DOV vs. PG

In the year-to-date period, DOV achieves a 24.45% return, which is significantly higher than PG's 17.54% return. Over the past 10 years, DOV has outperformed PG with an annualized return of 13.41%, while PG has yielded a comparatively lower 9.10% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Dover Corporation (DOV) and The Procter & Gamble Company (PG). 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 current DOV Sharpe Ratio is 1.30, which is comparable to the PG Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of DOV and PG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DOV's dividend yield for the trailing twelve months is around 1.09%, less than PG's 2.36% yield.

The maximum DOV drawdown since its inception was -59.48%, which is greater than PG's maximum drawdown of -54.23%. Use the drawdown chart below to compare losses from any high point for DOV and PG. For additional features, visit the drawdowns tool.

Dover Corporation (DOV) has a higher volatility of 5.21% compared to The Procter & Gamble Company (PG) at 4.64%. This indicates that DOV's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Dover Corporation and The Procter & Gamble Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.