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

Key characteristics


GFFPSN
YTD Return19.52%23.74%
1Y Return140.09%74.70%
3Y Return (Ann)44.56%21.68%
5Y Return (Ann)40.99%20.19%
Sharpe Ratio4.483.41
Daily Std Dev32.44%22.31%
Max Drawdown-75.71%-43.79%
Current Drawdown-2.40%-7.93%

Fundamentals


GFFPSN
Market Cap$3.42B$8.34B
EPS$1.36$0.18
PE Ratio50.83435.94
Revenue (TTM)$2.68B$5.80B
Gross Profit (TTM)$1.03B$946.72M
EBITDA (TTM)$476.16M$508.33M

Correlation

-0.50.00.51.00.3

The correlation between GFF and PSN is 0.34, 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. PSN - Performance Comparison

In the year-to-date period, GFF achieves a 19.52% return, which is significantly lower than PSN's 23.74% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%200.00%300.00%400.00%500.00%December2024FebruaryMarchAprilMay
455.24%
158.06%
GFF
PSN

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Griffon Corporation

Parsons Corporation

Risk-Adjusted Performance

GFF vs. PSN - Risk-Adjusted Performance Comparison

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.


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
PSN
Sharpe ratio
The chart of Sharpe ratio for PSN, currently valued at 3.41, compared to the broader market-2.00-1.000.001.002.003.003.41
Sortino ratio
The chart of Sortino ratio for PSN, currently valued at 5.81, compared to the broader market-4.00-2.000.002.004.006.005.81
Omega ratio
The chart of Omega ratio for PSN, currently valued at 1.72, compared to the broader market0.501.001.502.001.72
Calmar ratio
The chart of Calmar ratio for PSN, currently valued at 5.86, compared to the broader market0.002.004.006.005.86
Martin ratio
The chart of Martin ratio for PSN, currently valued at 27.68, compared to the broader market-10.000.0010.0020.0030.0027.68

GFF vs. PSN - Sharpe Ratio Comparison

The current GFF Sharpe Ratio is 4.48, which is higher than the PSN Sharpe Ratio of 3.41. The chart below compares the 12-month rolling Sharpe Ratio of GFF and PSN.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00December2024FebruaryMarchAprilMay
4.48
3.41
GFF
PSN

Dividends

GFF vs. PSN - Dividend Comparison

GFF's dividend yield for the trailing twelve months is around 0.76%, while PSN 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%
PSN
Parsons Corporation
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. PSN - Drawdown Comparison

The maximum GFF drawdown since its inception was -75.71%, which is greater than PSN's maximum drawdown of -43.79%. Use the drawdown chart below to compare losses from any high point for GFF and PSN. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-2.40%
-7.93%
GFF
PSN

Volatility

GFF vs. PSN - Volatility Comparison

Griffon Corporation (GFF) has a higher volatility of 11.31% compared to Parsons Corporation (PSN) at 4.57%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%December2024FebruaryMarchAprilMay
11.31%
4.57%
GFF
PSN

Financials

GFF vs. PSN - Financials Comparison

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items