PortfoliosLab logoPortfoliosLab logo
Yunhong Green CTI Ltd. (YHGJ)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

IPO Date
May 29, 2003

Highlights

Market Cap
$7.22M
Enterprise Value
$26.16M
EPS (TTM)
-$0.96
Total Revenue (TTM)
$19.71M
Gross Profit (TTM)
$3.59M
EBITDA (TTM)
$655.00K
Year Range
$2.38 - $11.50
ROA (TTM)
-10.72%
ROE (TTM)
-29.57%

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Yunhong Green CTI Ltd.

Performance

Performance Chart

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


Loading graphics...

S&P 500 Index

Returns By Period

Yunhong Green CTI Ltd. (YHGJ) has returned -23.42% so far this year and -72.48% over the past 12 months. Over the last ten years, YHGJ has returned -26.97% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Yunhong Green CTI Ltd.

1D
3.73%
1M
9.88%
YTD
-23.42%
6M
-38.40%
1Y
-72.48%
3Y*
-44.08%
5Y*
-34.86%
10Y*
-26.97%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 29, 2003, YHGJ's average daily return is +0.16%, while the average monthly return is +1.47%. At this rate, your investment would double in approximately 4.0 years.

Historically, 48% of months were positive and 52% were negative. The best month was Sep 2005 with a return of +200.6%, while the worst month was Nov 2019 at -60.1%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 7 months.

On a daily basis, YHGJ closed higher 41% of trading days. The best single day was Jan 6, 2020 with a return of +209.5%, while the worst single day was Dec 1, 2022 at -54.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.44%-35.13%9.88%-23.42%
202517.40%-4.68%65.30%-16.82%-2.14%3.27%-18.23%-11.42%-26.61%16.11%-6.20%-26.14%-33.52%
2024-30.75%2.70%4.61%-15.09%-11.85%5.04%-27.20%16.48%-20.75%-16.55%-4.42%-18.51%-74.45%
202367.31%5.17%-13.11%-16.98%33.33%11.93%-6.09%6.49%34.52%5.28%-5.73%-18.73%105.51%
2022-23.02%-3.48%38.54%-25.53%-8.80%-14.08%5.23%15.63%-24.70%1.94%24.32%25.29%-12.61%
20219.30%34.04%-8.73%-20.87%2.20%5.91%23.86%-13.11%-8.49%2.06%-20.20%-24.68%-30.81%

Benchmark Metrics

Yunhong Green CTI Ltd. has an annualized alpha of 44.47%, beta of 0.32, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since May 30, 2003.

  • This stock participated in 98.45% of S&P 500 Index downside but only 21.01% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.32 may look defensive, but with R² of 0.00 this stock is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R² of 0.00 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
44.47%
Beta
0.32
0.00
Upside Capture
21.01%
Downside Capture
98.45%

Return for Risk

Risk / Return Rank

YHGJ ranks 10 for risk / return — in the bottom 10% of stocks on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


YHGJ Risk / Return Rank: 1010
Overall Rank
YHGJ Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
YHGJ Sortino Ratio Rank: 1010
Sortino Ratio Rank
YHGJ Omega Ratio Rank: 1212
Omega Ratio Rank
YHGJ Calmar Ratio Rank: 55
Calmar Ratio Rank
YHGJ Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Yunhong Green CTI Ltd. (YHGJ) and compare them to a chosen benchmark (S&P 500 Index).


YHGJBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.66

0.90

-1.55

Sortino ratio

Return per unit of downside risk

-1.04

1.39

-2.43

Omega ratio

Gain probability vs. loss probability

0.88

1.21

-0.33

Calmar ratio

Return relative to maximum drawdown

-0.95

1.40

-2.35

Martin ratio

Return relative to average drawdown

-1.43

6.61

-8.04

Explore YHGJ risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Yunhong Green CTI Ltd. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the Yunhong Green CTI Ltd.. 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 Yunhong Green CTI Ltd. was 97.38%, occurring on Feb 27, 2026. The portfolio has not yet recovered.

The current Yunhong Green CTI Ltd. drawdown is 97.13%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-97.38%Mar 27, 20074762Feb 27, 2026
-76.25%May 19, 2004247May 11, 200586Sep 13, 2005333
-68.87%Sep 19, 2005226Aug 10, 2006151Mar 20, 2007377
-39.88%Mar 18, 200437May 10, 20046May 18, 200443
-30.33%Jun 3, 200331Jul 16, 200312Aug 1, 200343

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...

Financials

Financial Performance

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


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Yunhong Green CTI Ltd. is priced in the market compared to other companies in the Packaging & Containers industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for YHGJ relative to other companies in the Packaging & Containers industry. Currently, YHGJ has a P/S ratio of 0.4. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for YHGJ in comparison with other companies in the Packaging & Containers industry. Currently, YHGJ has a P/B value of 1.0. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.

Income Statement



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