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GEF-B vs. HII
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GEF-B vs. HII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Greif Inc (GEF-B) and Huntington Ingalls Industries, Inc (HII). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GEF-B achieves a 6.81% return, which is significantly higher than HII's -13.00% return. Over the past 10 years, GEF-B has outperformed HII with an annualized return of 10.21%, while HII has yielded a comparatively lower 8.47% annualized return.


GEF-B

1D
0.34%
1M
-2.14%
YTD
6.81%
6M
15.87%
1Y
39.41%
3Y*
8.38%
5Y*
11.01%
10Y*
10.21%

HII

1D
-0.93%
1M
-18.21%
YTD
-13.00%
6M
-3.69%
1Y
34.03%
3Y*
14.65%
5Y*
8.22%
10Y*
8.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GEF-B vs. HII - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GEF-B
Greif Inc
6.81%15.77%7.79%-11.91%36.86%29.04%-0.34%21.61%-33.85%7.02%
HII
Huntington Ingalls Industries, Inc
-13.00%84.17%-25.67%15.16%26.33%12.11%-30.46%34.00%-18.21%29.48%

Correlation

The correlation between GEF-B and HII is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2011

0.31

The correlation between GEF-B and HII shifts across timeframes, from 0.20 (1 year) to 0.34 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GEF-B:

$4.50B

HII:

$11.54B

EPS

GEF-B:

$17.56

HII:

$15.37

PE Ratio

GEF-B:

4.50

HII:

19.11

PEG Ratio

GEF-B:

0.10

HII:

4.44

PS Ratio

GEF-B:

1.30

HII:

0.90

PB Ratio

GEF-B:

1.53

HII:

2.24

Total Revenue (TTM)

GEF-B:

$3.35B

HII:

$12.85B

Gross Profit (TTM)

GEF-B:

$756.10M

HII:

$3.34B

EBITDA (TTM)

GEF-B:

$509.70M

HII:

$1.07B

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Return for Risk

GEF-B vs. HII — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GEF-B
GEF-B Risk / Return Rank: 7474
Overall Rank
GEF-B Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
GEF-B Sortino Ratio Rank: 7575
Sortino Ratio Rank
GEF-B Omega Ratio Rank: 7272
Omega Ratio Rank
GEF-B Calmar Ratio Rank: 7373
Calmar Ratio Rank
GEF-B Martin Ratio Rank: 7171
Martin Ratio Rank

HII
HII Risk / Return Rank: 6666
Overall Rank
HII Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
HII Sortino Ratio Rank: 6464
Sortino Ratio Rank
HII Omega Ratio Rank: 6565
Omega Ratio Rank
HII Calmar Ratio Rank: 6161
Calmar Ratio Rank
HII Martin Ratio Rank: 6767
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.

GEF-B vs. HII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Greif Inc (GEF-B) and Huntington Ingalls Industries, Inc (HII). 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.


GEF-BHIIDifference

Sharpe ratio

Return per unit of total volatility

1.31

0.99

+0.32

Sortino ratio

Return per unit of downside risk

2.05

1.49

+0.56

Omega ratio

Gain probability vs. loss probability

1.24

1.20

+0.04

Calmar ratio

Return relative to maximum drawdown

1.97

0.97

+1.00

Martin ratio

Return relative to average drawdown

4.16

3.27

+0.89

GEF-B vs. HII - Sharpe Ratio Comparison

The current GEF-B Sharpe Ratio is 1.31, which is higher than the HII Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of GEF-B and HII, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GEF-BHIIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

0.99

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.27

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.28

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.57

-0.22

Drawdowns

GEF-B vs. HII - Drawdown Comparison

The maximum GEF-B drawdown since its inception was -63.05%, which is greater than HII's maximum drawdown of -49.70%. Use the drawdown chart below to compare losses from any high point for GEF-B and HII.


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Drawdown Indicators


GEF-BHIIDifference

Max Drawdown

Largest peak-to-trough decline

-63.05%

-49.70%

-13.35%

Max Drawdown (1Y)

Largest decline over 1 year

-18.97%

-35.00%

+16.03%

Max Drawdown (3Y)

Largest decline over 3 years

-28.37%

-45.21%

+16.84%

Max Drawdown (5Y)

Largest decline over 5 years

-29.55%

-45.21%

+15.66%

Max Drawdown (10Y)

Largest decline over 10 years

-50.81%

-49.70%

-1.11%

Current Drawdown

Current decline from peak

-14.69%

-35.00%

+20.31%

Average Drawdown

Average peak-to-trough decline

-14.11%

-13.64%

-0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.98%

10.35%

-1.37%

Volatility

GEF-B vs. HII - Volatility Comparison

The current volatility for Greif Inc (GEF-B) is 8.28%, while Huntington Ingalls Industries, Inc (HII) has a volatility of 13.67%. This indicates that GEF-B experiences smaller price fluctuations and is considered to be less risky than HII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GEF-BHIIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.28%

13.67%

-5.39%

Volatility (6M)

Calculated over the trailing 6-month period

19.20%

29.40%

-10.20%

Volatility (1Y)

Calculated over the trailing 1-year period

30.30%

34.64%

-4.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.54%

31.10%

-1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.47%

30.58%

+4.89%

Dividends

GEF-B vs. HII - Dividend Comparison

GEF-B's dividend yield for the trailing twelve months is around 4.20%, more than HII's 1.87% yield.


PositionTTM20252024202320222021202020192018201720162015
GEF-B
Greif Inc
4.20%4.40%4.67%4.62%3.67%4.50%5.44%3.81%4.32%3.62%3.72%5.87%
HII
Huntington Ingalls Industries, Inc
1.87%1.60%2.78%1.93%2.07%2.46%2.48%1.44%1.59%1.07%1.14%1.34%

Financials

GEF-B vs. HII - Financials Comparison

This section allows you to compare key financial metrics between Greif Inc and Huntington Ingalls Industries, 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


0.00500.00M1.00B1.50B2.00B2.50B3.00B3.50BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
1.07B
3.10B
(GEF-B) Total Revenue
(HII) Total Revenue
Values in USD except per share items

GEF-B vs. HII - Profitability Comparison

The chart below illustrates the profitability comparison between Greif Inc and Huntington Ingalls Industries, Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%70.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
23.0%
69.3%
Portfolio components
GEF-B - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Greif Inc reported a gross profit of 247.00M and revenue of 1.07B. Therefore, the gross margin over that period was 23.0%.

HII - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Huntington Ingalls Industries, Inc reported a gross profit of 2.15B and revenue of 3.10B. Therefore, the gross margin over that period was 69.3%.

GEF-B - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Greif Inc reported an operating income of 55.30M and revenue of 1.07B, resulting in an operating margin of 5.2%.

HII - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Huntington Ingalls Industries, Inc reported an operating income of 155.00M and revenue of 3.10B, resulting in an operating margin of 5.0%.

GEF-B - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Greif Inc reported a net income of 12.60M and revenue of 1.07B, resulting in a net margin of 1.2%.

HII - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Huntington Ingalls Industries, Inc reported a net income of 149.00M and revenue of 3.10B, resulting in a net margin of 4.8%.


Frequently Asked Questions


GEF-B and HII have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HII has higher volatility (13.67%) compared to GEF-B (8.28%). In terms of maximum drawdown, GEF-B dropped -63.05% vs HII's -49.70%.

GEF-B currently has the higher Sharpe Ratio (1.31 vs 0.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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