PERI vs. GWPAX

In the year-to-date period, PERI achieves a 25.27% return, which is significantly higher than GWPAX's 3.50% return. Over the past 10 years, PERI has underperformed GWPAX with an annualized return of 0.45%, while GWPAX has yielded a comparatively higher 10.13% annualized return.

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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 current PERI Sharpe Ratio is -0.27, which is lower than the GWPAX Sharpe Ratio of 0.72. 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.

PERI has not paid dividends to shareholders, while GWPAX's dividend yield for the trailing twelve months is around 5.64%.

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.

Perion Network Ltd. (PERI) has a higher volatility of 16.72% compared to American Funds Growth Portfolio Class A (GWPAX) at 4.80%. 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.