GEF vs. GEF-B

In the year-to-date period, GEF achieves a -11.66% return, which is significantly higher than GEF-B's -13.97% return. Over the past 10 years, GEF has underperformed GEF-B with an annualized return of 6.74%, while GEF-B has yielded a comparatively higher 7.14% annualized return.

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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.

The current GEF Sharpe Ratio is -0.38, which is lower than the GEF-B Sharpe Ratio of -0.19. 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.

GEF's dividend yield for the trailing twelve months is around 4.00%, less than GEF-B's 5.56% yield.

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.

Greif, Inc. (GEF) and Greif Inc (GEF-B) have volatilities of 11.54% and 11.37%, 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 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.