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

Key characteristics


GPNDE
YTD Return-7.75%-0.43%
1Y Return7.99%8.08%
3Y Return (Ann)-3.20%4.54%
5Y Return (Ann)-7.48%19.40%
10Y Return (Ann)11.27%18.44%
Sharpe Ratio0.250.30
Sortino Ratio0.550.57
Omega Ratio1.071.07
Calmar Ratio0.130.32
Martin Ratio0.391.01
Ulcer Index19.29%6.76%
Daily Std Dev29.65%22.64%
Max Drawdown-56.97%-73.27%
Current Drawdown-45.39%-10.15%

Fundamentals


GPNDE
Market Cap$29.61B$107.73B
EPS$5.30$29.31
PE Ratio21.9513.43
PEG Ratio0.452.94
Total Revenue (TTM)$15.01B$40.58B
Gross Profit (TTM)$9.42B$16.33B
EBITDA (TTM)$5.13B$11.66B

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.

Performance

GPN vs. DE - Performance Comparison

In the year-to-date period, GPN achieves a -7.75% return, which is significantly lower than DE's -0.43% return. Over the past 10 years, GPN has underperformed DE with an annualized return of 11.27%, while DE has yielded a comparatively higher 18.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
6.12%
-3.90%
GPN
DE

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

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.


GPN
Sharpe ratio
The chart of Sharpe ratio for GPN, currently valued at 0.25, compared to the broader market-4.00-2.000.002.004.000.25
Sortino ratio
The chart of Sortino ratio for GPN, currently valued at 0.55, compared to the broader market-4.00-2.000.002.004.006.000.55
Omega ratio
The chart of Omega ratio for GPN, currently valued at 1.07, compared to the broader market0.501.001.502.001.07
Calmar ratio
The chart of Calmar ratio for GPN, currently valued at 0.13, compared to the broader market0.002.004.006.000.13
Martin ratio
The chart of Martin ratio for GPN, currently valued at 0.39, compared to the broader market0.0010.0020.0030.000.39
DE
Sharpe ratio
The chart of Sharpe ratio for DE, currently valued at 0.30, compared to the broader market-4.00-2.000.002.004.000.30
Sortino ratio
The chart of Sortino ratio for DE, currently valued at 0.57, compared to the broader market-4.00-2.000.002.004.006.000.57
Omega ratio
The chart of Omega ratio for DE, currently valued at 1.07, compared to the broader market0.501.001.502.001.07
Calmar ratio
The chart of Calmar ratio for DE, currently valued at 0.32, compared to the broader market0.002.004.006.000.32
Martin ratio
The chart of Martin ratio for DE, currently valued at 1.01, compared to the broader market0.0010.0020.0030.001.01

GPN vs. DE - Sharpe Ratio Comparison

The current GPN Sharpe Ratio is 0.25, which is comparable to the DE Sharpe Ratio of 0.30. 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-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
0.25
0.30
GPN
DE

Dividends

GPN vs. DE - Dividend Comparison

GPN's dividend yield for the trailing twelve months is around 0.86%, less than DE's 1.49% yield.


TTM20232022202120202019201820172016201520142013
GPN
Global Payments Inc.
0.86%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
1.49%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
-45.39%
-10.15%
GPN
DE

Volatility

GPN vs. DE - Volatility Comparison

Global Payments Inc. (GPN) has a higher volatility of 10.79% compared to Deere & Company (DE) at 6.81%. This indicates that GPN's price experiences larger fluctuations and is considered to be riskier than DE 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%JuneJulyAugustSeptemberOctoberNovember
10.79%
6.81%
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