PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MMM vs. GOOD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

MMM vs. GOOD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 3M Company (MMM) and Gladstone Commercial Corporation (GOOD). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
29.11%
25.00%
MMM
GOOD

Returns By Period

In the year-to-date period, MMM achieves a 44.12% return, which is significantly higher than GOOD's 38.86% return. Over the past 10 years, MMM has underperformed GOOD with an annualized return of 2.93%, while GOOD has yielded a comparatively higher 8.18% annualized return.


MMM

YTD

44.12%

1M

-2.83%

6M

29.32%

1Y

65.20%

5Y (annualized)

2.15%

10Y (annualized)

2.93%

GOOD

YTD

38.86%

1M

5.09%

6M

25.17%

1Y

49.64%

5Y (annualized)

3.22%

10Y (annualized)

8.18%

Fundamentals


MMMGOOD
Market Cap$69.81B$745.22M
EPS$9.59$0.21
PE Ratio13.3380.00
PEG Ratio1.90-62.67
Total Revenue (TTM)$28.57B$147.92M
Gross Profit (TTM)$12.31B$104.92M
EBITDA (TTM)$6.89B$90.64M

Key characteristics


MMMGOOD
Sharpe Ratio2.002.27
Sortino Ratio3.423.13
Omega Ratio1.491.39
Calmar Ratio1.231.18
Martin Ratio10.9713.58
Ulcer Index6.16%3.83%
Daily Std Dev33.75%22.96%
Max Drawdown-59.10%-67.22%
Current Drawdown-23.53%-15.63%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.3

The correlation between MMM and GOOD is 0.31, 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.

Risk-Adjusted Performance

MMM vs. GOOD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for 3M Company (MMM) and Gladstone Commercial Corporation (GOOD). 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 MMM, currently valued at 2.00, compared to the broader market-4.00-2.000.002.004.002.002.27
The chart of Sortino ratio for MMM, currently valued at 3.42, compared to the broader market-4.00-2.000.002.004.003.423.13
The chart of Omega ratio for MMM, currently valued at 1.49, compared to the broader market0.501.001.502.001.491.39
The chart of Calmar ratio for MMM, currently valued at 1.23, compared to the broader market0.002.004.006.001.231.18
The chart of Martin ratio for MMM, currently valued at 10.97, compared to the broader market0.0010.0020.0030.0010.9713.58
MMM
GOOD

The current MMM Sharpe Ratio is 2.00, which is comparable to the GOOD Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of MMM and GOOD, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.00
2.27
MMM
GOOD

Dividends

MMM vs. GOOD - Dividend Comparison

MMM's dividend yield for the trailing twelve months is around 2.64%, less than GOOD's 7.05% yield.


TTM20232022202120202019201820172016201520142013
MMM
3M Company
2.64%5.49%4.97%3.33%3.36%3.26%2.86%2.00%2.49%2.72%2.08%1.81%
GOOD
Gladstone Commercial Corporation
7.05%9.06%8.13%5.83%8.34%6.86%8.37%7.12%7.46%10.28%8.74%8.35%

Drawdowns

MMM vs. GOOD - Drawdown Comparison

The maximum MMM drawdown since its inception was -59.10%, smaller than the maximum GOOD drawdown of -67.22%. Use the drawdown chart below to compare losses from any high point for MMM and GOOD. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%JuneJulyAugustSeptemberOctoberNovember
-23.53%
-15.63%
MMM
GOOD

Volatility

MMM vs. GOOD - Volatility Comparison

3M Company (MMM) has a higher volatility of 8.68% compared to Gladstone Commercial Corporation (GOOD) at 8.24%. This indicates that MMM's price experiences larger fluctuations and is considered to be riskier than GOOD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
8.68%
8.24%
MMM
GOOD

Financials

MMM vs. GOOD - Financials Comparison

This section allows you to compare key financial metrics between 3M Company and Gladstone Commercial 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