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CTVA vs. GGG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CTVA and GGG is 0.44, 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.


-0.50.00.51.00.4

Performance

CTVA vs. GGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corteva, Inc. (CTVA) and Graco Inc. (GGG). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
6.74%
7.26%
CTVA
GGG

Key characteristics

Sharpe Ratio

CTVA:

0.63

GGG:

0.01

Sortino Ratio

CTVA:

1.29

GGG:

0.14

Omega Ratio

CTVA:

1.16

GGG:

1.02

Calmar Ratio

CTVA:

0.56

GGG:

0.01

Martin Ratio

CTVA:

3.61

GGG:

0.02

Ulcer Index

CTVA:

5.18%

GGG:

9.87%

Daily Std Dev

CTVA:

29.84%

GGG:

19.14%

Max Drawdown

CTVA:

-34.76%

GGG:

-68.77%

Current Drawdown

CTVA:

-14.59%

GGG:

-9.65%

Fundamentals

Market Cap

CTVA:

$40.25B

GGG:

$14.56B

EPS

CTVA:

$0.96

GGG:

$2.83

PE Ratio

CTVA:

61.01

GGG:

30.46

PEG Ratio

CTVA:

1.15

GGG:

2.91

Total Revenue (TTM)

CTVA:

$16.64B

GGG:

$2.13B

Gross Profit (TTM)

CTVA:

$6.94B

GGG:

$1.14B

EBITDA (TTM)

CTVA:

$2.64B

GGG:

$573.71M

Returns By Period

In the year-to-date period, CTVA achieves a 18.57% return, which is significantly higher than GGG's -1.15% return.


CTVA

YTD

18.57%

1M

-3.31%

6M

7.86%

1Y

21.95%

5Y*

16.31%

10Y*

N/A

GGG

YTD

-1.15%

1M

-3.51%

6M

7.46%

1Y

0.96%

5Y*

11.68%

10Y*

14.15%

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Risk-Adjusted Performance

CTVA vs. GGG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Corteva, Inc. (CTVA) and Graco Inc. (GGG). 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 CTVA, currently valued at 0.63, compared to the broader market-4.00-2.000.002.000.630.01
The chart of Sortino ratio for CTVA, currently valued at 1.29, compared to the broader market-4.00-2.000.002.004.001.290.14
The chart of Omega ratio for CTVA, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.02
The chart of Calmar ratio for CTVA, currently valued at 0.56, compared to the broader market0.002.004.006.000.560.01
The chart of Martin ratio for CTVA, currently valued at 3.61, compared to the broader market0.0010.0020.003.610.02
CTVA
GGG

The current CTVA Sharpe Ratio is 0.63, which is higher than the GGG Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of CTVA and GGG, 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 Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.63
0.01
CTVA
GGG

Dividends

CTVA vs. GGG - Dividend Comparison

CTVA's dividend yield for the trailing twelve months is around 1.18%, less than GGG's 1.20% yield.


TTM20232022202120202019201820172016201520142013
CTVA
Corteva, Inc.
1.18%1.29%0.99%1.14%1.34%0.88%0.00%0.00%0.00%0.00%0.00%0.00%
GGG
Graco Inc.
1.20%1.08%1.25%0.93%0.97%1.23%1.27%2.65%1.59%1.67%2.40%1.28%

Drawdowns

CTVA vs. GGG - Drawdown Comparison

The maximum CTVA drawdown since its inception was -34.76%, smaller than the maximum GGG drawdown of -68.77%. Use the drawdown chart below to compare losses from any high point for CTVA and GGG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.59%
-9.65%
CTVA
GGG

Volatility

CTVA vs. GGG - Volatility Comparison

Corteva, Inc. (CTVA) has a higher volatility of 8.01% compared to Graco Inc. (GGG) at 5.92%. This indicates that CTVA's price experiences larger fluctuations and is considered to be riskier than GGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.01%
5.92%
CTVA
GGG

Financials

CTVA vs. GGG - Financials Comparison

This section allows you to compare key financial metrics between Corteva, Inc. and Graco 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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