PRGO vs. KVUE

In the year-to-date period, PRGO achieves a -0.90% return, which is significantly lower than KVUE's 8.84% return.

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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.

The current PRGO Sharpe Ratio is -0.38, which is lower than the KVUE Sharpe Ratio of 0.84. 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.

PRGO's dividend yield for the trailing twelve months is around 4.43%, more than KVUE's 3.54% yield.

The maximum PRGO drawdown since its inception was -86.12%, which is greater than KVUE's maximum drawdown of -33.22%. Use the drawdown chart below to compare losses from any high point for PRGO and KVUE. For additional features, visit the drawdowns tool.

Perrigo Company plc (PRGO) has a higher volatility of 12.32% compared to Kenvue Inc. (KVUE) at 10.60%. 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.

This section allows you to compare key financial metrics between Perrigo Company plc and Kenvue Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.