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GPRE vs. ITRI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GPRE vs. ITRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Green Plains Inc. (GPRE) and Itron, Inc. (ITRI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GPRE achieves a 51.22% return, which is significantly higher than ITRI's -12.98% return. Over the past 10 years, GPRE has underperformed ITRI with an annualized return of -1.35%, while ITRI has yielded a comparatively higher 6.40% annualized return.


GPRE

1D
2.00%
1M
-8.52%
YTD
51.22%
6M
51.84%
1Y
162.30%
3Y*
-22.78%
5Y*
-13.89%
10Y*
-1.35%

ITRI

1D
1.96%
1M
3.58%
YTD
-12.98%
6M
-14.54%
1Y
-35.71%
3Y*
3.82%
5Y*
-3.18%
10Y*
6.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GPRE vs. ITRI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GPRE
Green Plains Inc.
51.22%3.38%-62.41%-17.31%-12.26%163.93%-14.65%19.57%-20.10%-37.97%
ITRI
Itron, Inc.
-12.98%-14.48%43.80%49.08%-26.08%-28.55%14.23%77.52%-30.66%8.51%

Correlation

The correlation between GPRE and ITRI is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2006

0.28

The correlation between GPRE and ITRI shifts across timeframes, from 0.14 (1 year) to 0.33 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GPRE:

$1.25B

ITRI:

$3.67B

EPS

GPRE:

-$0.21

ITRI:

$6.27

PS Ratio

GPRE:

0.58

ITRI:

1.59

PB Ratio

GPRE:

1.59

ITRI:

2.29

Total Revenue (TTM)

GPRE:

$1.94B

ITRI:

$2.35B

Gross Profit (TTM)

GPRE:

$35.45M

ITRI:

$906.61M

EBITDA (TTM)

GPRE:

$113.84M

ITRI:

$363.22M

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Return for Risk

GPRE vs. ITRI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GPRE
GPRE Risk / Return Rank: 9191
Overall Rank
GPRE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
GPRE Sortino Ratio Rank: 8888
Sortino Ratio Rank
GPRE Omega Ratio Rank: 8686
Omega Ratio Rank
GPRE Calmar Ratio Rank: 9696
Calmar Ratio Rank
GPRE Martin Ratio Rank: 9393
Martin Ratio Rank

ITRI
ITRI Risk / Return Rank: 99
Overall Rank
ITRI Sharpe Ratio Rank: 77
Sharpe Ratio Rank
ITRI Sortino Ratio Rank: 1111
Sortino Ratio Rank
ITRI Omega Ratio Rank: 88
Omega Ratio Rank
ITRI Calmar Ratio Rank: 1010
Calmar Ratio Rank
ITRI Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GPRE vs. ITRI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Green Plains Inc. (GPRE) and Itron, Inc. (ITRI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GPREITRIDifference
Sharpe ratioReturn per unit of total volatility

+3.37

Sortino ratioReturn per unit of downside risk

+3.98

Omega ratioGain probability vs. loss probability

1.35

0.84

+0.51

Calmar ratioReturn relative to maximum drawdown

7.72

-0.82

+8.54

Martin ratioReturn relative to average drawdown

14.91

-1.33

+16.24

GPRE vs. ITRI - Sharpe Ratio Comparison

The current GPRE Sharpe Ratio is 2.47, which is higher than the ITRI Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of GPRE and ITRI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GPRE vs. ITRI - Drawdown Comparison

The maximum GPRE drawdown since its inception was -98.00%, roughly equal to the maximum ITRI drawdown of -94.36%. Use the drawdown chart below to compare losses from any high point for GPRE and ITRI.


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Drawdown Indicators


GPREITRIDifference

Max Drawdown

Largest peak-to-trough decline

-98.00%

-94.36%

-3.64%

Max Drawdown (1Y)

Largest decline over 1 year

-21.17%

-43.64%

+22.47%

Max Drawdown (3Y)

Largest decline over 3 years

-90.71%

-43.64%

-47.07%

Max Drawdown (5Y)

Largest decline over 5 years

-92.48%

-58.57%

-33.91%

Max Drawdown (10Y)

Largest decline over 10 years

-92.48%

-65.26%

-27.22%

Current Drawdown

Current decline from peak

-72.08%

-41.62%

-30.46%

Average Drawdown

Average peak-to-trough decline

-68.02%

-46.57%

-21.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.93%

26.81%

-15.88%

Volatility

GPRE vs. ITRI - Volatility Comparison

Green Plains Inc. (GPRE) has a higher volatility of 10.82% compared to Itron, Inc. (ITRI) at 8.72%. This indicates that GPRE's price experiences larger fluctuations and is considered to be riskier than ITRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GPREITRIDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.82%

8.72%

+2.10%

Volatility (6M)

Calculated over the trailing 6-month period

38.62%

25.86%

+12.76%

Volatility (1Y)

Calculated over the trailing 1-year period

66.28%

39.86%

+26.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.24%

42.80%

+17.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.04%

43.28%

+17.76%

Dividends

GPRE vs. ITRI - Dividend Comparison

Neither GPRE nor ITRI has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GPRE
Green Plains Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.56%3.66%2.85%1.72%1.75%
ITRI
Itron, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

GPRE vs. ITRI - Financials Comparison

This section allows you to compare key financial metrics between Green Plains Inc. and Itron, Inc.. 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


400.00M500.00M600.00M700.00M800.00M900.00M1.00B20222023202420252026
445.80M
586.98M
(GPRE) Total Revenue
(ITRI) Total Revenue
Values in USD except per share items

GPRE vs. ITRI - Profitability Comparison

The chart below illustrates the profitability comparison between Green Plains Inc. and Itron, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-10.0%0.0%10.0%20.0%30.0%40.0%202220232024202520260
40.3%
Portfolio components
GPRE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Green Plains Inc. reported a gross profit of 0.00 and revenue of 445.80M. Therefore, the gross margin over that period was 0.0%.

ITRI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Itron, Inc. reported a gross profit of 236.32M and revenue of 586.98M. Therefore, the gross margin over that period was 40.3%.

GPRE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Green Plains Inc. reported an operating income of 44.77M and revenue of 445.80M, resulting in an operating margin of 10.0%.

ITRI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Itron, Inc. reported an operating income of 67.58M and revenue of 586.98M, resulting in an operating margin of 11.5%.

GPRE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Green Plains Inc. reported a net income of 32.94M and revenue of 445.80M, resulting in a net margin of 7.4%.

ITRI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Itron, Inc. reported a net income of 53.46M and revenue of 586.98M, resulting in a net margin of 9.1%.


Frequently Asked Questions


GPRE and ITRI have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GPRE has higher volatility (10.82%) compared to ITRI (8.72%). In terms of maximum drawdown, GPRE dropped -98.00% vs ITRI's -94.36%.

GPRE currently has the higher Sharpe Ratio (2.47 vs -0.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for GPRE and ITRI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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