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GOOD vs. MMM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


GOODMMM
YTD Return38.30%48.01%
1Y Return46.63%73.05%
3Y Return (Ann)-1.28%-0.61%
5Y Return (Ann)2.35%2.36%
10Y Return (Ann)8.11%3.33%
Sharpe Ratio2.332.29
Sortino Ratio3.273.78
Omega Ratio1.411.54
Calmar Ratio1.241.40
Martin Ratio14.3712.73
Ulcer Index3.84%6.07%
Daily Std Dev23.66%33.81%
Max Drawdown-67.22%-59.10%
Current Drawdown-15.98%-21.47%

Fundamentals


GOODMMM
Market Cap$761.19M$72.43B
EPS$0.21$9.42
PE Ratio81.7113.84
PEG Ratio-62.671.90
Total Revenue (TTM)$147.92M$28.57B
Gross Profit (TTM)$91.58M$12.31B
EBITDA (TTM)$93.11M$7.18B

Correlation

-0.50.00.51.00.3

The correlation between GOOD and MMM is 0.31, 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

GOOD vs. MMM - Performance Comparison

In the year-to-date period, GOOD achieves a 38.30% return, which is significantly lower than MMM's 48.01% return. Over the past 10 years, GOOD has outperformed MMM with an annualized return of 8.11%, while MMM has yielded a comparatively lower 3.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
18.31%
31.45%
GOOD
MMM

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Risk-Adjusted Performance

GOOD vs. MMM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gladstone Commercial Corporation (GOOD) and 3M Company (MMM). 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.


GOOD
Sharpe ratio
The chart of Sharpe ratio for GOOD, currently valued at 2.33, compared to the broader market-4.00-2.000.002.004.002.33
Sortino ratio
The chart of Sortino ratio for GOOD, currently valued at 3.27, compared to the broader market-4.00-2.000.002.004.006.003.27
Omega ratio
The chart of Omega ratio for GOOD, currently valued at 1.41, compared to the broader market0.501.001.502.001.41
Calmar ratio
The chart of Calmar ratio for GOOD, currently valued at 1.24, compared to the broader market0.002.004.006.001.24
Martin ratio
The chart of Martin ratio for GOOD, currently valued at 14.37, compared to the broader market0.0010.0020.0030.0014.37
MMM
Sharpe ratio
The chart of Sharpe ratio for MMM, currently valued at 2.29, compared to the broader market-4.00-2.000.002.004.002.29
Sortino ratio
The chart of Sortino ratio for MMM, currently valued at 3.78, compared to the broader market-4.00-2.000.002.004.006.003.78
Omega ratio
The chart of Omega ratio for MMM, currently valued at 1.54, compared to the broader market0.501.001.502.001.54
Calmar ratio
The chart of Calmar ratio for MMM, currently valued at 1.40, compared to the broader market0.002.004.006.001.40
Martin ratio
The chart of Martin ratio for MMM, currently valued at 12.73, compared to the broader market0.0010.0020.0030.0012.73

GOOD vs. MMM - Sharpe Ratio Comparison

The current GOOD Sharpe Ratio is 2.33, which is comparable to the MMM Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of GOOD and MMM, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.33
2.29
GOOD
MMM

Dividends

GOOD vs. MMM - Dividend Comparison

GOOD's dividend yield for the trailing twelve months is around 7.03%, more than MMM's 2.98% yield.


TTM20232022202120202019201820172016201520142013
GOOD
Gladstone Commercial Corporation
7.03%9.06%8.13%5.83%8.34%6.86%8.37%7.12%7.46%10.28%8.74%8.35%
MMM
3M Company
2.98%5.49%4.97%3.33%3.36%3.26%2.86%2.00%2.49%2.72%2.08%1.81%

Drawdowns

GOOD vs. MMM - Drawdown Comparison

The maximum GOOD drawdown since its inception was -67.22%, which is greater than MMM's maximum drawdown of -59.10%. Use the drawdown chart below to compare losses from any high point for GOOD and MMM. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%JuneJulyAugustSeptemberOctoberNovember
-15.98%
-21.47%
GOOD
MMM

Volatility

GOOD vs. MMM - Volatility Comparison

The current volatility for Gladstone Commercial Corporation (GOOD) is 7.98%, while 3M Company (MMM) has a volatility of 9.22%. This indicates that GOOD experiences smaller price fluctuations and is considered to be less risky than MMM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
7.98%
9.22%
GOOD
MMM

Financials

GOOD vs. MMM - Financials Comparison

This section allows you to compare key financial metrics between Gladstone Commercial Corporation and 3M Company. 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