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GPK vs. BC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GPK and BC 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.


-0.50.00.51.00.3

Performance

GPK vs. BC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Graphic Packaging Holding Company (GPK) and Brunswick Corporation (BC). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-0.29%
-9.02%
GPK
BC

Key characteristics

Sharpe Ratio

GPK:

0.42

BC:

-0.85

Sortino Ratio

GPK:

0.75

BC:

-1.17

Omega Ratio

GPK:

1.09

BC:

0.87

Calmar Ratio

GPK:

0.77

BC:

-0.73

Martin Ratio

GPK:

2.01

BC:

-1.60

Ulcer Index

GPK:

5.24%

BC:

17.44%

Daily Std Dev

GPK:

24.88%

BC:

32.72%

Max Drawdown

GPK:

-96.61%

BC:

-95.60%

Current Drawdown

GPK:

-11.87%

BC:

-38.33%

Fundamentals

Market Cap

GPK:

$8.71B

BC:

$4.71B

EPS

GPK:

$2.32

BC:

$4.29

PE Ratio

GPK:

12.39

BC:

16.65

PEG Ratio

GPK:

1.13

BC:

1.28

Total Revenue (TTM)

GPK:

$8.96B

BC:

$5.44B

Gross Profit (TTM)

GPK:

$2.04B

BC:

$1.41B

EBITDA (TTM)

GPK:

$936.00M

BC:

$780.30M

Returns By Period

In the year-to-date period, GPK achieves a 10.21% return, which is significantly higher than BC's -29.57% return. Over the past 10 years, GPK has outperformed BC with an annualized return of 8.92%, while BC has yielded a comparatively lower 4.47% annualized return.


GPK

YTD

10.21%

1M

-5.78%

6M

-0.29%

1Y

10.88%

5Y*

11.73%

10Y*

8.92%

BC

YTD

-29.57%

1M

-14.91%

6M

-9.02%

1Y

-29.76%

5Y*

3.43%

10Y*

4.47%

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Risk-Adjusted Performance

GPK vs. BC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Graphic Packaging Holding Company (GPK) and Brunswick Corporation (BC). 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 GPK, currently valued at 0.42, compared to the broader market-4.00-2.000.002.000.42-0.85
The chart of Sortino ratio for GPK, currently valued at 0.75, compared to the broader market-4.00-2.000.002.004.000.75-1.17
The chart of Omega ratio for GPK, currently valued at 1.09, compared to the broader market0.501.001.502.001.090.87
The chart of Calmar ratio for GPK, currently valued at 0.77, compared to the broader market0.002.004.006.000.77-0.73
The chart of Martin ratio for GPK, currently valued at 2.01, compared to the broader market-5.000.005.0010.0015.0020.0025.002.01-1.60
GPK
BC

The current GPK Sharpe Ratio is 0.42, which is higher than the BC Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of GPK and BC, 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-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.42
-0.85
GPK
BC

Dividends

GPK vs. BC - Dividend Comparison

GPK's dividend yield for the trailing twelve months is around 1.49%, less than BC's 2.52% yield.


TTM20232022202120202019201820172016201520142013
GPK
Graphic Packaging Holding Company
1.49%1.62%1.46%1.54%1.77%1.80%2.82%2.43%1.80%1.56%0.00%0.00%
BC
Brunswick Corporation
2.52%1.65%2.03%1.27%1.30%1.45%1.68%1.24%1.13%1.04%0.88%0.22%

Drawdowns

GPK vs. BC - Drawdown Comparison

The maximum GPK drawdown since its inception was -96.61%, roughly equal to the maximum BC drawdown of -95.60%. Use the drawdown chart below to compare losses from any high point for GPK and BC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.87%
-38.33%
GPK
BC

Volatility

GPK vs. BC - Volatility Comparison

The current volatility for Graphic Packaging Holding Company (GPK) is 6.30%, while Brunswick Corporation (BC) has a volatility of 10.34%. This indicates that GPK experiences smaller price fluctuations and is considered to be less risky than BC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.30%
10.34%
GPK
BC

Financials

GPK vs. BC - Financials Comparison

This section allows you to compare key financial metrics between Graphic Packaging Holding Company and Brunswick Corporation. 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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