GIC vs. NWL

In the year-to-date period, GIC achieves a -33.21% return, which is significantly lower than NWL's 19.67% return. Over the past 10 years, GIC has outperformed NWL with an annualized return of 13.43%, while NWL has yielded a comparatively lower -9.21% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Global Industrial Company (GIC) and Newell Brands Inc. (NWL). 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 GIC Sharpe Ratio is -0.93, which is lower than the NWL Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of GIC and NWL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GIC's dividend yield for the trailing twelve months is around 3.97%, more than NWL's 2.79% yield.

The maximum GIC drawdown since its inception was -98.09%, which is greater than NWL's maximum drawdown of -88.10%. Use the drawdown chart below to compare losses from any high point for GIC and NWL. For additional features, visit the drawdowns tool.

The current volatility for Global Industrial Company (GIC) is 5.91%, while Newell Brands Inc. (NWL) has a volatility of 16.09%. This indicates that GIC experiences smaller price fluctuations and is considered to be less risky than NWL 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 Global Industrial Company and Newell Brands 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.