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IBP vs. GFF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


IBPGFF
YTD Return20.20%12.28%
1Y Return81.32%62.69%
3Y Return (Ann)20.38%42.79%
5Y Return (Ann)27.26%31.01%
10Y Return (Ann)31.13%22.16%
Sharpe Ratio1.721.49
Sortino Ratio2.341.92
Omega Ratio1.301.29
Calmar Ratio3.222.38
Martin Ratio6.426.84
Ulcer Index12.23%8.90%
Daily Std Dev45.61%40.78%
Max Drawdown-61.75%-75.71%
Current Drawdown-19.50%-8.80%

Fundamentals


IBPGFF
Market Cap$6.43B$3.31B
EPS$8.97$3.85
PE Ratio25.3817.47
PEG Ratio1.202.36
Total Revenue (TTM)$2.15B$1.96B
Gross Profit (TTM)$699.60M$768.21M
EBITDA (TTM)$384.03M$355.29M

Correlation

-0.50.00.51.00.5

The correlation between IBP and GFF is 0.49, 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

IBP vs. GFF - Performance Comparison

In the year-to-date period, IBP achieves a 20.20% return, which is significantly higher than GFF's 12.28% return. Over the past 10 years, IBP has outperformed GFF with an annualized return of 31.13%, while GFF has yielded a comparatively lower 22.16% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-6.71%
-3.94%
IBP
GFF

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Risk-Adjusted Performance

IBP vs. GFF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Installed Building Products, Inc. (IBP) and Griffon Corporation (GFF). 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.


IBP
Sharpe ratio
The chart of Sharpe ratio for IBP, currently valued at 1.72, compared to the broader market-4.00-2.000.002.004.001.72
Sortino ratio
The chart of Sortino ratio for IBP, currently valued at 2.34, compared to the broader market-4.00-2.000.002.004.006.002.34
Omega ratio
The chart of Omega ratio for IBP, currently valued at 1.30, compared to the broader market0.501.001.502.001.30
Calmar ratio
The chart of Calmar ratio for IBP, currently valued at 3.22, compared to the broader market0.002.004.006.003.22
Martin ratio
The chart of Martin ratio for IBP, currently valued at 6.42, compared to the broader market-10.000.0010.0020.0030.006.42
GFF
Sharpe ratio
The chart of Sharpe ratio for GFF, currently valued at 1.49, compared to the broader market-4.00-2.000.002.004.001.49
Sortino ratio
The chart of Sortino ratio for GFF, currently valued at 1.92, compared to the broader market-4.00-2.000.002.004.006.001.92
Omega ratio
The chart of Omega ratio for GFF, currently valued at 1.29, compared to the broader market0.501.001.502.001.29
Calmar ratio
The chart of Calmar ratio for GFF, currently valued at 2.38, compared to the broader market0.002.004.006.002.38
Martin ratio
The chart of Martin ratio for GFF, currently valued at 6.84, compared to the broader market-10.000.0010.0020.0030.006.84

IBP vs. GFF - Sharpe Ratio Comparison

The current IBP Sharpe Ratio is 1.72, which is comparable to the GFF Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of IBP and GFF, 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 Ratio1.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.72
1.49
IBP
GFF

Dividends

IBP vs. GFF - Dividend Comparison

IBP's dividend yield for the trailing twelve months is around 1.37%, more than GFF's 0.88% yield.


TTM20232022202120202019201820172016201520142013
IBP
Installed Building Products, Inc.
1.37%1.21%2.52%0.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GFF
Griffon Corporation
0.88%4.10%6.62%1.16%1.50%1.45%12.28%1.23%0.80%0.96%0.98%0.79%

Drawdowns

IBP vs. GFF - Drawdown Comparison

The maximum IBP drawdown since its inception was -61.75%, smaller than the maximum GFF drawdown of -75.71%. Use the drawdown chart below to compare losses from any high point for IBP and GFF. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-19.50%
-8.80%
IBP
GFF

Volatility

IBP vs. GFF - Volatility Comparison

Installed Building Products, Inc. (IBP) has a higher volatility of 14.76% compared to Griffon Corporation (GFF) at 7.70%. This indicates that IBP's price experiences larger fluctuations and is considered to be riskier than GFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
14.76%
7.70%
IBP
GFF

Financials

IBP vs. GFF - Financials Comparison

This section allows you to compare key financial metrics between Installed Building Products, Inc. and Griffon 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