REX vs. GPRE

Last updated Jun 4, 2026

REX (REX American Resources Corporation) and GPRE (Green Plains Inc.) are both stocks. Both operate in the Specialty Chemicals industry within the Basic Materials sector. Over the past 10 years, REX returned 16.74%/yr vs -0.99%/yr for GPRE. At a 0.42 correlation, their price movements are largely independent.

Performance

REX vs. GPRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX American Resources Corporation (REX) and Green Plains Inc. (GPRE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, REX achieves a 43.19% return, which is significantly lower than GPRE's 62.24% return. Over the past 10 years, REX has outperformed GPRE with an annualized return of 16.74%, while GPRE has yielded a comparatively lower -0.99% annualized return.

REX

• 1D: -4.24%
• 1M: -9.54%
• YTD: 43.19%
• 6M: 38.15%
• 1Y: 114.26%
• 3Y*: 39.18%
• 5Y*: 24.57%
• 10Y*: 16.74%

GPRE

• 1D: -1.49%
• 1M: -12.01%
• YTD: 62.24%
• 6M: 56.80%
• 1Y: 275.89%
• 3Y*: -20.38%
• 5Y*: -12.20%
• 10Y*: -0.99%

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

REX vs. GPRE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
REX REX American Resources Corporation	43.19%	55.05%	-11.86%	48.46%	-0.44%	30.67%	-10.36%	20.33%	-17.73%	-16.16%
GPRE Green Plains Inc.	62.24%	3.38%	-62.41%	-17.31%	-12.26%	163.93%	-14.65%	19.57%	-20.10%	-37.97%

Correlation

The correlation between REX and GPRE is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.57
Correlation (3Y) Calculated over the trailing 3-year period	0.53
Correlation (5Y) Calculated over the trailing 5-year period	0.56
Correlation (10Y) Calculated over the trailing 10-year period	0.54
Correlation (All Time) Calculated using the full available price history since Mar 16, 2006	0.42

The correlation between REX and GPRE shifts across timeframes, from 0.42 (all time) to 0.57 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap REX : $1.53B GPRE : $1.34B
EPS REX : $2.79 GPRE : -$0.21
PS Ratio REX : 2.37 GPRE : 0.62
PB Ratio REX : 2.44 GPRE : 1.70
Total Revenue (TTM) REX : $648.65M GPRE : $1.94B
Gross Profit (TTM) REX : $108.44M GPRE : $35.45M
EBITDA (TTM) REX : $83.83M GPRE : $113.84M

Return for Risk

REX vs. GPRE — Risk / Return Rank

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

REX

REX Risk / Return Rank: 96
REX Sharpe Ratio Rank: 96
REX Sortino Ratio Rank: 95
REX Omega Ratio Rank: 94
REX Calmar Ratio Rank: 98
REX Martin Ratio Rank: 97

GPRE

GPRE Risk / Return Rank: 96
GPRE Sharpe Ratio Rank: 97
GPRE Sortino Ratio Rank: 94
GPRE Omega Ratio Rank: 92
GPRE Calmar Ratio Rank: 98
GPRE Martin Ratio Rank: 97

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.

REX vs. GPRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX American Resources Corporation (REX) and Green Plains Inc. (GPRE). 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.

	REX	GPRE	Difference
Sharpe ratio Return per unit of total volatility	3.63	4.01	-0.37
Sortino ratio Return per unit of downside risk	4.10	3.85	+0.25
Omega ratio Gain probability vs. loss probability	1.55	1.47	+0.08
Calmar ratio Return relative to maximum drawdown	11.69	13.13	-1.43
Martin ratio Return relative to average drawdown	28.38	27.16	+1.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

REX vs. GPRE - Sharpe Ratio Comparison

The current REX Sharpe Ratio is 3.63, which is comparable to the GPRE Sharpe Ratio of 4.01. The chart below compares the historical Sharpe Ratios of REX and GPRE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	REX	GPRE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.63	4.01	-0.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	-0.20	+0.76
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.36	-0.02	+0.37
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	-0.05	+0.32

Drawdowns

REX vs. GPRE - Drawdown Comparison

The maximum REX drawdown since its inception was -74.42%, smaller than the maximum GPRE drawdown of -97.62%. Use the drawdown chart below to compare losses from any high point for REX and GPRE.

Drawdown Indicators

	REX	GPRE	Difference
Max Drawdown Largest peak-to-trough decline	-74.42%	-97.62%	+23.20%
Max Drawdown (1Y) Largest decline over 1 year	-9.83%	-21.17%	+11.34%
Max Drawdown (3Y) Largest decline over 3 years	-41.59%	-90.71%	+49.12%
Max Drawdown (5Y) Largest decline over 5 years	-41.59%	-92.48%	+50.89%
Max Drawdown (10Y) Largest decline over 10 years	-65.51%	-92.48%	+26.97%
Current Drawdown Current decline from peak	-9.54%	-64.42%	+54.88%
Average Drawdown Average peak-to-trough decline	-30.37%	-61.91%	+31.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.04%	10.22%	-6.18%

Volatility

REX vs. GPRE - Volatility Comparison

The current volatility for REX American Resources Corporation (REX) is 11.36%, while Green Plains Inc. (GPRE) has a volatility of 17.06%. This indicates that REX experiences smaller price fluctuations and is considered to be less risky than GPRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	REX	GPRE	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.36%	17.06%	-5.70%
Volatility (6M) Calculated over the trailing 6-month period	25.33%	38.85%	-13.52%
Volatility (1Y) Calculated over the trailing 1-year period	31.78%	69.31%	-37.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.47%	60.36%	-15.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.14%	61.07%	-13.93%

Dividends

REX vs. GPRE - Dividend Comparison

Neither REX nor GPRE has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GPRE Green Plains Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	1.56%	3.66%	2.85%	1.72%	1.75%
REX REX American Resources Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

REX vs. GPRE - Profitability Comparison

The chart below illustrates the profitability comparison between REX American Resources Corporation and Green Plains Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

REX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, REX American Resources Corporation reported a gross profit of 29.07M and revenue of 156.50M. Therefore, the gross margin over that period was 18.6%.

GPRE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Green Plains Inc. reported a gross profit of 0.00 and revenue of 445.80M. Therefore, the gross margin over that period was 0.0%.

REX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, REX American Resources Corporation reported an operating income of 19.34M and revenue of 156.50M, resulting in an operating margin of 12.4%.

GPRE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Green Plains Inc. reported an operating income of 44.77M and revenue of 445.80M, resulting in an operating margin of 10.0%.

REX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, REX American Resources Corporation reported a net income of 18.45M and revenue of 156.50M, resulting in a net margin of 11.8%.

GPRE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Green Plains Inc. reported a net income of 32.94M and revenue of 445.80M, resulting in a net margin of 7.4%.

Frequently Asked Questions

Can I hold both REX and GPRE in my portfolio?

REX and GPRE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, REX or GPRE?

GPRE has higher volatility (17.06%) compared to REX (11.36%). In terms of maximum drawdown, REX dropped -74.42% vs GPRE's -97.62%.

Which has better risk-adjusted returns?

GPRE currently has the higher Sharpe Ratio (4.01 vs 3.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.