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

Key characteristics


GPNFMC
YTD Return-7.75%-8.72%
1Y Return7.99%13.37%
3Y Return (Ann)-3.20%-17.09%
5Y Return (Ann)-7.48%-8.34%
10Y Return (Ann)11.27%3.20%
Sharpe Ratio0.250.31
Sortino Ratio0.550.77
Omega Ratio1.071.09
Calmar Ratio0.130.22
Martin Ratio0.391.34
Ulcer Index19.29%9.98%
Daily Std Dev29.65%43.03%
Max Drawdown-56.97%-69.75%
Current Drawdown-45.39%-56.94%

Fundamentals


GPNFMC
Market Cap$29.61B$6.98B
EPS$5.30$12.19
PE Ratio21.954.59
PEG Ratio0.451.85
Total Revenue (TTM)$15.01B$4.17B
Gross Profit (TTM)$9.42B$1.56B
EBITDA (TTM)$5.13B$778.80M

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.

Performance

GPN vs. FMC - Performance Comparison

In the year-to-date period, GPN achieves a -7.75% return, which is significantly higher than FMC's -8.72% return. Over the past 10 years, GPN has outperformed FMC with an annualized return of 11.27%, while FMC has yielded a comparatively lower 3.20% 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%
-13.97%
GPN
FMC

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. 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.


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
FMC
Sharpe ratio
The chart of Sharpe ratio for FMC, currently valued at 0.31, compared to the broader market-4.00-2.000.002.004.000.31
Sortino ratio
The chart of Sortino ratio for FMC, currently valued at 0.77, compared to the broader market-4.00-2.000.002.004.006.000.77
Omega ratio
The chart of Omega ratio for FMC, currently valued at 1.09, compared to the broader market0.501.001.502.001.09
Calmar ratio
The chart of Calmar ratio for FMC, currently valued at 0.22, compared to the broader market0.002.004.006.000.22
Martin ratio
The chart of Martin ratio for FMC, currently valued at 1.34, compared to the broader market0.0010.0020.0030.001.34

GPN vs. FMC - Sharpe Ratio Comparison

The current GPN Sharpe Ratio is 0.25, which is comparable to the FMC Sharpe Ratio of 0.31. 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
0.25
0.31
GPN
FMC

Dividends

GPN vs. FMC - Dividend Comparison

GPN's dividend yield for the trailing twelve months is around 0.86%, less than FMC's 4.15% 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%
FMC
FMC Corporation
4.15%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
-45.39%
-56.94%
GPN
FMC

Volatility

GPN vs. FMC - Volatility Comparison

The current volatility for Global Payments Inc. (GPN) is 10.79%, while FMC Corporation (FMC) has a volatility of 13.67%. 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
10.79%
13.67%
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