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GFF vs. NEU
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GFF vs. NEU - Performance Comparison

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

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Returns By Period

In the year-to-date period, GFF achieves a 27.90% return, which is significantly higher than NEU's 21.88% return. Over the past 10 years, GFF has outperformed NEU with an annualized return of 22.94%, while NEU has yielded a comparatively lower 9.57% annualized return.


GFF

1D
-1.66%
1M
13.38%
YTD
27.90%
6M
22.27%
1Y
35.26%
3Y*
37.45%
5Y*
35.01%
10Y*
22.94%

NEU

1D
-0.82%
1M
20.65%
YTD
21.88%
6M
11.78%
1Y
29.38%
3Y*
29.52%
5Y*
22.47%
10Y*
9.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GFF vs. NEU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GFF
Griffon Corporation
27.90%4.42%17.97%83.96%36.91%41.60%1.83%97.74%-44.92%-21.43%
NEU
NewMarket Corporation
21.88%32.28%-1.45%79.15%-6.70%-11.93%-16.48%20.01%5.52%-4.69%

Correlation

The correlation between GFF and NEU is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Aug 6, 1985

0.24

The correlation between GFF and NEU shifts across timeframes, from 0.24 (all time) to 0.42 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

GFF:

$0.76

NEU:

$58.30

PE Ratio

GFF:

124.05

NEU:

14.29

PEG Ratio

GFF:

1.61

NEU:

0.50

PS Ratio

GFF:

1.84

NEU:

2.18

Total Revenue (TTM)

GFF:

$2.35B

NEU:

$2.69B

Gross Profit (TTM)

GFF:

$1.00B

NEU:

$842.26M

EBITDA (TTM)

GFF:

$245.38M

NEU:

$648.92M

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Return for Risk

GFF vs. NEU — Risk / Return Rank

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

GFF
GFF Risk / Return Rank: 6969
Overall Rank
GFF Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
GFF Sortino Ratio Rank: 6767
Sortino Ratio Rank
GFF Omega Ratio Rank: 6666
Omega Ratio Rank
GFF Calmar Ratio Rank: 6767
Calmar Ratio Rank
GFF Martin Ratio Rank: 7070
Martin Ratio Rank

NEU
NEU Risk / Return Rank: 6565
Overall Rank
NEU Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
NEU Sortino Ratio Rank: 6262
Sortino Ratio Rank
NEU Omega Ratio Rank: 6969
Omega Ratio Rank
NEU Calmar Ratio Rank: 6262
Calmar Ratio Rank
NEU Martin Ratio Rank: 6161
Martin Ratio Rank
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.

GFF vs. NEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Griffon Corporation (GFF) and NewMarket Corporation (NEU). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GFFNEUDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.19

1.21

-0.02

Calmar ratioReturn relative to maximum drawdown

1.27

0.90

+0.37

Martin ratioReturn relative to average drawdown

3.34

1.74

+1.59

GFF vs. NEU - Sharpe Ratio Comparison

The current GFF Sharpe Ratio is 0.98, which is comparable to the NEU Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of GFF and NEU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GFF vs. NEU - Drawdown Comparison

The maximum GFF drawdown since its inception was -96.84%, roughly equal to the maximum NEU drawdown of -95.01%. Use the drawdown chart below to compare losses from any high point for GFF and NEU.


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Drawdown Indicators


GFFNEUDifference

Max Drawdown

Largest peak-to-trough decline

-96.84%

-95.01%

-1.83%

Max Drawdown (1Y)

Largest decline over 1 year

-27.85%

-32.77%

+4.92%

Max Drawdown (3Y)

Largest decline over 3 years

-27.85%

-32.77%

+4.92%

Max Drawdown (5Y)

Largest decline over 5 years

-39.02%

-32.77%

-6.25%

Max Drawdown (10Y)

Largest decline over 10 years

-61.32%

-40.66%

-20.66%

Current Drawdown

Current decline from peak

-1.66%

-3.68%

+2.02%

Average Drawdown

Average peak-to-trough decline

-55.47%

-28.24%

-27.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.61%

16.91%

-6.30%

Volatility

GFF vs. NEU - Volatility Comparison

Griffon Corporation (GFF) has a higher volatility of 12.72% compared to NewMarket Corporation (NEU) at 7.24%. This indicates that GFF's price experiences larger fluctuations and is considered to be riskier than NEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GFFNEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.72%

7.24%

+5.48%

Volatility (6M)

Calculated over the trailing 6-month period

25.86%

25.87%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

36.24%

31.15%

+5.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.23%

26.35%

+14.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.37%

25.05%

+20.32%

Dividends

GFF vs. NEU - Dividend Comparison

GFF's dividend yield for the trailing twelve months is around 0.90%, less than NEU's 1.38% yield.


PositionTTM20252024202320222021202020192018201720162015
GFF
Griffon Corporation
0.90%1.03%0.88%4.10%6.62%1.16%1.50%1.44%12.27%1.23%0.80%0.96%
NEU
NewMarket Corporation
1.38%1.64%1.89%1.62%2.70%2.33%1.91%1.50%1.70%1.76%1.51%1.52%

Financials

GFF vs. NEU - Financials Comparison

This section allows you to compare key financial metrics between Griffon Corporation and NewMarket Corporation. 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


400.00M500.00M600.00M700.00M800.00M20222023202420252026
421.86M
669.72M
(GFF) Total Revenue
(NEU) Total Revenue
Values in USD except per share items

GFF vs. NEU - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%25.0%30.0%35.0%40.0%45.0%20222023202420252026
45.5%
33.0%
Portfolio components
GFF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Griffon Corporation reported a gross profit of 191.99M and revenue of 421.86M. Therefore, the gross margin over that period was 45.5%.

NEU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NewMarket Corporation reported a gross profit of 220.88M and revenue of 669.72M. Therefore, the gross margin over that period was 33.0%.

GFF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Griffon Corporation reported an operating income of 87.35M and revenue of 421.86M, resulting in an operating margin of 20.7%.

NEU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NewMarket Corporation reported an operating income of 143.23M and revenue of 669.72M, resulting in an operating margin of 21.4%.

GFF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Griffon Corporation reported a net income of 46.94M and revenue of 421.86M, resulting in a net margin of 11.1%.

NEU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NewMarket Corporation reported a net income of 118.07M and revenue of 669.72M, resulting in a net margin of 17.6%.


Frequently Asked Questions


GFF and NEU have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GFF has higher volatility (12.72%) compared to NEU (7.24%). In terms of maximum drawdown, GFF dropped -96.84% vs NEU's -95.01%.

GFF currently has the higher Sharpe Ratio (0.98 vs 0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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