GRC vs. PG
GRC (The Gorman-Rupp Company) and PG (The Procter & Gamble Company) are both stocks. GRC operates in Specialty Industrial Machinery (Industrials), while PG operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, GRC returned 12.92%/yr vs 8.64%/yr for PG. At a 0.22 correlation, their price movements are largely independent.
Performance
GRC vs. PG - Performance Comparison
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Returns By Period
In the year-to-date period, GRC achieves a 64.04% return, which is significantly higher than PG's 2.74% return. Over the past 10 years, GRC has outperformed PG with an annualized return of 12.92%, while PG has yielded a comparatively lower 8.64% annualized return.
GRC
- 1D
- 1.06%
- 1M
- 1.07%
- YTD
- 64.04%
- 6M
- 68.96%
- 1Y
- 112.31%
- 3Y*
- 45.39%
- 5Y*
- 18.77%
- 10Y*
- 12.92%
PG
- 1D
- -0.98%
- 1M
- -0.90%
- YTD
- 2.74%
- 6M
- 6.43%
- 1Y
- -8.99%
- 3Y*
- 2.29%
- 5Y*
- 4.10%
- 10Y*
- 8.64%
GRC vs. PG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GRC The Gorman-Rupp Company | 64.04% | 28.24% | 8.87% | 42.15% | -41.17% | 39.71% | -11.90% | 17.64% | 11.75% | 2.49% |
PG The Procter & Gamble Company | 2.74% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
Correlation
The correlation between GRC and PG is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 1992 | 0.22 |
The correlation between GRC and PG shifts across timeframes, from 0.12 (3 years) to 0.22 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
GRC:
$2.05B
PG:
$350.63B
GRC:
$2.23
PG:
$5.23
GRC:
34.89
PG:
27.76
GRC:
0.71
PG:
6.79
GRC:
2.95
PG:
4.07
GRC:
2.38
PG:
6.50
GRC:
$695.03M
PG:
$86.72B
GRC:
$210.01M
PG:
$43.64B
GRC:
$118.94M
PG:
$22.63B
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Return for Risk
GRC vs. PG — Risk / Return Rank
GRC
PG
GRC vs. PG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Gorman-Rupp Company (GRC) and The Procter & Gamble Company (PG). 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.
| GRC | PG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.79 | ||
| Sortino ratioReturn per unit of downside risk | +5.07 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 0.94 | +0.59 |
| Calmar ratioReturn relative to maximum drawdown | 7.85 | -0.58 | +8.43 |
| Martin ratioReturn relative to average drawdown | 23.91 | -1.04 | +24.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GRC | PG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.30 | -0.48 | +3.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.23 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.46 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.46 | -0.17 |
Drawdowns
GRC vs. PG - Drawdown Comparison
The maximum GRC drawdown since its inception was -67.23%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for GRC and PG.
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Drawdown Indicators
| GRC | PG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.23% | -54.25% | -12.98% |
Max Drawdown (1Y)Largest decline over 1 year | -14.39% | -15.52% | +1.13% |
Max Drawdown (3Y)Largest decline over 3 years | -26.87% | -21.15% | -5.72% |
Max Drawdown (5Y)Largest decline over 5 years | -49.26% | -23.77% | -25.49% |
Max Drawdown (10Y)Largest decline over 10 years | -49.26% | -23.77% | -25.49% |
Current DrawdownCurrent decline from peak | -0.09% | -15.91% | +15.82% |
Average DrawdownAverage peak-to-trough decline | -17.64% | -12.16% | -5.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.72% | 8.93% | -4.21% |
Volatility
GRC vs. PG - Volatility Comparison
The Gorman-Rupp Company (GRC) has a higher volatility of 8.85% compared to The Procter & Gamble Company (PG) at 7.01%. This indicates that GRC's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GRC | PG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.85% | 7.01% | +1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 27.80% | 15.32% | +12.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.28% | 18.65% | +15.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.73% | 17.79% | +12.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.05% | 19.05% | +15.00% |
Dividends
GRC vs. PG - Dividend Comparison
GRC's dividend yield for the trailing twelve months is around 0.97%, less than PG's 2.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GRC The Gorman-Rupp Company | 0.97% | 1.56% | 1.91% | 1.98% | 2.67% | 1.43% | 1.82% | 1.47% | 7.74% | 1.51% | 1.39% | 1.52% |
PG The Procter & Gamble Company | 2.94% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
Financials
GRC vs. PG - Financials Comparison
This section allows you to compare key financial metrics between The Gorman-Rupp Company and The Procter & Gamble 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.
Total Revenue: Total amount of money received from sales and other business activities
GRC vs. PG - Profitability Comparison
GRC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Gorman-Rupp Company reported a gross profit of 57.36M and revenue of 176.59M. Therefore, the gross margin over that period was 32.5%.
PG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a gross profit of 10.51B and revenue of 21.24B. Therefore, the gross margin over that period was 49.5%.
GRC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Gorman-Rupp Company reported an operating income of 27.48M and revenue of 176.59M, resulting in an operating margin of 15.6%.
PG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported an operating income of 4.58B and revenue of 21.24B, resulting in an operating margin of 21.6%.
GRC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Gorman-Rupp Company reported a net income of 17.84M and revenue of 176.59M, resulting in a net margin of 10.1%.
PG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a net income of 18.50M and revenue of 21.24B, resulting in a net margin of 0.1%.
Frequently Asked Questions
GRC and PG have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GRC has higher volatility (8.85%) compared to PG (7.01%). In terms of maximum drawdown, GRC dropped -67.23% vs PG's -54.25%.
GRC currently has the higher Sharpe Ratio (3.30 vs -0.48), 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.
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