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

Correlation

The correlation between GFF and SPLP is 0.12, 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.


-0.50.00.51.00.1

Performance

GFF vs. SPLP - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
980.68%
259.86%
GFF
SPLP

Key characteristics

Sharpe Ratio

GFF:

0.67

SPLP:

0.24

Sortino Ratio

GFF:

1.20

SPLP:

0.61

Omega Ratio

GFF:

1.17

SPLP:

1.09

Calmar Ratio

GFF:

1.15

SPLP:

0.33

Martin Ratio

GFF:

3.21

SPLP:

1.39

Ulcer Index

GFF:

9.20%

SPLP:

6.47%

Daily Std Dev

GFF:

44.38%

SPLP:

37.08%

Max Drawdown

GFF:

-75.71%

SPLP:

-78.35%

Current Drawdown

GFF:

-14.47%

SPLP:

-11.57%

Fundamentals

Market Cap

GFF:

$3.62B

SPLP:

$796.20M

EPS

GFF:

$4.23

SPLP:

$9.77

PE Ratio

GFF:

17.90

SPLP:

4.25

PEG Ratio

GFF:

2.36

SPLP:

0.00

Total Revenue (TTM)

GFF:

$2.62B

SPLP:

$1.99B

Gross Profit (TTM)

GFF:

$1.04B

SPLP:

$778.35M

EBITDA (TTM)

GFF:

$493.26M

SPLP:

$283.67M

Returns By Period

In the year-to-date period, GFF achieves a 20.57% return, which is significantly higher than SPLP's 6.02% return. Over the past 10 years, GFF has outperformed SPLP with an annualized return of 22.64%, while SPLP has yielded a comparatively lower 9.56% annualized return.


GFF

YTD

20.57%

1M

-8.03%

6M

12.75%

1Y

25.84%

5Y*

33.98%

10Y*

22.64%

SPLP

YTD

6.02%

1M

3.44%

6M

14.47%

1Y

10.16%

5Y*

28.54%

10Y*

9.56%

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Risk-Adjusted Performance

GFF vs. SPLP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Griffon Corporation (GFF) and Steel Partners Holdings L.P. (SPLP). 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 0.67, compared to the broader market-4.00-2.000.002.000.670.24
The chart of Sortino ratio for GFF, currently valued at 1.20, compared to the broader market-4.00-2.000.002.004.001.200.61
The chart of Omega ratio for GFF, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.09
The chart of Calmar ratio for GFF, currently valued at 1.15, compared to the broader market0.002.004.006.001.150.33
The chart of Martin ratio for GFF, currently valued at 3.21, compared to the broader market-5.000.005.0010.0015.0020.0025.003.211.39
GFF
SPLP

The current GFF Sharpe Ratio is 0.67, which is higher than the SPLP Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of GFF and SPLP, 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 Ratio-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.67
0.24
GFF
SPLP

Dividends

GFF vs. SPLP - Dividend Comparison

GFF's dividend yield for the trailing twelve months is around 0.86%, while SPLP has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
GFF
Griffon Corporation
0.86%4.10%6.62%1.16%1.50%1.45%12.28%1.23%0.80%0.96%0.98%0.79%
SPLP
Steel Partners Holdings L.P.
0.00%0.00%0.00%0.00%0.00%0.00%0.01%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GFF vs. SPLP - Drawdown Comparison

The maximum GFF drawdown since its inception was -75.71%, roughly equal to the maximum SPLP drawdown of -78.35%. Use the drawdown chart below to compare losses from any high point for GFF and SPLP. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.47%
-11.57%
GFF
SPLP

Volatility

GFF vs. SPLP - Volatility Comparison

The current volatility for Griffon Corporation (GFF) is 8.54%, while Steel Partners Holdings L.P. (SPLP) has a volatility of 13.66%. This indicates that GFF experiences smaller price fluctuations and is considered to be less risky than SPLP 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%JulyAugustSeptemberOctoberNovemberDecember
8.54%
13.66%
GFF
SPLP

Financials

GFF vs. SPLP - Financials Comparison

This section allows you to compare key financial metrics between Griffon Corporation and Steel Partners Holdings L.P.. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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