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GPC vs. GWW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GPC and GWW is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

GPC vs. GWW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Genuine Parts Company (GPC) and W.W. Grainger, Inc. (GWW). The values are adjusted to include any dividend payments, if applicable.

5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%30,000.00%JulyAugustSeptemberOctoberNovemberDecember
4,597.83%
26,964.70%
GPC
GWW

Key characteristics

Sharpe Ratio

GPC:

-0.47

GWW:

1.49

Sortino Ratio

GPC:

-0.42

GWW:

2.30

Omega Ratio

GPC:

0.93

GWW:

1.28

Calmar Ratio

GPC:

-0.40

GWW:

2.22

Martin Ratio

GPC:

-1.09

GWW:

5.40

Ulcer Index

GPC:

13.58%

GWW:

5.93%

Daily Std Dev

GPC:

31.65%

GWW:

21.55%

Max Drawdown

GPC:

-54.89%

GWW:

-56.74%

Current Drawdown

GPC:

-34.83%

GWW:

-10.61%

Fundamentals

Market Cap

GPC:

$16.47B

GWW:

$54.56B

EPS

GPC:

$7.76

GWW:

$36.93

PE Ratio

GPC:

15.27

GWW:

30.34

PEG Ratio

GPC:

4.76

GWW:

2.83

Total Revenue (TTM)

GPC:

$23.30B

GWW:

$16.93B

Gross Profit (TTM)

GPC:

$8.30B

GWW:

$6.65B

EBITDA (TTM)

GPC:

$1.89B

GWW:

$2.82B

Returns By Period

In the year-to-date period, GPC achieves a -14.09% return, which is significantly lower than GWW's 32.74% return. Over the past 10 years, GPC has underperformed GWW with an annualized return of 3.80%, while GWW has yielded a comparatively higher 17.54% annualized return.


GPC

YTD

-14.09%

1M

-6.17%

6M

-15.76%

1Y

-14.37%

5Y*

4.64%

10Y*

3.80%

GWW

YTD

32.74%

1M

-6.89%

6M

18.50%

1Y

32.50%

5Y*

28.19%

10Y*

17.54%

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Risk-Adjusted Performance

GPC vs. GWW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Genuine Parts Company (GPC) and W.W. Grainger, Inc. (GWW). 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 GPC, currently valued at -0.47, compared to the broader market-4.00-2.000.002.00-0.471.49
The chart of Sortino ratio for GPC, currently valued at -0.42, compared to the broader market-4.00-2.000.002.004.00-0.422.30
The chart of Omega ratio for GPC, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.28
The chart of Calmar ratio for GPC, currently valued at -0.40, compared to the broader market0.002.004.006.00-0.402.22
The chart of Martin ratio for GPC, currently valued at -1.09, compared to the broader market0.0010.0020.00-1.095.40
GPC
GWW

The current GPC Sharpe Ratio is -0.47, which is lower than the GWW Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of GPC and GWW, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.47
1.49
GPC
GWW

Dividends

GPC vs. GWW - Dividend Comparison

GPC's dividend yield for the trailing twelve months is around 3.46%, more than GWW's 0.73% yield.


TTM20232022202120202019201820172016201520142013
GPC
Genuine Parts Company
3.46%2.74%2.06%2.33%3.15%2.87%3.00%2.84%2.75%2.86%2.16%2.58%
GWW
W.W. Grainger, Inc.
0.73%0.88%1.22%1.23%1.45%1.68%1.90%2.14%2.08%2.27%1.64%1.41%

Drawdowns

GPC vs. GWW - Drawdown Comparison

The maximum GPC drawdown since its inception was -54.89%, roughly equal to the maximum GWW drawdown of -56.74%. Use the drawdown chart below to compare losses from any high point for GPC and GWW. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-34.83%
-10.61%
GPC
GWW

Volatility

GPC vs. GWW - Volatility Comparison

Genuine Parts Company (GPC) has a higher volatility of 7.10% compared to W.W. Grainger, Inc. (GWW) at 4.34%. This indicates that GPC's price experiences larger fluctuations and is considered to be riskier than GWW 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%JulyAugustSeptemberOctoberNovemberDecember
7.10%
4.34%
GPC
GWW

Financials

GPC vs. GWW - Financials Comparison

This section allows you to compare key financial metrics between Genuine Parts Company and W.W. Grainger, 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
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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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