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GPN vs. DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

GPN vs. DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global Payments Inc. (GPN) and Deere & Company (DE). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
14.50%
20.01%
GPN
DE

Returns By Period

In the year-to-date period, GPN achieves a -7.18% return, which is significantly lower than DE's 12.95% return. Over the past 10 years, GPN has underperformed DE with an annualized return of 11.09%, while DE has yielded a comparatively higher 19.90% annualized return.


GPN

YTD

-7.18%

1M

17.22%

6M

14.50%

1Y

5.10%

5Y (annualized)

-7.47%

10Y (annualized)

11.09%

DE

YTD

12.95%

1M

9.30%

6M

20.01%

1Y

22.26%

5Y (annualized)

22.28%

10Y (annualized)

19.90%

Fundamentals


GPNDE
Market Cap$29.22B$110.80B
EPS$5.30$29.32
PE Ratio21.6713.81
PEG Ratio0.452.92
Total Revenue (TTM)$15.01B$40.27B
Gross Profit (TTM)$9.42B$16.06B
EBITDA (TTM)$5.25B$9.53B

Key characteristics


GPNDE
Sharpe Ratio0.170.93
Sortino Ratio0.441.46
Omega Ratio1.061.19
Calmar Ratio0.091.03
Martin Ratio0.263.32
Ulcer Index19.50%6.70%
Daily Std Dev29.34%23.86%
Max Drawdown-56.97%-73.27%
Current Drawdown-45.05%0.00%

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Correlation

-0.50.00.51.00.4

The correlation between GPN and DE is 0.36, 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.

Risk-Adjusted Performance

GPN vs. DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global Payments Inc. (GPN) and Deere & Company (DE). 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 GPN, currently valued at 0.17, compared to the broader market-4.00-2.000.002.004.000.170.93
The chart of Sortino ratio for GPN, currently valued at 0.44, compared to the broader market-4.00-2.000.002.004.000.441.46
The chart of Omega ratio for GPN, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.19
The chart of Calmar ratio for GPN, currently valued at 0.09, compared to the broader market0.002.004.006.000.091.03
The chart of Martin ratio for GPN, currently valued at 0.26, compared to the broader market0.0010.0020.0030.000.263.32
GPN
DE

The current GPN Sharpe Ratio is 0.17, which is lower than the DE Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of GPN and DE, 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.17
0.93
GPN
DE

Dividends

GPN vs. DE - Dividend Comparison

GPN's dividend yield for the trailing twelve months is around 0.85%, less than DE's 1.32% yield.


TTM20232022202120202019201820172016201520142013
GPN
Global Payments Inc.
0.85%0.79%1.01%0.66%0.36%0.12%0.04%0.04%0.06%0.06%0.10%0.12%
DE
Deere & Company
1.32%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%2.23%

Drawdowns

GPN vs. DE - Drawdown Comparison

The maximum GPN drawdown since its inception was -56.97%, smaller than the maximum DE drawdown of -73.27%. Use the drawdown chart below to compare losses from any high point for GPN and DE. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-45.05%
0
GPN
DE

Volatility

GPN vs. DE - Volatility Comparison

Global Payments Inc. (GPN) and Deere & Company (DE) have volatilities of 10.32% and 10.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
10.32%
10.57%
GPN
DE

Financials

GPN vs. DE - Financials Comparison

This section allows you to compare key financial metrics between Global Payments Inc. and Deere & 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