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

Correlation

The correlation between PERI and GWPAX 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

PERI vs. GWPAX - Performance Comparison

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

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
4.96%
-0.51%
PERI
GWPAX

Key characteristics

Sharpe Ratio

PERI:

-1.08

GWPAX:

1.04

Sortino Ratio

PERI:

-1.58

GWPAX:

1.38

Omega Ratio

PERI:

0.69

GWPAX:

1.20

Calmar Ratio

PERI:

-0.85

GWPAX:

1.53

Martin Ratio

PERI:

-1.12

GWPAX:

5.95

Ulcer Index

PERI:

62.31%

GWPAX:

2.69%

Daily Std Dev

PERI:

64.71%

GWPAX:

15.32%

Max Drawdown

PERI:

-95.14%

GWPAX:

-34.15%

Current Drawdown

PERI:

-80.27%

GWPAX:

-8.62%

Returns By Period

In the year-to-date period, PERI achieves a 2.72% return, which is significantly higher than GWPAX's 1.02% return. Over the past 10 years, PERI has underperformed GWPAX with an annualized return of -2.90%, while GWPAX has yielded a comparatively higher 10.17% annualized return.


PERI

YTD

2.72%

1M

-3.44%

6M

4.95%

1Y

-69.98%

5Y*

0.61%

10Y*

-2.90%

GWPAX

YTD

1.02%

1M

-7.53%

6M

-0.50%

1Y

16.16%

5Y*

9.69%

10Y*

10.17%

*Annualized

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Risk-Adjusted Performance

PERI vs. GWPAX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PERI
The Risk-Adjusted Performance Rank of PERI is 77
Overall Rank
The Sharpe Ratio Rank of PERI is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of PERI is 55
Sortino Ratio Rank
The Omega Ratio Rank of PERI is 22
Omega Ratio Rank
The Calmar Ratio Rank of PERI is 44
Calmar Ratio Rank
The Martin Ratio Rank of PERI is 2020
Martin Ratio Rank

GWPAX
The Risk-Adjusted Performance Rank of GWPAX is 6969
Overall Rank
The Sharpe Ratio Rank of GWPAX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of GWPAX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of GWPAX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of GWPAX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of GWPAX is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PERI vs. GWPAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Perion Network Ltd. (PERI) and American Funds Growth Portfolio Class A (GWPAX). 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 chart of Sharpe ratio for PERI, currently valued at -1.08, compared to the broader market-4.00-2.000.002.00-1.081.04
The chart of Sortino ratio for PERI, currently valued at -1.58, compared to the broader market-4.00-2.000.002.004.00-1.581.38
The chart of Omega ratio for PERI, currently valued at 0.69, compared to the broader market0.501.001.502.000.691.20
The chart of Calmar ratio for PERI, currently valued at -0.85, compared to the broader market0.002.004.006.00-0.851.53
The chart of Martin ratio for PERI, currently valued at -1.12, compared to the broader market-10.000.0010.0020.00-1.125.95
PERI
GWPAX

The current PERI Sharpe Ratio is -1.08, which is lower than the GWPAX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of PERI and GWPAX, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-1.08
1.04
PERI
GWPAX

Dividends

PERI vs. GWPAX - Dividend Comparison

Neither PERI nor GWPAX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
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%
GWPAX
American Funds Growth Portfolio Class A
0.00%0.00%0.70%0.35%0.03%0.44%0.84%1.00%0.70%1.01%0.73%3.99%

Drawdowns

PERI vs. GWPAX - Drawdown Comparison

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


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-80.27%
-8.62%
PERI
GWPAX

Volatility

PERI vs. GWPAX - Volatility Comparison

Perion Network Ltd. (PERI) has a higher volatility of 8.59% compared to American Funds Growth Portfolio Class A (GWPAX) at 8.01%. This indicates that PERI's price experiences larger fluctuations and is considered to be riskier than GWPAX 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%AugustSeptemberOctoberNovemberDecember2025
8.59%
8.01%
PERI
GWPAX