GEF vs. EME

In the year-to-date period, GEF achieves a 8.60% return, which is significantly lower than EME's 145.28% return. Over the past 10 years, GEF has underperformed EME with an annualized return of 8.63%, while EME has yielded a comparatively higher 28.67% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Greif, Inc. (GEF) and EMCOR Group, Inc. (EME). 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 GEF Sharpe Ratio is 0.29, which is lower than the EME Sharpe Ratio of 4.80. The chart below compares the historical Sharpe Ratios of GEF and EME, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GEF's dividend yield for the trailing twelve months is around 3.02%, more than EME's 0.18% yield.

The maximum GEF drawdown since its inception was -62.66%, smaller than the maximum EME drawdown of -70.56%. Use the drawdown chart below to compare losses from any high point for GEF and EME. For additional features, visit the drawdowns tool.

Greif, Inc. (GEF) and EMCOR Group, Inc. (EME) have volatilities of 9.32% and 9.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Greif, Inc. and EMCOR Group, 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.