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GEF vs. GEF-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GEF and GEF-B is 0.77, 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.


-0.50.00.51.00.8

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.

600.00%700.00%800.00%900.00%1,000.00%1,100.00%JulyAugustSeptemberOctoberNovemberDecember
684.88%
968.96%
GEF
GEF-B

Key characteristics

Sharpe Ratio

GEF:

-0.23

GEF-B:

0.17

Sortino Ratio

GEF:

-0.16

GEF-B:

0.42

Omega Ratio

GEF:

0.98

GEF-B:

1.05

Calmar Ratio

GEF:

-0.25

GEF-B:

0.17

Martin Ratio

GEF:

-0.70

GEF-B:

0.65

Ulcer Index

GEF:

8.15%

GEF-B:

6.27%

Daily Std Dev

GEF:

24.91%

GEF-B:

24.10%

Max Drawdown

GEF:

-62.66%

GEF-B:

-63.39%

Current Drawdown

GEF:

-16.01%

GEF-B:

-12.89%

Fundamentals

Market Cap

GEF:

$3.16B

GEF-B:

$3.16B

EPS

GEF:

$4.52

GEF-B:

$6.78

PE Ratio

GEF:

14.24

GEF-B:

10.37

PEG Ratio

GEF:

2.25

GEF-B:

0.00

Total Revenue (TTM)

GEF:

$5.45B

GEF-B:

$5.45B

Gross Profit (TTM)

GEF:

$1.07B

GEF-B:

$1.07B

EBITDA (TTM)

GEF:

$652.00M

GEF-B:

$652.00M

Returns By Period

In the year-to-date period, GEF achieves a -4.89% return, which is significantly lower than GEF-B's 6.54% return. Over the past 10 years, GEF has underperformed GEF-B with an annualized return of 6.20%, while GEF-B has yielded a comparatively higher 8.35% annualized return.


GEF

YTD

-4.89%

1M

-12.91%

6M

0.20%

1Y

-5.62%

5Y*

9.95%

10Y*

6.20%

GEF-B

YTD

6.54%

1M

-7.50%

6M

7.06%

1Y

4.79%

5Y*

11.02%

10Y*

8.35%

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Risk-Adjusted Performance

GEF vs. GEF-B - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for GEF, currently valued at -0.23, compared to the broader market-4.00-2.000.002.00-0.230.17
The chart of Sortino ratio for GEF, currently valued at -0.16, compared to the broader market-4.00-2.000.002.004.00-0.160.42
The chart of Omega ratio for GEF, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.05
The chart of Calmar ratio for GEF, currently valued at -0.25, compared to the broader market0.002.004.006.00-0.250.17
The chart of Martin ratio for GEF, currently valued at -0.70, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.700.65
GEF
GEF-B

The current GEF Sharpe Ratio is -0.23, which is lower than the GEF-B Sharpe Ratio of 0.17. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.23
0.17
GEF
GEF-B

Dividends

GEF vs. GEF-B - Dividend Comparison

GEF's dividend yield for the trailing twelve months is around 3.51%, less than GEF-B's 4.73% yield.


TTM20232022202120202019201820172016201520142013
GEF
Greif, Inc.
3.51%3.11%2.86%2.98%3.75%3.98%4.63%2.77%3.27%5.45%3.56%3.21%
GEF-B
Greif Inc
4.73%4.62%3.67%4.50%5.44%5.08%5.79%3.62%3.72%5.87%5.10%4.27%

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 -63.39%. Use the drawdown chart below to compare losses from any high point for GEF and GEF-B. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.01%
-12.89%
GEF
GEF-B

Volatility

GEF vs. GEF-B - Volatility Comparison

Greif, Inc. (GEF) has a higher volatility of 7.06% compared to Greif Inc (GEF-B) at 5.41%. This indicates that GEF's price experiences larger fluctuations and is considered to be riskier than GEF-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.06%
5.41%
GEF
GEF-B

Financials

GEF vs. GEF-B - Financials Comparison

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