GGG vs. CW

In the year-to-date period, GGG achieves a -2.83% return, which is significantly higher than CW's -4.61% return. Over the past 10 years, GGG has underperformed CW with an annualized return of 14.78%, while CW has yielded a comparatively higher 16.88% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Graco Inc. (GGG) and Curtiss-Wright Corporation (CW). 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 GGG Sharpe Ratio is -0.35, which is lower than the CW Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of GGG and CW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GGG's dividend yield for the trailing twelve months is around 1.30%, more than CW's 0.25% yield.

The maximum GGG drawdown since its inception was -68.77%, which is greater than CW's maximum drawdown of -59.19%. Use the drawdown chart below to compare losses from any high point for GGG and CW. For additional features, visit the drawdowns tool.

The current volatility for Graco Inc. (GGG) is 12.04%, while Curtiss-Wright Corporation (CW) has a volatility of 15.70%. This indicates that GGG experiences smaller price fluctuations and is considered to be less risky than CW 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 Graco Inc. and Curtiss-Wright 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.