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

Correlation

The correlation between GPN and DVN is 0.29, 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

GPN vs. DVN - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%JulyAugustSeptemberOctoberNovemberDecember
3,090.54%
68.72%
GPN
DVN

Key characteristics

Sharpe Ratio

GPN:

-0.42

DVN:

-1.15

Sortino Ratio

GPN:

-0.41

DVN:

-1.57

Omega Ratio

GPN:

0.95

DVN:

0.82

Calmar Ratio

GPN:

-0.21

DVN:

-0.47

Martin Ratio

GPN:

-0.61

DVN:

-1.64

Ulcer Index

GPN:

19.92%

DVN:

17.54%

Daily Std Dev

GPN:

28.86%

DVN:

25.07%

Max Drawdown

GPN:

-56.97%

DVN:

-94.93%

Current Drawdown

GPN:

-47.81%

DVN:

-61.37%

Fundamentals

Market Cap

GPN:

$29.19B

DVN:

$21.13B

EPS

GPN:

$5.30

DVN:

$5.40

PE Ratio

GPN:

21.64

DVN:

5.96

PEG Ratio

GPN:

0.45

DVN:

14.90

Total Revenue (TTM)

GPN:

$10.02B

DVN:

$15.14B

Gross Profit (TTM)

GPN:

$6.29B

DVN:

$4.64B

EBITDA (TTM)

GPN:

$4.19B

DVN:

$7.60B

Returns By Period

In the year-to-date period, GPN achieves a -11.83% return, which is significantly higher than DVN's -28.93% return. Over the past 10 years, GPN has outperformed DVN with an annualized return of 11.02%, while DVN has yielded a comparatively lower -3.17% annualized return.


GPN

YTD

-11.83%

1M

-4.18%

6M

20.88%

1Y

-12.81%

5Y*

-8.94%

10Y*

11.02%

DVN

YTD

-28.93%

1M

-19.26%

6M

-30.67%

1Y

-29.53%

5Y*

10.37%

10Y*

-3.17%

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Risk-Adjusted Performance

GPN vs. DVN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global Payments Inc. (GPN) and Devon Energy Corporation (DVN). 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 -0.42, compared to the broader market-4.00-2.000.002.00-0.42-1.15
The chart of Sortino ratio for GPN, currently valued at -0.41, compared to the broader market-4.00-2.000.002.004.00-0.41-1.57
The chart of Omega ratio for GPN, currently valued at 0.95, compared to the broader market0.501.001.502.000.950.82
The chart of Calmar ratio for GPN, currently valued at -0.21, compared to the broader market0.002.004.006.00-0.21-0.47
The chart of Martin ratio for GPN, currently valued at -0.61, compared to the broader market0.0010.0020.00-0.61-1.64
GPN
DVN

The current GPN Sharpe Ratio is -0.42, which is higher than the DVN Sharpe Ratio of -1.15. The chart below compares the historical Sharpe Ratios of GPN and DVN, 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-1.00-0.500.00JulyAugustSeptemberOctoberNovemberDecember
-0.42
-1.15
GPN
DVN

Dividends

GPN vs. DVN - Dividend Comparison

GPN's dividend yield for the trailing twelve months is around 0.90%, less than DVN's 4.66% yield.


TTM20232022202120202019201820172016201520142013
GPN
Global Payments Inc.
0.90%0.79%1.01%0.66%0.36%0.12%0.04%0.04%0.06%0.06%0.10%0.12%
DVN
Devon Energy Corporation
4.66%6.34%8.41%4.47%4.30%1.35%1.33%0.58%0.92%3.00%1.54%1.39%

Drawdowns

GPN vs. DVN - Drawdown Comparison

The maximum GPN drawdown since its inception was -56.97%, smaller than the maximum DVN drawdown of -94.93%. Use the drawdown chart below to compare losses from any high point for GPN and DVN. For additional features, visit the drawdowns tool.


-60.00%-55.00%-50.00%-45.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-47.81%
-61.37%
GPN
DVN

Volatility

GPN vs. DVN - Volatility Comparison

The current volatility for Global Payments Inc. (GPN) is 5.63%, while Devon Energy Corporation (DVN) has a volatility of 7.98%. This indicates that GPN experiences smaller price fluctuations and is considered to be less risky than DVN 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%JulyAugustSeptemberOctoberNovemberDecember
5.63%
7.98%
GPN
DVN

Financials

GPN vs. DVN - Financials Comparison

This section allows you to compare key financial metrics between Global Payments Inc. and Devon Energy 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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