POOL vs. PGTI

Last updated Apr 2, 2026

Compare and contrast key facts about Pool Corporation (POOL) and PGT Innovations, Inc. (PGTI).

Performance

POOL vs. PGTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pool Corporation (POOL) and PGT Innovations, Inc. (PGTI). The values are adjusted to include any dividend payments, if applicable.

POOL vs. PGTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
POOL Pool Corporation	-12.01%	-31.81%	-13.39%	33.51%	-46.03%	52.98%	76.95%	44.50%	15.97%	25.78%
PGTI PGT Innovations, Inc.	0.00%	0.00%	3.17%	126.61%	-20.14%	10.57%	36.42%	-5.93%	-5.93%	47.16%

Fundamentals

Total Revenue (TTM) POOL : $5.29B PGTI : $1.50B
Gross Profit (TTM) POOL : $1.57B PGTI : $590.64M
EBITDA (TTM) POOL : $616.77M PGTI : $250.33M

Returns By Period

POOL

• 1D: -1.11%
• 1M: -9.34%
• YTD: -12.01%
• 6M: -34.58%
• 1Y: -35.92%
• 3Y*: -15.15%
• 5Y*: -9.54%
• 10Y*: 9.80%

PGTI

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

POOL vs. PGTI — Risk / Return Rank

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

POOL

POOL Risk / Return Rank: 5
POOL Sharpe Ratio Rank: 4
POOL Sortino Ratio Rank: 5
POOL Omega Ratio Rank: 7
POOL Calmar Ratio Rank: 7
POOL Martin Ratio Rank: 2

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

POOL vs. PGTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pool Corporation (POOL) and PGT Innovations, Inc. (PGTI). 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.

	POOL	PGTI	Difference
Sharpe ratio Return per unit of total volatility	-1.05	—	—
Sortino ratio Return per unit of downside risk	-1.51	—	—
Omega ratio Gain probability vs. loss probability	0.82	—	—
Calmar ratio Return relative to maximum drawdown	-0.90	—	—
Martin ratio Return relative to average drawdown	-1.84	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	POOL	PGTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.05	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.28	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.31	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	—	—

Correlation

The correlation between POOL and PGTI is 0.27, 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.

Dividends

POOL vs. PGTI - Dividend Comparison

POOL's dividend yield for the trailing twelve months is around 2.50%, while PGTI has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
POOL Pool Corporation	2.50%	2.16%	1.38%	1.08%	1.26%	0.53%	0.61%	0.99%	1.16%	1.10%	1.14%	1.24%
PGTI PGT Innovations, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	POOL	PGTI	Difference
Max Drawdown Largest peak-to-trough decline	-75.71%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-39.78%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-63.57%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-63.57%	—	—
Current Drawdown Current decline from peak	-63.32%	—	—
Average Drawdown Average peak-to-trough decline	-18.07%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	19.51%	—	—

Volatility

Volatility by Period

	POOL	PGTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.60%	—	—
Volatility (6M) Calculated over the trailing 6-month period	24.12%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	34.42%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.61%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.24%	—	—

Financials