OI vs. PG

In the year-to-date period, OI achieves a 5.35% return, which is significantly higher than PG's 3.61% return. Over the past 10 years, OI has underperformed PG with an annualized return of -7.79%, while PG has yielded a comparatively higher 10.41% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for O-I Glass, Inc. (OI) 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.

The current OI Sharpe Ratio is -0.74, which is lower than the PG Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of OI and PG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

OI has not paid dividends to shareholders, while PG's dividend yield for the trailing twelve months is around 2.33%.

The maximum OI drawdown since its inception was -94.73%, which is greater than PG's maximum drawdown of -54.23%. Use the drawdown chart below to compare losses from any high point for OI and PG. For additional features, visit the drawdowns tool.

O-I Glass, Inc. (OI) has a higher volatility of 12.28% compared to The Procter & Gamble Company (PG) at 7.41%. This indicates that OI'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.

This section allows you to compare key financial metrics between O-I Glass, Inc. 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.