PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GHC vs. WST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


GHCWST
YTD Return17.71%-18.49%
1Y Return37.79%-25.84%
3Y Return (Ann)11.74%-10.87%
5Y Return (Ann)5.92%15.42%
10Y Return (Ann)8.06%21.13%
Sharpe Ratio1.48-0.72
Sortino Ratio2.12-0.80
Omega Ratio1.260.88
Calmar Ratio1.89-0.61
Martin Ratio7.54-1.43
Ulcer Index5.08%17.50%
Daily Std Dev25.92%34.89%
Max Drawdown-67.54%-55.52%
Current Drawdown-0.92%-38.82%

Fundamentals


GHCWST
Market Cap$3.58B$20.78B
EPS$30.29$7.02
PE Ratio26.8840.81
PEG Ratio0.004.96
Total Revenue (TTM)$3.50B$2.13B
Gross Profit (TTM)$960.66M$739.70M
EBITDA (TTM)$327.72M$542.10M

Correlation

-0.50.00.51.00.2

The correlation between GHC and WST is 0.22, 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

GHC vs. WST - Performance Comparison

In the year-to-date period, GHC achieves a 17.71% return, which is significantly higher than WST's -18.49% return. Over the past 10 years, GHC has underperformed WST with an annualized return of 8.06%, while WST has yielded a comparatively higher 21.13% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%MayJuneJulyAugustSeptemberOctober
11.30%
-25.99%
GHC
WST

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

GHC vs. WST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Graham Holdings Company (GHC) and West Pharmaceutical Services, Inc. (WST). 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.


GHC
Sharpe ratio
The chart of Sharpe ratio for GHC, currently valued at 1.48, compared to the broader market-4.00-2.000.002.001.48
Sortino ratio
The chart of Sortino ratio for GHC, currently valued at 2.12, compared to the broader market-4.00-2.000.002.004.002.12
Omega ratio
The chart of Omega ratio for GHC, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for GHC, currently valued at 1.89, compared to the broader market0.002.004.006.001.89
Martin ratio
The chart of Martin ratio for GHC, currently valued at 7.54, compared to the broader market-30.00-20.00-10.000.0010.0020.007.54
WST
Sharpe ratio
The chart of Sharpe ratio for WST, currently valued at -0.72, compared to the broader market-4.00-2.000.002.00-0.72
Sortino ratio
The chart of Sortino ratio for WST, currently valued at -0.80, compared to the broader market-4.00-2.000.002.004.00-0.80
Omega ratio
The chart of Omega ratio for WST, currently valued at 0.88, compared to the broader market0.501.001.502.000.88
Calmar ratio
The chart of Calmar ratio for WST, currently valued at -0.61, compared to the broader market0.002.004.006.00-0.61
Martin ratio
The chart of Martin ratio for WST, currently valued at -1.43, compared to the broader market-30.00-20.00-10.000.0010.0020.00-1.43

GHC vs. WST - Sharpe Ratio Comparison

The current GHC Sharpe Ratio is 1.48, which is higher than the WST Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of GHC and WST, offering insights into how both instruments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.00MayJuneJulyAugustSeptemberOctober
1.48
-0.72
GHC
WST

Dividends

GHC vs. WST - Dividend Comparison

GHC's dividend yield for the trailing twelve months is around 0.84%, more than WST's 0.28% yield.


TTM20232022202120202019201820172016201520142013
GHC
Graham Holdings Company
0.84%0.95%1.05%0.96%1.09%0.87%0.83%0.91%0.95%1.77%1.18%0.00%
WST
West Pharmaceutical Services, Inc.
0.28%0.22%0.31%0.15%0.23%0.41%0.58%0.54%0.58%0.75%0.77%0.78%

Drawdowns

GHC vs. WST - Drawdown Comparison

The maximum GHC drawdown since its inception was -67.54%, which is greater than WST's maximum drawdown of -55.52%. Use the drawdown chart below to compare losses from any high point for GHC and WST. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.92%
-38.82%
GHC
WST

Volatility

GHC vs. WST - Volatility Comparison

The current volatility for Graham Holdings Company (GHC) is 6.57%, while West Pharmaceutical Services, Inc. (WST) has a volatility of 7.50%. This indicates that GHC experiences smaller price fluctuations and is considered to be less risky than WST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptemberOctober
6.57%
7.50%
GHC
WST

Financials

GHC vs. WST - Financials Comparison

This section allows you to compare key financial metrics between Graham Holdings Company and West Pharmaceutical Services, Inc.. 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