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

Performance

GPN vs. FMC - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.59%
-8.36%
GPN
FMC

Returns By Period

In the year-to-date period, GPN achieves a -8.96% return, which is significantly lower than FMC's -6.67% return. Over the past 10 years, GPN has outperformed FMC with an annualized return of 11.05%, while FMC has yielded a comparatively lower 3.45% annualized return.


GPN

YTD

-8.96%

1M

14.85%

6M

8.59%

1Y

3.38%

5Y (annualized)

-7.84%

10Y (annualized)

11.05%

FMC

YTD

-6.67%

1M

-8.23%

6M

-8.36%

1Y

11.63%

5Y (annualized)

-7.96%

10Y (annualized)

3.45%

Fundamentals


GPNFMC
Market Cap$29.22B$7.14B
EPS$5.30$12.19
PE Ratio21.674.69
PEG Ratio0.451.85
Total Revenue (TTM)$15.01B$4.17B
Gross Profit (TTM)$9.42B$1.56B
EBITDA (TTM)$5.25B$511.80M

Key characteristics


GPNFMC
Sharpe Ratio0.070.25
Sortino Ratio0.310.68
Omega Ratio1.041.08
Calmar Ratio0.040.17
Martin Ratio0.111.03
Ulcer Index19.45%10.28%
Daily Std Dev29.33%42.89%
Max Drawdown-56.97%-69.75%
Current Drawdown-46.11%-55.97%

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Correlation

-0.50.00.51.00.4

The correlation between GPN and FMC is 0.40, 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.

Risk-Adjusted Performance

GPN vs. FMC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global Payments Inc. (GPN) and FMC Corporation (FMC). 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 0.07, compared to the broader market-4.00-2.000.002.004.000.070.25
The chart of Sortino ratio for GPN, currently valued at 0.31, compared to the broader market-4.00-2.000.002.004.000.310.68
The chart of Omega ratio for GPN, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.08
The chart of Calmar ratio for GPN, currently valued at 0.04, compared to the broader market0.002.004.006.000.040.17
The chart of Martin ratio for GPN, currently valued at 0.11, compared to the broader market-10.000.0010.0020.0030.000.111.03
GPN
FMC

The current GPN Sharpe Ratio is 0.07, which is lower than the FMC Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of GPN and FMC, 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
0.07
0.25
GPN
FMC

Dividends

GPN vs. FMC - Dividend Comparison

GPN's dividend yield for the trailing twelve months is around 0.87%, less than FMC's 4.06% yield.


TTM20232022202120202019201820172016201520142013
GPN
Global Payments Inc.
0.87%0.79%1.01%0.66%0.36%0.12%0.04%0.04%0.06%0.06%0.10%0.12%
FMC
FMC Corporation
4.06%3.68%1.74%1.79%1.57%1.64%1.21%0.70%1.17%1.69%1.05%0.72%

Drawdowns

GPN vs. FMC - Drawdown Comparison

The maximum GPN drawdown since its inception was -56.97%, smaller than the maximum FMC drawdown of -69.75%. Use the drawdown chart below to compare losses from any high point for GPN and FMC. For additional features, visit the drawdowns tool.


-58.00%-56.00%-54.00%-52.00%-50.00%-48.00%-46.00%JuneJulyAugustSeptemberOctoberNovember
-46.11%
-55.97%
GPN
FMC

Volatility

GPN vs. FMC - Volatility Comparison

The current volatility for Global Payments Inc. (GPN) is 10.36%, while FMC Corporation (FMC) has a volatility of 14.13%. This indicates that GPN experiences smaller price fluctuations and is considered to be less risky than FMC 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%JuneJulyAugustSeptemberOctoberNovember
10.36%
14.13%
GPN
FMC

Financials

GPN vs. FMC - Financials Comparison

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