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PRAA vs. GLDD
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

PRAA vs. GLDD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PRA Group, Inc. (PRAA) and Great Lakes Dredge & Dock Corporation (GLDD). The values are adjusted to include any dividend payments, if applicable.

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PRAA vs. GLDD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRAA
PRA Group, Inc.
-1.07%-15.32%-20.27%-22.44%-32.72%26.60%9.26%48.95%-26.60%-15.09%
GLDD
Great Lakes Dredge & Dock Corporation
29.57%16.21%47.01%29.08%-62.15%19.36%16.24%71.15%22.59%28.57%

Fundamentals

Market Cap

PRAA:

$685.53M

GLDD:

$1.15B

EPS

PRAA:

-$7.77

GLDD:

$1.09

PS Ratio

PRAA:

0.57

GLDD:

1.29

PB Ratio

PRAA:

0.70

GLDD:

2.23

Total Revenue (TTM)

PRAA:

$1.20B

GLDD:

$888.28M

Gross Profit (TTM)

PRAA:

$905.17M

GLDD:

$203.49M

EBITDA (TTM)

PRAA:

-$225.12M

GLDD:

$125.52M

Returns By Period

In the year-to-date period, PRAA achieves a -1.07% return, which is significantly lower than GLDD's 29.57% return. Over the past 10 years, PRAA has underperformed GLDD with an annualized return of -4.90%, while GLDD has yielded a comparatively higher 14.90% annualized return.


PRAA

1D
1.51%
1M
11.11%
YTD
-1.07%
6M
13.34%
1Y
-15.13%
3Y*
-23.42%
5Y*
-14.22%
10Y*
-4.90%

GLDD

1D
0.18%
1M
0.29%
YTD
29.57%
6M
41.78%
1Y
95.40%
3Y*
46.29%
5Y*
2.53%
10Y*
14.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRA Group, Inc.

Return for Risk

PRAA vs. GLDD — Risk / Return Rank

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

PRAA
PRAA Risk / Return Rank: 3333
Overall Rank
PRAA Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
PRAA Sortino Ratio Rank: 3232
Sortino Ratio Rank
PRAA Omega Ratio Rank: 3333
Omega Ratio Rank
PRAA Calmar Ratio Rank: 3333
Calmar Ratio Rank
PRAA Martin Ratio Rank: 3434
Martin Ratio Rank

GLDD
GLDD Risk / Return Rank: 9595
Overall Rank
GLDD Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GLDD Sortino Ratio Rank: 9696
Sortino Ratio Rank
GLDD Omega Ratio Rank: 9393
Omega Ratio Rank
GLDD Calmar Ratio Rank: 9696
Calmar Ratio Rank
GLDD Martin Ratio Rank: 9696
Martin Ratio Rank
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.

PRAA vs. GLDD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PRA Group, Inc. (PRAA) and Great Lakes Dredge & Dock Corporation (GLDD). 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.


PRAAGLDDDifference

Sharpe ratio

Return per unit of total volatility

-0.23

2.61

-2.84

Sortino ratio

Return per unit of downside risk

0.12

3.73

-3.61

Omega ratio

Gain probability vs. loss probability

1.02

1.45

-0.44

Calmar ratio

Return relative to maximum drawdown

-0.28

6.26

-6.54

Martin ratio

Return relative to average drawdown

-0.50

18.29

-18.79

PRAA vs. GLDD - Sharpe Ratio Comparison

The current PRAA Sharpe Ratio is -0.23, which is lower than the GLDD Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of PRAA and GLDD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRAAGLDDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.23

2.61

-2.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

0.06

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

0.35

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.12

0.00

Correlation

The correlation between PRAA and GLDD is 0.34, 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

PRAA vs. GLDD - Dividend Comparison

Neither PRAA nor GLDD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PRAA vs. GLDD - Drawdown Comparison

The maximum PRAA drawdown since its inception was -83.83%, roughly equal to the maximum GLDD drawdown of -80.76%. Use the drawdown chart below to compare losses from any high point for PRAA and GLDD.


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Drawdown Indicators


PRAAGLDDDifference

Max Drawdown

Largest peak-to-trough decline

-83.83%

-80.76%

-3.07%

Max Drawdown (1Y)

Largest decline over 1 year

-52.55%

-14.74%

-37.81%

Max Drawdown (5Y)

Largest decline over 5 years

-79.35%

-70.32%

-9.03%

Max Drawdown (10Y)

Largest decline over 10 years

-79.35%

-70.32%

-9.03%

Current Drawdown

Current decline from peak

-72.85%

0.00%

-72.85%

Average Drawdown

Average peak-to-trough decline

-31.96%

-33.17%

+1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.62%

5.05%

+24.57%

Volatility

PRAA vs. GLDD - Volatility Comparison

PRA Group, Inc. (PRAA) has a higher volatility of 16.04% compared to Great Lakes Dredge & Dock Corporation (GLDD) at 0.61%. This indicates that PRAA's price experiences larger fluctuations and is considered to be riskier than GLDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRAAGLDDDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.04%

0.61%

+15.43%

Volatility (6M)

Calculated over the trailing 6-month period

47.24%

25.37%

+21.87%

Volatility (1Y)

Calculated over the trailing 1-year period

65.48%

36.78%

+28.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.55%

41.75%

+6.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.70%

43.08%

+3.62%

Financials

PRAA vs. GLDD - Financials Comparison

This section allows you to compare key financial metrics between PRA Group, Inc. and Great Lakes Dredge & Dock Corporation. 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


100.00M150.00M200.00M250.00M300.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
324.91M
256.45M
(PRAA) Total Revenue
(GLDD) Total Revenue
Values in USD except per share items