PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GFF vs. NXT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


GFFNXT
YTD Return19.52%-6.66%
1Y Return140.09%29.92%
3Y Return (Ann)44.56%126.96%
5Y Return (Ann)40.99%126.96%
10Y Return (Ann)24.29%126.96%
Sharpe Ratio4.480.65
Daily Std Dev32.44%55.08%
Max Drawdown-75.71%-49.95%
Current Drawdown-2.40%-28.18%

Fundamentals


GFFNXT
Market Cap$3.42B$6.67B
EPS$1.36$2.03
PE Ratio50.8322.71
PEG Ratio2.36-2.76
Revenue (TTM)$2.68B$2.28B
Gross Profit (TTM)$1.03B$0.00
EBITDA (TTM)$476.16M$362.72M

Correlation

-0.50.00.51.00.1

The correlation between GFF and NXT is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

GFF vs. NXT - Performance Comparison

In the year-to-date period, GFF achieves a 19.52% return, which is significantly higher than NXT's -6.66% return. Over the past 10 years, GFF has underperformed NXT with an annualized return of 24.29%, while NXT has yielded a comparatively higher 126.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%December2024FebruaryMarchAprilMay
365.99%
76.19%
GFF
NXT

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Griffon Corporation

Nextracker Inc

Risk-Adjusted Performance

GFF vs. NXT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Griffon Corporation (GFF) and Nextracker Inc (NXT). 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.


GFF
Sharpe ratio
The chart of Sharpe ratio for GFF, currently valued at 4.48, compared to the broader market-2.00-1.000.001.002.003.004.48
Sortino ratio
The chart of Sortino ratio for GFF, currently valued at 4.93, compared to the broader market-4.00-2.000.002.004.006.004.93
Omega ratio
The chart of Omega ratio for GFF, currently valued at 1.66, compared to the broader market0.501.001.502.001.66
Calmar ratio
The chart of Calmar ratio for GFF, currently valued at 5.98, compared to the broader market0.002.004.006.005.98
Martin ratio
The chart of Martin ratio for GFF, currently valued at 30.30, compared to the broader market-10.000.0010.0020.0030.0030.30
NXT
Sharpe ratio
The chart of Sharpe ratio for NXT, currently valued at 0.65, compared to the broader market-2.00-1.000.001.002.003.000.65
Sortino ratio
The chart of Sortino ratio for NXT, currently valued at 1.41, compared to the broader market-4.00-2.000.002.004.006.001.41
Omega ratio
The chart of Omega ratio for NXT, currently valued at 1.16, compared to the broader market0.501.001.502.001.16
Calmar ratio
The chart of Calmar ratio for NXT, currently valued at 1.20, compared to the broader market0.002.004.006.001.20
Martin ratio
The chart of Martin ratio for NXT, currently valued at 2.83, compared to the broader market-10.000.0010.0020.0030.002.83

GFF vs. NXT - Sharpe Ratio Comparison

The current GFF Sharpe Ratio is 4.48, which is higher than the NXT Sharpe Ratio of 0.65. The chart below compares the 12-month rolling Sharpe Ratio of GFF and NXT.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00December2024FebruaryMarchAprilMay
4.48
0.65
GFF
NXT

Dividends

GFF vs. NXT - Dividend Comparison

GFF's dividend yield for the trailing twelve months is around 0.76%, while NXT has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
GFF
Griffon Corporation
0.76%4.09%6.59%1.16%1.35%1.25%12.01%1.23%0.70%0.79%0.81%0.66%
NXT
Nextracker Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GFF vs. NXT - Drawdown Comparison

The maximum GFF drawdown since its inception was -75.71%, which is greater than NXT's maximum drawdown of -49.95%. Use the drawdown chart below to compare losses from any high point for GFF and NXT. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-2.40%
-28.18%
GFF
NXT

Volatility

GFF vs. NXT - Volatility Comparison

The current volatility for Griffon Corporation (GFF) is 11.31%, while Nextracker Inc (NXT) has a volatility of 12.67%. This indicates that GFF experiences smaller price fluctuations and is considered to be less risky than NXT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%December2024FebruaryMarchAprilMay
11.31%
12.67%
GFF
NXT

Financials

GFF vs. NXT - Financials Comparison

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