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

Performance

GFF vs. PSN - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
21.10%
22.98%
GFF
PSN

Returns By Period

In the year-to-date period, GFF achieves a 31.10% return, which is significantly lower than PSN's 51.97% return.


GFF

YTD

31.10%

1M

20.99%

6M

20.62%

1Y

73.32%

5Y (annualized)

35.25%

10Y (annualized)

24.13%

PSN

YTD

51.97%

1M

-11.29%

6M

23.61%

1Y

51.46%

5Y (annualized)

19.95%

10Y (annualized)

N/A

Fundamentals


GFFPSN
Market Cap$3.80B$10.12B
EPS$4.23$0.71
PE Ratio18.76134.23
Total Revenue (TTM)$2.62B$6.51B
Gross Profit (TTM)$1.04B$1.40B
EBITDA (TTM)$493.26M$308.99M

Key characteristics


GFFPSN
Sharpe Ratio1.631.72
Sortino Ratio2.202.79
Omega Ratio1.331.42
Calmar Ratio2.833.10
Martin Ratio8.0810.43
Ulcer Index8.96%4.96%
Daily Std Dev44.32%30.17%
Max Drawdown-75.71%-43.79%
Current Drawdown-1.43%-15.89%

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Correlation

-0.50.00.51.00.3

The correlation between GFF and PSN is 0.33, 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.

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.


Sharpe ratio
The chart of Sharpe ratio for GFF, currently valued at 1.63, compared to the broader market-4.00-2.000.002.004.001.631.72
The chart of Sortino ratio for GFF, currently valued at 2.20, compared to the broader market-4.00-2.000.002.004.002.202.79
The chart of Omega ratio for GFF, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.42
The chart of Calmar ratio for GFF, currently valued at 2.83, compared to the broader market0.002.004.006.002.833.10
The chart of Martin ratio for GFF, currently valued at 8.08, compared to the broader market-10.000.0010.0020.0030.008.0810.43
GFF
PSN

The current GFF Sharpe Ratio is 1.63, which is comparable to the PSN Sharpe Ratio of 1.72. 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.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.63
1.72
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%4.10%6.62%1.16%1.50%1.45%12.28%1.23%0.80%0.96%0.98%0.79%
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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.43%
-15.89%
GFF
PSN

Volatility

GFF vs. PSN - Volatility Comparison

Griffon Corporation (GFF) has a higher volatility of 19.54% compared to Parsons Corporation (PSN) at 13.65%. 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.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
19.54%
13.65%
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