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

Correlation

The correlation between GLDD and PRAA is 0.34, 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.


-0.50.00.51.00.3

Performance

GLDD vs. PRAA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great Lakes Dredge & Dock Corporation (GLDD) and PRA Group, Inc. (PRAA). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
-7.17%
-1.35%
GLDD
PRAA

Key characteristics

Sharpe Ratio

GLDD:

-0.03

PRAA:

-0.28

Sortino Ratio

GLDD:

0.31

PRAA:

-0.09

Omega Ratio

GLDD:

1.04

PRAA:

0.99

Calmar Ratio

GLDD:

-0.02

PRAA:

-0.19

Martin Ratio

GLDD:

-0.15

PRAA:

-0.77

Ulcer Index

GLDD:

9.53%

PRAA:

17.56%

Daily Std Dev

GLDD:

47.58%

PRAA:

48.15%

Max Drawdown

GLDD:

-80.88%

PRAA:

-80.90%

Current Drawdown

GLDD:

-47.93%

PRAA:

-64.99%

Fundamentals

Market Cap

GLDD:

$566.43M

PRAA:

$891.74M

EPS

GLDD:

$0.84

PRAA:

$1.79

PE Ratio

GLDD:

10.02

PRAA:

12.61

PEG Ratio

GLDD:

1.03

PRAA:

5.88

Total Revenue (TTM)

GLDD:

$762.69M

PRAA:

$828.93M

Gross Profit (TTM)

GLDD:

$160.90M

PRAA:

$612.43M

EBITDA (TTM)

GLDD:

$125.63M

PRAA:

$253.42M

Returns By Period

In the year-to-date period, GLDD achieves a -25.42% return, which is significantly lower than PRAA's 8.04% return. Over the past 10 years, GLDD has outperformed PRAA with an annualized return of 2.71%, while PRAA has yielded a comparatively lower -8.52% annualized return.


GLDD

YTD

-25.42%

1M

-30.81%

6M

-7.17%

1Y

-1.64%

5Y*

-3.87%

10Y*

2.71%

PRAA

YTD

8.04%

1M

6.26%

6M

-1.35%

1Y

-10.93%

5Y*

-9.36%

10Y*

-8.52%

*Annualized

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

GLDD vs. PRAA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GLDD
The Risk-Adjusted Performance Rank of GLDD is 4343
Overall Rank
The Sharpe Ratio Rank of GLDD is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of GLDD is 4141
Sortino Ratio Rank
The Omega Ratio Rank of GLDD is 4141
Omega Ratio Rank
The Calmar Ratio Rank of GLDD is 4444
Calmar Ratio Rank
The Martin Ratio Rank of GLDD is 4343
Martin Ratio Rank

PRAA
The Risk-Adjusted Performance Rank of PRAA is 3131
Overall Rank
The Sharpe Ratio Rank of PRAA is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of PRAA is 3030
Sortino Ratio Rank
The Omega Ratio Rank of PRAA is 3030
Omega Ratio Rank
The Calmar Ratio Rank of PRAA is 3535
Calmar Ratio Rank
The Martin Ratio Rank of PRAA is 3030
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GLDD vs. PRAA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Great Lakes Dredge & Dock Corporation (GLDD) and PRA Group, Inc. (PRAA). 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 GLDD, currently valued at -0.03, compared to the broader market-2.000.002.00-0.03-0.28
The chart of Sortino ratio for GLDD, currently valued at 0.31, compared to the broader market-4.00-2.000.002.004.006.000.31-0.09
The chart of Omega ratio for GLDD, currently valued at 1.04, compared to the broader market0.501.001.502.001.040.99
The chart of Calmar ratio for GLDD, currently valued at -0.02, compared to the broader market0.002.004.006.00-0.02-0.19
The chart of Martin ratio for GLDD, currently valued at -0.15, compared to the broader market-10.000.0010.0020.0030.00-0.15-0.77
GLDD
PRAA

The current GLDD Sharpe Ratio is -0.03, which is higher than the PRAA Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of GLDD and PRAA, 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-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.03
-0.28
GLDD
PRAA

Dividends

GLDD vs. PRAA - Dividend Comparison

Neither GLDD nor PRAA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GLDD vs. PRAA - Drawdown Comparison

The maximum GLDD drawdown since its inception was -80.88%, roughly equal to the maximum PRAA drawdown of -80.90%. Use the drawdown chart below to compare losses from any high point for GLDD and PRAA. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%SeptemberOctoberNovemberDecember2025February
-47.93%
-64.99%
GLDD
PRAA

Volatility

GLDD vs. PRAA - Volatility Comparison

Great Lakes Dredge & Dock Corporation (GLDD) has a higher volatility of 22.46% compared to PRA Group, Inc. (PRAA) at 9.06%. This indicates that GLDD's price experiences larger fluctuations and is considered to be riskier than PRAA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
22.46%
9.06%
GLDD
PRAA

Financials

GLDD vs. PRAA - Financials Comparison

This section allows you to compare key financial metrics between Great Lakes Dredge & Dock Corporation and PRA Group, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab