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PKG vs. PPG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PKG and PPG is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

PKG vs. PPG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Packaging Corporation of America (PKG) and PPG Industries, Inc. (PPG). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
25.10%
-5.47%
PKG
PPG

Key characteristics

Sharpe Ratio

PKG:

2.33

PPG:

-0.90

Sortino Ratio

PKG:

3.41

PPG:

-1.16

Omega Ratio

PKG:

1.42

PPG:

0.86

Calmar Ratio

PKG:

4.14

PPG:

-0.51

Martin Ratio

PKG:

12.98

PPG:

-1.31

Ulcer Index

PKG:

3.32%

PPG:

12.34%

Daily Std Dev

PKG:

18.45%

PPG:

17.95%

Max Drawdown

PKG:

-66.88%

PPG:

-63.02%

Current Drawdown

PKG:

-8.39%

PPG:

-29.61%

Fundamentals

Market Cap

PKG:

$20.88B

PPG:

$28.32B

EPS

PKG:

$8.58

PPG:

$6.32

PE Ratio

PKG:

27.10

PPG:

19.31

PEG Ratio

PKG:

3.05

PPG:

1.06

Total Revenue (TTM)

PKG:

$8.18B

PPG:

$18.03B

Gross Profit (TTM)

PKG:

$1.72B

PPG:

$7.36B

EBITDA (TTM)

PKG:

$1.59B

PPG:

$2.88B

Returns By Period

In the year-to-date period, PKG achieves a 42.70% return, which is significantly higher than PPG's -17.94% return. Over the past 10 years, PKG has outperformed PPG with an annualized return of 14.58%, while PPG has yielded a comparatively lower 2.12% annualized return.


PKG

YTD

42.70%

1M

-6.60%

6M

25.10%

1Y

42.42%

5Y*

18.75%

10Y*

14.58%

PPG

YTD

-17.94%

1M

-0.89%

6M

-5.47%

1Y

-16.94%

5Y*

-0.12%

10Y*

2.12%

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Risk-Adjusted Performance

PKG vs. PPG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Packaging Corporation of America (PKG) and PPG Industries, Inc. (PPG). 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 PKG, currently valued at 2.33, compared to the broader market-4.00-2.000.002.002.33-0.90
The chart of Sortino ratio for PKG, currently valued at 3.41, compared to the broader market-4.00-2.000.002.004.003.41-1.16
The chart of Omega ratio for PKG, currently valued at 1.42, compared to the broader market0.501.001.502.001.420.86
The chart of Calmar ratio for PKG, currently valued at 4.14, compared to the broader market0.002.004.006.004.14-0.51
The chart of Martin ratio for PKG, currently valued at 12.98, compared to the broader market-5.000.005.0010.0015.0020.0025.0012.98-1.31
PKG
PPG

The current PKG Sharpe Ratio is 2.33, which is higher than the PPG Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of PKG and PPG, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
2.33
-0.90
PKG
PPG

Dividends

PKG vs. PPG - Dividend Comparison

PKG's dividend yield for the trailing twelve months is around 1.64%, less than PPG's 2.21% yield.


TTM20232022202120202019201820172016201520142013
PKG
Packaging Corporation of America
1.64%3.07%3.71%2.94%2.44%2.82%3.59%2.09%2.78%3.49%2.05%2.39%
PPG
PPG Industries, Inc.
2.21%1.70%1.92%1.31%1.46%1.48%1.82%1.46%1.65%1.43%1.13%1.28%

Drawdowns

PKG vs. PPG - Drawdown Comparison

The maximum PKG drawdown since its inception was -66.88%, which is greater than PPG's maximum drawdown of -63.02%. Use the drawdown chart below to compare losses from any high point for PKG and PPG. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.39%
-29.61%
PKG
PPG

Volatility

PKG vs. PPG - Volatility Comparison

The current volatility for Packaging Corporation of America (PKG) is 3.45%, while PPG Industries, Inc. (PPG) has a volatility of 5.48%. This indicates that PKG experiences smaller price fluctuations and is considered to be less risky than PPG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.45%
5.48%
PKG
PPG

Financials

PKG vs. PPG - Financials Comparison

This section allows you to compare key financial metrics between Packaging Corporation of America and PPG Industries, Inc.. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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