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PRAA vs. GLDD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.3

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.

20.00%40.00%60.00%80.00%100.00%120.00%SeptemberOctoberNovemberDecember2025February
47.06%
42.75%
PRAA
GLDD

Key characteristics

Sharpe Ratio

PRAA:

-0.28

GLDD:

-0.03

Sortino Ratio

PRAA:

-0.09

GLDD:

0.31

Omega Ratio

PRAA:

0.99

GLDD:

1.04

Calmar Ratio

PRAA:

-0.19

GLDD:

-0.02

Martin Ratio

PRAA:

-0.77

GLDD:

-0.15

Ulcer Index

PRAA:

17.56%

GLDD:

9.53%

Daily Std Dev

PRAA:

48.15%

GLDD:

47.58%

Max Drawdown

PRAA:

-80.90%

GLDD:

-80.88%

Current Drawdown

PRAA:

-64.99%

GLDD:

-47.93%

Fundamentals

Market Cap

PRAA:

$891.74M

GLDD:

$566.43M

EPS

PRAA:

$1.79

GLDD:

$0.84

PE Ratio

PRAA:

12.61

GLDD:

10.02

PEG Ratio

PRAA:

5.88

GLDD:

1.03

Total Revenue (TTM)

PRAA:

$828.93M

GLDD:

$762.69M

Gross Profit (TTM)

PRAA:

$612.43M

GLDD:

$160.90M

EBITDA (TTM)

PRAA:

$253.42M

GLDD:

$125.63M

Returns By Period

In the year-to-date period, PRAA achieves a 8.04% return, which is significantly higher than GLDD's -25.42% return. Over the past 10 years, PRAA has underperformed GLDD with an annualized return of -8.43%, while GLDD has yielded a comparatively higher 3.07% annualized return.


PRAA

YTD

8.04%

1M

3.91%

6M

-1.35%

1Y

-14.12%

5Y*

-9.06%

10Y*

-8.43%

GLDD

YTD

-25.42%

1M

-30.24%

6M

-7.17%

1Y

-0.47%

5Y*

-4.06%

10Y*

3.07%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

PRAA vs. GLDD — Risk-Adjusted Performance Rank

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

PRAA
The Risk-Adjusted Performance Rank of PRAA is 3232
Overall Rank
The Sharpe Ratio Rank of PRAA is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of PRAA is 3030
Sortino Ratio Rank
The Omega Ratio Rank of PRAA is 3131
Omega Ratio Rank
The Calmar Ratio Rank of PRAA is 3535
Calmar Ratio Rank
The Martin Ratio Rank of PRAA is 3030
Martin Ratio Rank

GLDD
The Risk-Adjusted Performance Rank of GLDD is 4343
Overall Rank
The Sharpe Ratio Rank of GLDD is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of GLDD is 4141
Sortino Ratio Rank
The Omega Ratio Rank of GLDD is 4141
Omega Ratio Rank
The Calmar Ratio Rank of GLDD is 4444
Calmar Ratio Rank
The Martin Ratio Rank of GLDD is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRAA vs. GLDD - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for PRAA, currently valued at -0.28, compared to the broader market-2.000.002.00-0.28-0.03
The chart of Sortino ratio for PRAA, currently valued at -0.09, compared to the broader market-4.00-2.000.002.004.006.00-0.090.31
The chart of Omega ratio for PRAA, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.04
The chart of Calmar ratio for PRAA, currently valued at -0.19, compared to the broader market0.002.004.006.00-0.19-0.02
The chart of Martin ratio for PRAA, currently valued at -0.77, compared to the broader market-10.000.0010.0020.0030.00-0.77-0.15
PRAA
GLDD

The current PRAA Sharpe Ratio is -0.28, which is lower than the GLDD Sharpe Ratio of -0.03. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.28
-0.03
PRAA
GLDD

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 -80.90%, roughly equal to the maximum GLDD drawdown of -80.88%. Use the drawdown chart below to compare losses from any high point for PRAA and GLDD. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%SeptemberOctoberNovemberDecember2025February
-64.99%
-47.93%
PRAA
GLDD

Volatility

PRAA vs. GLDD - Volatility Comparison

The current volatility for PRA Group, Inc. (PRAA) is 9.06%, while Great Lakes Dredge & Dock Corporation (GLDD) has a volatility of 22.46%. This indicates that PRAA experiences smaller price fluctuations and is considered to be less risky than GLDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
9.06%
22.46%
PRAA
GLDD

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


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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