PG vs. GRC
PG (The Procter & Gamble Company) and GRC (The Gorman-Rupp Company) are both stocks. PG operates in Household & Personal Products (Consumer Defensive), while GRC operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, PG returned 8.46%/yr vs 13.23%/yr for GRC. At a 0.21 correlation, their price movements are largely independent.
Performance
PG vs. GRC - Performance Comparison
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Returns By Period
In the year-to-date period, PG achieves a 4.11% return, which is significantly lower than GRC's 67.38% return. Over the past 10 years, PG has underperformed GRC with an annualized return of 8.46%, while GRC has yielded a comparatively higher 13.23% annualized return.
PG
- 1D
- 0.13%
- 1M
- -0.88%
- 6M
- 5.17%
- YTD
- 4.11%
- 1Y
- -3.68%
- 3Y*
- 2.39%
- 5Y*
- 4.03%
- 10Y*
- 8.46%
GRC
- 1D
- 0.13%
- 1M
- -4.01%
- 6M
- 57.77%
- YTD
- 67.38%
- 1Y
- 114.11%
- 3Y*
- 44.21%
- 5Y*
- 20.16%
- 10Y*
- 13.23%
PG vs. GRC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 4.11% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
GRC The Gorman-Rupp Company | 67.38% | 28.24% | 8.87% | 42.15% | -41.17% | 39.71% | -11.90% | 17.64% | 11.75% | 2.49% |
Correlation
The correlation between PG and GRC is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 1992 | 0.21 |
The correlation between PG and GRC shifts across timeframes, from 0.09 (3 years) to 0.21 (all time), reflecting how their relationship changes across market environments.
Fundamentals
PG:
$342.40B
GRC:
$2.10B
PG:
$5.24
GRC:
$2.23
PG:
28.05
GRC:
35.61
PG:
6.86
GRC:
0.73
PG:
4.11
GRC:
3.01
PG:
6.58
GRC:
2.43
PG:
$86.72B
GRC:
$695.03M
PG:
$43.64B
GRC:
$210.01M
PG:
$22.63B
GRC:
$118.94M
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Return for Risk
PG vs. GRC — Risk / Return Rank
PG
GRC
PG vs. GRC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) and The Gorman-Rupp Company (GRC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PG | GRC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.33 | ||
| Sortino ratioReturn per unit of downside risk | -4.27 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.49 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 7.50 | -7.79 |
| Martin ratioReturn relative to average drawdown | -0.52 | 22.51 | -23.03 |
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Drawdowns
PG vs. GRC - Drawdown Comparison
The maximum PG drawdown since its inception was -54.25%, smaller than the maximum GRC drawdown of -67.23%. Use the drawdown chart below to compare losses from any high point for PG and GRC.
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Drawdown Indicators
| PG | GRC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -67.23% | +12.98% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -14.90% | -0.62% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -26.87% | +5.72% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -49.26% | +25.49% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -49.26% | +25.49% |
Current DrawdownCurrent decline from peak | -14.78% | -13.34% | -1.44% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -17.60% | +5.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.73% | 4.97% | +3.76% |
Volatility
PG vs. GRC - Volatility Comparison
The current volatility for The Procter & Gamble Company (PG) is 6.83%, while The Gorman-Rupp Company (GRC) has a volatility of 13.36%. This indicates that PG experiences smaller price fluctuations and is considered to be less risky than GRC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PG | GRC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.83% | 13.36% | -6.53% |
Volatility (6M)Calculated over the trailing 6-month period | 15.83% | 30.14% | -14.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.55% | 36.09% | -16.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.02% | 31.08% | -13.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.13% | 34.08% | -14.95% |
Dividends
PG vs. GRC - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.90%, more than GRC's 0.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GRC The Gorman-Rupp Company | 0.95% | 1.56% | 1.91% | 1.98% | 2.67% | 1.43% | 1.82% | 1.47% | 7.74% | 1.51% | 1.39% | 1.52% |
PG The Procter & Gamble Company | 2.90% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
Financials
PG vs. GRC - Financials Comparison
This section allows you to compare key financial metrics between The Procter & Gamble Company and The Gorman-Rupp 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.
Total Revenue: Total amount of money received from sales and other business activities
PG vs. GRC - Profitability Comparison
PG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, The Procter & Gamble Company reported a gross profit of 10.51B and revenue of 21.24B. Therefore, the gross margin over that period was 49.5%.
GRC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, The Gorman-Rupp Company reported a gross profit of 57.36M and revenue of 176.59M. Therefore, the gross margin over that period was 32.5%.
PG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, The Procter & Gamble Company reported an operating income of 4.58B and revenue of 21.24B, resulting in an operating margin of 21.6%.
GRC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, The Gorman-Rupp Company reported an operating income of 27.48M and revenue of 176.59M, resulting in an operating margin of 15.6%.
PG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, The Procter & Gamble Company reported a net income of 18.50M and revenue of 21.24B, resulting in a net margin of 0.1%.
GRC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, The Gorman-Rupp Company reported a net income of 17.84M and revenue of 176.59M, resulting in a net margin of 10.1%.
Frequently Asked Questions
PG and GRC have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GRC has higher volatility (13.36%) compared to PG (6.83%). In terms of maximum drawdown, PG dropped -54.25% vs GRC's -67.23%.
GRC currently has the higher Sharpe Ratio (3.10 vs -0.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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