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

Correlation

The correlation between PPG and GPK is 0.33, 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.


-0.50.00.51.00.3

Performance

PPG vs. GPK - Performance Comparison

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

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%JulyAugustSeptemberOctoberNovemberDecember
1,532.94%
666.67%
PPG
GPK

Key characteristics

Sharpe Ratio

PPG:

-1.02

GPK:

0.48

Sortino Ratio

PPG:

-1.35

GPK:

0.83

Omega Ratio

PPG:

0.84

GPK:

1.10

Calmar Ratio

PPG:

-0.58

GPK:

0.87

Martin Ratio

PPG:

-1.50

GPK:

2.31

Ulcer Index

PPG:

12.28%

GPK:

5.19%

Daily Std Dev

PPG:

18.06%

GPK:

24.79%

Max Drawdown

PPG:

-63.02%

GPK:

-96.61%

Current Drawdown

PPG:

-30.02%

GPK:

-9.86%

Fundamentals

Market Cap

PPG:

$28.32B

GPK:

$8.71B

EPS

PPG:

$6.32

GPK:

$2.32

PE Ratio

PPG:

19.31

GPK:

12.39

PEG Ratio

PPG:

1.06

GPK:

1.13

Total Revenue (TTM)

PPG:

$18.03B

GPK:

$8.96B

Gross Profit (TTM)

PPG:

$7.36B

GPK:

$2.04B

EBITDA (TTM)

PPG:

$2.88B

GPK:

$936.00M

Returns By Period

In the year-to-date period, PPG achieves a -18.41% return, which is significantly lower than GPK's 12.72% return. Over the past 10 years, PPG has underperformed GPK with an annualized return of 2.12%, while GPK has yielded a comparatively higher 9.25% annualized return.


PPG

YTD

-18.41%

1M

-1.29%

6M

-5.92%

1Y

-16.61%

5Y*

-0.24%

10Y*

2.12%

GPK

YTD

12.72%

1M

-2.64%

6M

0.79%

1Y

13.04%

5Y*

12.24%

10Y*

9.25%

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Risk-Adjusted Performance

PPG vs. GPK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PPG Industries, Inc. (PPG) and Graphic Packaging Holding Company (GPK). 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 PPG, currently valued at -1.02, compared to the broader market-4.00-2.000.002.00-1.020.48
The chart of Sortino ratio for PPG, currently valued at -1.35, compared to the broader market-4.00-2.000.002.004.00-1.350.83
The chart of Omega ratio for PPG, currently valued at 0.84, compared to the broader market0.501.001.502.000.841.10
The chart of Calmar ratio for PPG, currently valued at -0.58, compared to the broader market0.002.004.006.00-0.580.87
The chart of Martin ratio for PPG, currently valued at -1.50, compared to the broader market0.0010.0020.00-1.502.31
PPG
GPK

The current PPG Sharpe Ratio is -1.02, which is lower than the GPK Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of PPG and GPK, 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-1.50-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-1.02
0.48
PPG
GPK

Dividends

PPG vs. GPK - Dividend Comparison

PPG's dividend yield for the trailing twelve months is around 2.23%, more than GPK's 1.46% yield.


TTM20232022202120202019201820172016201520142013
PPG
PPG Industries, Inc.
2.23%1.70%1.92%1.31%1.46%1.48%1.82%1.46%1.65%1.43%1.13%1.28%
GPK
Graphic Packaging Holding Company
1.46%1.62%1.46%1.54%1.77%1.80%2.82%2.43%1.80%1.56%0.00%0.00%

Drawdowns

PPG vs. GPK - Drawdown Comparison

The maximum PPG drawdown since its inception was -63.02%, smaller than the maximum GPK drawdown of -96.61%. Use the drawdown chart below to compare losses from any high point for PPG and GPK. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-30.02%
-9.86%
PPG
GPK

Volatility

PPG vs. GPK - Volatility Comparison

The current volatility for PPG Industries, Inc. (PPG) is 5.45%, while Graphic Packaging Holding Company (GPK) has a volatility of 6.07%. This indicates that PPG experiences smaller price fluctuations and is considered to be less risky than GPK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.45%
6.07%
PPG
GPK

Financials

PPG vs. GPK - Financials Comparison

This section allows you to compare key financial metrics between PPG Industries, Inc. and Graphic Packaging Holding 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.


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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