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GWPAX vs. PERI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GWPAX and PERI is 0.38, 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.


-0.50.00.51.00.4

Performance

GWPAX vs. PERI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Growth Portfolio Class A (GWPAX) and Perion Network Ltd. (PERI). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.63%
-8.71%
GWPAX
PERI

Key characteristics

Sharpe Ratio

GWPAX:

1.48

PERI:

-1.13

Sortino Ratio

GWPAX:

2.01

PERI:

-1.78

Omega Ratio

GWPAX:

1.27

PERI:

0.66

Calmar Ratio

GWPAX:

1.87

PERI:

-0.89

Martin Ratio

GWPAX:

9.41

PERI:

-1.22

Ulcer Index

GWPAX:

2.20%

PERI:

60.34%

Daily Std Dev

GWPAX:

14.05%

PERI:

64.72%

Max Drawdown

GWPAX:

-34.15%

PERI:

-95.14%

Current Drawdown

GWPAX:

-4.31%

PERI:

-81.45%

Returns By Period

In the year-to-date period, GWPAX achieves a 20.28% return, which is significantly higher than PERI's -73.50% return. Over the past 10 years, GWPAX has outperformed PERI with an annualized return of 10.59%, while PERI has yielded a comparatively lower -5.65% annualized return.


GWPAX

YTD

20.28%

1M

0.15%

6M

6.63%

1Y

22.65%

5Y*

11.04%

10Y*

10.59%

PERI

YTD

-73.50%

1M

-2.73%

6M

-8.71%

1Y

-72.49%

5Y*

6.77%

10Y*

-5.65%

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Risk-Adjusted Performance

GWPAX vs. PERI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Growth Portfolio Class A (GWPAX) and Perion Network Ltd. (PERI). 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 GWPAX, currently valued at 1.48, compared to the broader market-1.000.001.002.003.004.001.48-1.13
The chart of Sortino ratio for GWPAX, currently valued at 2.01, compared to the broader market-2.000.002.004.006.008.0010.002.01-1.78
The chart of Omega ratio for GWPAX, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.003.501.270.66
The chart of Calmar ratio for GWPAX, currently valued at 1.87, compared to the broader market0.002.004.006.008.0010.0012.0014.001.87-0.89
The chart of Martin ratio for GWPAX, currently valued at 9.41, compared to the broader market0.0020.0040.0060.009.41-1.22
GWPAX
PERI

The current GWPAX Sharpe Ratio is 1.48, which is higher than the PERI Sharpe Ratio of -1.13. The chart below compares the historical Sharpe Ratios of GWPAX and PERI, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.48
-1.13
GWPAX
PERI

Dividends

GWPAX vs. PERI - Dividend Comparison

GWPAX's dividend yield for the trailing twelve months is around 0.58%, while PERI has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
GWPAX
American Funds Growth Portfolio Class A
0.58%0.70%0.35%0.03%0.44%0.84%1.00%0.70%1.01%0.73%3.99%1.36%
PERI
Perion Network Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GWPAX vs. PERI - Drawdown Comparison

The maximum GWPAX drawdown since its inception was -34.15%, smaller than the maximum PERI drawdown of -95.14%. Use the drawdown chart below to compare losses from any high point for GWPAX and PERI. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.31%
-81.45%
GWPAX
PERI

Volatility

GWPAX vs. PERI - Volatility Comparison

The current volatility for American Funds Growth Portfolio Class A (GWPAX) is 4.42%, while Perion Network Ltd. (PERI) has a volatility of 10.73%. This indicates that GWPAX experiences smaller price fluctuations and is considered to be less risky than PERI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
4.42%
10.73%
GWPAX
PERI
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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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