
-1.10
1.58
GPRE (Green Plains Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Green Plains Inc. granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to $0.00 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.00$0.00$0.00$0.00$0.00$0.24$0.48$0.48$0.48$0.40$0.24$0.08

Dividend yield

0.00%0.00%0.00%0.00%0.00%1.56%3.66%2.85%1.72%1.75%0.97%0.41%

Monthly Dividends

The table displays the monthly dividend distributions for Green Plains Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24
2018$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.48
2017$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.48
2016$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.48
2015$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.40
2014$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.24
2013$0.04$0.00$0.04$0.00$0.08

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%FebruaryMarchAprilMayJuneJuly
-59.95%
-4.73%
GPRE (Green Plains Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Green Plains Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Green Plains Inc. was 97.62%, occurring on Mar 2, 2009. The portfolio has not yet recovered.

The current Green Plains Inc. drawdown is 59.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-97.62%May 11, 2006704Mar 2, 2009
-31.07%Mar 16, 20063Mar 20, 20069Mar 31, 200612
-18.74%Apr 12, 20069Apr 25, 200610May 9, 200619

Volatility

Volatility Chart

The current Green Plains Inc. volatility is 17.28%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%FebruaryMarchAprilMayJuneJuly
17.28%
3.80%
GPRE (Green Plains Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Green Plains Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

P/E Ratio

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Green Plains Inc..


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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items