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GHM vs. LLY
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

GHM vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Graham Corporation (GHM) and undefined (LLY). The values are adjusted to include any dividend payments, if applicable.

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%OctoberNovemberDecember2025FebruaryMarch
1,403.97%
10,891.75%
GHM
LLY

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Risk-Adjusted Performance

GHM vs. undefined - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Graham Corporation (GHM) and undefined (undefined). 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 GHM, currently valued at 0.57, compared to the broader market-3.00-2.00-1.000.001.002.003.000.570.32
The chart of Sortino ratio for GHM, currently valued at 1.14, compared to the broader market-4.00-2.000.002.004.001.140.65
The chart of Omega ratio for GHM, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.08
The chart of Calmar ratio for GHM, currently valued at 0.67, compared to the broader market0.001.002.003.004.005.000.670.41
The chart of Martin ratio for GHM, currently valued at 2.17, compared to the broader market-10.000.0010.0020.002.170.93
GHM
LLY


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50OctoberNovemberDecember2025FebruaryMarch
0.57
0.32
GHM
LLY

Drawdowns

GHM vs. LLY - Drawdown Comparison


-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-37.07%
-16.21%
GHM
LLY

Volatility

GHM vs. LLY - Volatility Comparison

Graham Corporation (GHM) has a higher volatility of 16.59% compared to undefined (LLY) at 9.64%. This indicates that GHM's price experiences larger fluctuations and is considered to be riskier than LLY 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%OctoberNovemberDecember2025FebruaryMarch
16.59%
9.64%
GHM
LLY
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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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