PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IBP vs. GFF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


IBPGFF
YTD Return34.93%12.98%
1Y Return102.55%154.74%
3Y Return (Ann)23.48%43.67%
5Y Return (Ann)36.48%37.73%
10Y Return (Ann)34.07%23.85%
Sharpe Ratio2.714.99
Daily Std Dev38.53%32.26%
Max Drawdown-61.75%-75.71%
Current Drawdown-5.69%-7.75%

Fundamentals


IBPGFF
Market Cap$6.82B$3.38B
EPS$8.60$1.36
PE Ratio27.8750.20
PEG Ratio1.202.36
Revenue (TTM)$2.78B$2.68B
Gross Profit (TTM)$827.78M$1.03B
EBITDA (TTM)$467.90M$476.16M

Correlation

-0.50.00.51.00.5

The correlation between IBP and GFF is 0.48, 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 34.93% return, which is significantly higher than GFF's 12.98% return. Over the past 10 years, IBP has outperformed GFF with an annualized return of 34.07%, while GFF has yielded a comparatively lower 23.85% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


500.00%1,000.00%1,500.00%2,000.00%December2024FebruaryMarchAprilMay
1,927.98%
658.77%
IBP
GFF

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Installed Building Products, Inc.

Griffon Corporation

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 2.71, compared to the broader market-2.00-1.000.001.002.003.004.002.71
Sortino ratio
The chart of Sortino ratio for IBP, currently valued at 3.40, compared to the broader market-4.00-2.000.002.004.006.003.40
Omega ratio
The chart of Omega ratio for IBP, currently valued at 1.44, compared to the broader market0.501.001.501.44
Calmar ratio
The chart of Calmar ratio for IBP, currently valued at 3.26, compared to the broader market0.002.004.006.003.26
Martin ratio
The chart of Martin ratio for IBP, currently valued at 9.33, compared to the broader market-10.000.0010.0020.0030.009.33
GFF
Sharpe ratio
The chart of Sharpe ratio for GFF, currently valued at 4.99, compared to the broader market-2.00-1.000.001.002.003.004.004.99
Sortino ratio
The chart of Sortino ratio for GFF, currently valued at 5.31, compared to the broader market-4.00-2.000.002.004.006.005.31
Omega ratio
The chart of Omega ratio for GFF, currently valued at 1.72, compared to the broader market0.501.001.501.72
Calmar ratio
The chart of Calmar ratio for GFF, currently valued at 5.02, compared to the broader market0.002.004.006.005.02
Martin ratio
The chart of Martin ratio for GFF, currently valued at 34.08, compared to the broader market-10.000.0010.0020.0030.0034.08

IBP vs. GFF - Sharpe Ratio Comparison

The current IBP Sharpe Ratio is 2.71, which is lower than the GFF Sharpe Ratio of 4.99. The chart below compares the 12-month rolling Sharpe Ratio of IBP and GFF.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00December2024FebruaryMarchAprilMay
2.71
4.99
IBP
GFF

Dividends

IBP vs. GFF - Dividend Comparison

IBP's dividend yield for the trailing twelve months is around 1.20%, less than GFF's 3.71% yield.


TTM20232022202120202019201820172016201520142013
IBP
Installed Building Products, Inc.
1.20%1.21%2.51%0.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GFF
Griffon Corporation
3.71%4.09%6.59%1.16%1.35%1.25%12.01%1.23%0.70%0.79%0.81%0.66%

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%December2024FebruaryMarchAprilMay
-5.69%
-7.75%
IBP
GFF

Volatility

IBP vs. GFF - Volatility Comparison

Installed Building Products, Inc. (IBP) has a higher volatility of 12.27% compared to Griffon Corporation (GFF) at 9.92%. 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.


6.00%8.00%10.00%12.00%14.00%December2024FebruaryMarchAprilMay
12.27%
9.92%
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