GEF vs. GEF-B

Last updated Apr 2, 2026

Compare and contrast key facts about Greif, Inc. (GEF) and Greif Inc (GEF-B).

Performance

GEF vs. GEF-B - Performance Comparison

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

GEF vs. GEF-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GEF Greif, Inc.	0.23%	14.75%	-3.63%	0.91%	14.49%	32.59%	11.61%	24.52%	-36.67%	21.62%
GEF-B Greif Inc	19.62%	15.77%	7.79%	-11.91%	36.86%	29.04%	-0.34%	21.61%	-33.85%	7.02%

Fundamentals

Market Cap GEF : $3.93B GEF-B : $5.17B
EPS GEF : $18.08 GEF-B : $18.08
PE Ratio GEF : 3.72 GEF-B : 4.89
PEG Ratio GEF : 0.08 GEF-B : 0.11
PS Ratio GEF : 1.02 GEF-B : 1.34
PB Ratio GEF : 1.34 GEF-B : 1.76
Total Revenue (TTM) GEF : $3.66B GEF-B : $3.66B
Gross Profit (TTM) GEF : $828.60M GEF-B : $828.60M
EBITDA (TTM) GEF : $582.40M GEF-B : $582.40M

Returns By Period

In the year-to-date period, GEF achieves a 0.23% return, which is significantly lower than GEF-B's 19.62% return. Both investments have delivered pretty close results over the past 10 years, with GEF having a 11.31% annualized return and GEF-B not far ahead at 11.38%.

GEF

• 1D: 0.33%
• 1M: -7.25%
• YTD: 0.23%
• 6M: 13.55%
• 1Y: 26.00%
• 3Y*: 5.48%
• 5Y*: 6.55%
• 10Y*: 11.31%

GEF-B

• 1D: 1.03%
• 1M: 1.05%
• YTD: 19.62%
• 6M: 44.90%
• 1Y: 56.10%
• 3Y*: 9.97%
• 5Y*: 13.79%
• 10Y*: 11.38%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

GEF vs. GEF-B — Risk / Return Rank

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

GEF

GEF Risk / Return Rank: 68
GEF Sharpe Ratio Rank: 69
GEF Sortino Ratio Rank: 70
GEF Omega Ratio Rank: 64
GEF Calmar Ratio Rank: 70
GEF Martin Ratio Rank: 67

GEF-B

GEF-B Risk / Return Rank: 85
GEF-B Sharpe Ratio Rank: 88
GEF-B Sortino Ratio Rank: 89
GEF-B Omega Ratio Rank: 83
GEF-B Calmar Ratio Rank: 84
GEF-B Martin Ratio Rank: 82

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 vs. GEF-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Greif, Inc. (GEF) and Greif Inc (GEF-B). 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	GEF-B	Difference
Sharpe ratio Return per unit of total volatility	0.86	1.83	-0.97
Sortino ratio Return per unit of downside risk	1.62	2.77	-1.15
Omega ratio Gain probability vs. loss probability	1.19	1.32	-0.13
Calmar ratio Return relative to maximum drawdown	1.48	2.97	-1.50
Martin ratio Return relative to average drawdown	3.16	6.95	-3.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GEF vs. GEF-B - Sharpe Ratio Comparison

The current GEF Sharpe Ratio is 0.86, which is lower than the GEF-B Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of GEF and GEF-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GEF	GEF-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.86	1.83	-0.97
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.23	0.46	-0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.32	0.32	-0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.37	-0.14

Correlation

The correlation between GEF and GEF-B is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

GEF vs. GEF-B - Dividend Comparison

GEF's dividend yield for the trailing twelve months is around 3.30%, less than GEF-B's 3.75% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GEF Greif, Inc.	3.30%	3.25%	3.47%	3.11%	2.86%	2.98%	3.75%	3.98%	4.63%	2.77%	3.27%	5.45%
GEF-B Greif Inc	3.75%	4.40%	4.67%	4.62%	3.67%	4.50%	5.44%	3.81%	4.32%	3.62%	3.72%	5.87%

Drawdowns

GEF vs. GEF-B - Drawdown Comparison

The maximum GEF drawdown since its inception was -62.66%, roughly equal to the maximum GEF-B drawdown of -63.05%. Use the drawdown chart below to compare losses from any high point for GEF and GEF-B.

Drawdown Indicators

	GEF	GEF-B	Difference
Max Drawdown Largest peak-to-trough decline	-62.66%	-63.05%	+0.39%
Max Drawdown (1Y) Largest decline over 1 year	-18.03%	-18.97%	+0.94%
Max Drawdown (5Y) Largest decline over 5 years	-31.09%	-29.55%	-1.54%
Max Drawdown (10Y) Largest decline over 10 years	-57.84%	-50.81%	-7.03%
Current Drawdown Current decline from peak	-11.67%	-2.19%	-9.48%
Average Drawdown Average peak-to-trough decline	-18.58%	-14.15%	-4.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.41%	8.10%	+0.31%

Volatility

GEF vs. GEF-B - Volatility Comparison

Greif, Inc. (GEF) and Greif Inc (GEF-B) have volatilities of 7.16% and 6.89%, 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.

Volatility by Period

	GEF	GEF-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.16%	6.89%	+0.27%
Volatility (6M) Calculated over the trailing 6-month period	16.26%	18.59%	-2.33%
Volatility (1Y) Calculated over the trailing 1-year period	30.32%	30.76%	-0.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.90%	29.84%	-0.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.75%	35.39%	+0.36%

Financials

GEF vs. GEF-B - Profitability Comparison

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

GEF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Greif, Inc. reported a gross profit of 202.60M and revenue of 994.80M. Therefore, the gross margin over that period was 20.4%.

GEF-B - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Greif Inc reported a gross profit of 202.60M and revenue of 994.80M. Therefore, the gross margin over that period was 20.4%.

GEF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Greif, Inc. reported an operating income of 56.50M and revenue of 994.80M, resulting in an operating margin of 5.7%.

GEF-B - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Greif Inc reported an operating income of 56.50M and revenue of 994.80M, resulting in an operating margin of 5.7%.

GEF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Greif, Inc. reported a net income of 174.60M and revenue of 994.80M, resulting in a net margin of 17.6%.

GEF-B - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Greif Inc reported a net income of 174.60M and revenue of 994.80M, resulting in a net margin of 17.6%.