PRGO vs. KVUE

Last updated Apr 2, 2026

Compare and contrast key facts about Perrigo Company plc (PRGO) and Kenvue Inc. (KVUE).

Performance

PRGO vs. KVUE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Perrigo Company plc (PRGO) and Kenvue Inc. (KVUE). The values are adjusted to include any dividend payments, if applicable.

PRGO vs. KVUE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
PRGO Perrigo Company plc	-19.20%	-42.79%	-16.92%	-10.66%
KVUE Kenvue Inc.	1.91%	-15.86%	3.12%	-18.44%

Fundamentals

Market Cap PRGO : $1.52B KVUE : $33.37B
EPS PRGO : -$10.29 KVUE : $0.76
PS Ratio PRGO : 0.36 KVUE : 2.21
PB Ratio PRGO : 0.52 KVUE : 3.10
Total Revenue (TTM) PRGO : $4.25B KVUE : $15.12B
Gross Profit (TTM) PRGO : $1.49B KVUE : $8.79B
EBITDA (TTM) PRGO : -$1.12B KVUE : $3.26B

Returns By Period

In the year-to-date period, PRGO achieves a -19.20% return, which is significantly lower than KVUE's 1.91% return.

PRGO

• 1D: 2.42%
• 1M: -10.86%
• YTD: -19.20%
• 6M: -48.93%
• 1Y: -57.53%
• 3Y*: -29.31%
• 5Y*: -19.94%
• 10Y*: -19.63%

KVUE

• 1D: 0.81%
• 1M: -7.99%
• YTD: 1.91%
• 6M: 12.30%
• 1Y: -24.09%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

PRGO vs. KVUE — Risk / Return Rank

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

PRGO

PRGO Risk / Return Rank: 4
PRGO Sharpe Ratio Rank: 1
PRGO Sortino Ratio Rank: 2
PRGO Omega Ratio Rank: 2
PRGO Calmar Ratio Rank: 8
PRGO Martin Ratio Rank: 5

KVUE

KVUE Risk / Return Rank: 15
KVUE Sharpe Ratio Rank: 11
KVUE Sortino Ratio Rank: 13
KVUE Omega Ratio Rank: 12
KVUE Calmar Ratio Rank: 21
KVUE Martin Ratio Rank: 21

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.

PRGO vs. KVUE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Perrigo Company plc (PRGO) and Kenvue Inc. (KVUE). 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.

	PRGO	KVUE	Difference
Sharpe ratio Return per unit of total volatility	-1.28	-0.71	-0.56
Sortino ratio Return per unit of downside risk	-1.97	-0.85	-1.13
Omega ratio Gain probability vs. loss probability	0.72	0.88	-0.16
Calmar ratio Return relative to maximum drawdown	-0.89	-0.59	-0.29
Martin ratio Return relative to average drawdown	-1.65	-1.10	-0.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRGO vs. KVUE - Sharpe Ratio Comparison

The current PRGO Sharpe Ratio is -1.28, which is lower than the KVUE Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of PRGO and KVUE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PRGO	KVUE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.28	-0.71	-0.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.56	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.52	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.02	-0.37	+0.39

Correlation

The correlation between PRGO and KVUE is 0.29, 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

PRGO vs. KVUE - Dividend Comparison

PRGO's dividend yield for the trailing twelve months is around 10.55%, more than KVUE's 4.76% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PRGO Perrigo Company plc	10.55%	8.33%	4.29%	3.39%	3.05%	2.47%	2.01%	1.59%	1.96%	0.73%	0.70%	0.35%
KVUE Kenvue Inc.	4.76%	4.78%	3.79%	1.86%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

PRGO vs. KVUE - Drawdown Comparison

The maximum PRGO drawdown since its inception was -94.10%, which is greater than KVUE's maximum drawdown of -44.08%. Use the drawdown chart below to compare losses from any high point for PRGO and KVUE.

Drawdown Indicators

	PRGO	KVUE	Difference
Max Drawdown Largest peak-to-trough decline	-94.10%	-44.08%	-50.02%
Max Drawdown (1Y) Largest decline over 1 year	-65.58%	-41.21%	-24.37%
Max Drawdown (5Y) Largest decline over 5 years	-77.24%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-90.88%	—	—
Current Drawdown Current decline from peak	-92.98%	-29.45%	-63.53%
Average Drawdown Average peak-to-trough decline	-49.23%	-20.51%	-28.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	35.09%	22.12%	+12.97%

Volatility

PRGO vs. KVUE - Volatility Comparison

Perrigo Company plc (PRGO) has a higher volatility of 18.26% compared to Kenvue Inc. (KVUE) at 4.31%. This indicates that PRGO's price experiences larger fluctuations and is considered to be riskier than KVUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRGO	KVUE	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.26%	4.31%	+13.95%
Volatility (6M) Calculated over the trailing 6-month period	40.33%	25.05%	+15.28%
Volatility (1Y) Calculated over the trailing 1-year period	45.23%	33.95%	+11.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.57%	29.01%	+6.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.62%	29.01%	+8.61%

Financials