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GFF vs. IBP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GFF and IBP is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

GFF vs. IBP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Griffon Corporation (GFF) and Installed Building Products, Inc. (IBP). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
711.52%
1,421.10%
GFF
IBP

Key characteristics

Sharpe Ratio

GFF:

0.65

IBP:

0.07

Sortino Ratio

GFF:

1.18

IBP:

0.42

Omega Ratio

GFF:

1.17

IBP:

1.05

Calmar Ratio

GFF:

1.12

IBP:

0.10

Martin Ratio

GFF:

3.15

IBP:

0.23

Ulcer Index

GFF:

9.11%

IBP:

14.27%

Daily Std Dev

GFF:

44.41%

IBP:

44.90%

Max Drawdown

GFF:

-75.71%

IBP:

-61.75%

Current Drawdown

GFF:

-15.24%

IBP:

-32.25%

Fundamentals

Market Cap

GFF:

$3.62B

IBP:

$5.36B

EPS

GFF:

$4.23

IBP:

$9.00

PE Ratio

GFF:

17.90

IBP:

21.34

PEG Ratio

GFF:

2.36

IBP:

1.20

Total Revenue (TTM)

GFF:

$2.62B

IBP:

$2.91B

Gross Profit (TTM)

GFF:

$1.04B

IBP:

$956.40M

EBITDA (TTM)

GFF:

$493.26M

IBP:

$513.76M

Returns By Period

In the year-to-date period, GFF achieves a 19.48% return, which is significantly higher than IBP's 1.16% return. Over the past 10 years, GFF has underperformed IBP with an annualized return of 22.63%, while IBP has yielded a comparatively higher 26.83% annualized return.


GFF

YTD

19.48%

1M

-2.30%

6M

10.07%

1Y

26.78%

5Y*

33.80%

10Y*

22.63%

IBP

YTD

1.16%

1M

-10.85%

6M

-13.12%

1Y

0.72%

5Y*

22.95%

10Y*

26.83%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

GFF vs. IBP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Griffon Corporation (GFF) and Installed Building Products, Inc. (IBP). 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 GFF, currently valued at 0.65, compared to the broader market-4.00-2.000.002.000.650.07
The chart of Sortino ratio for GFF, currently valued at 1.18, compared to the broader market-4.00-2.000.002.004.001.180.42
The chart of Omega ratio for GFF, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.05
The chart of Calmar ratio for GFF, currently valued at 1.12, compared to the broader market0.002.004.006.001.120.10
The chart of Martin ratio for GFF, currently valued at 3.15, compared to the broader market0.0010.0020.003.150.23
GFF
IBP

The current GFF Sharpe Ratio is 0.65, which is higher than the IBP Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of GFF and IBP, 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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.65
0.07
GFF
IBP

Dividends

GFF vs. IBP - Dividend Comparison

GFF's dividend yield for the trailing twelve months is around 0.87%, less than IBP's 1.64% yield.


TTM20232022202120202019201820172016201520142013
GFF
Griffon Corporation
0.87%4.10%6.62%1.16%1.50%1.45%12.28%1.23%0.80%0.96%0.98%0.79%
IBP
Installed Building Products, Inc.
1.64%1.21%2.52%0.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GFF vs. IBP - Drawdown Comparison

The maximum GFF drawdown since its inception was -75.71%, which is greater than IBP's maximum drawdown of -61.75%. Use the drawdown chart below to compare losses from any high point for GFF and IBP. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.24%
-32.25%
GFF
IBP

Volatility

GFF vs. IBP - Volatility Comparison

The current volatility for Griffon Corporation (GFF) is 10.06%, while Installed Building Products, Inc. (IBP) has a volatility of 13.90%. This indicates that GFF experiences smaller price fluctuations and is considered to be less risky than IBP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
10.06%
13.90%
GFF
IBP

Financials

GFF vs. IBP - Financials Comparison

This section allows you to compare key financial metrics between Griffon Corporation and Installed Building Products, 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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