GFF vs. PSN

In the year-to-date period, GFF achieves a -5.32% return, which is significantly higher than PSN's -26.71% return.

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This table presents a comparison of risk-adjusted performance metrics for Griffon Corporation (GFF) and Parsons Corporation (PSN). 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 GFF Sharpe Ratio is -0.04, which is higher than the PSN Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of GFF and PSN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GFF's dividend yield for the trailing twelve months is around 0.98%, while PSN has not paid dividends to shareholders.

The maximum GFF drawdown since its inception was -75.71%, which is greater than PSN's maximum drawdown of -51.15%. Use the drawdown chart below to compare losses from any high point for GFF and PSN. For additional features, visit the drawdowns tool.

Griffon Corporation (GFF) has a higher volatility of 15.57% compared to Parsons Corporation (PSN) at 11.70%. This indicates that GFF's price experiences larger fluctuations and is considered to be riskier than PSN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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