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RPM vs. IFF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


RPMIFF
YTD Return22.72%15.44%
1Y Return42.69%31.96%
3Y Return (Ann)16.37%-13.01%
5Y Return (Ann)14.34%-4.41%
10Y Return (Ann)13.70%1.61%
Sharpe Ratio1.881.27
Sortino Ratio2.761.73
Omega Ratio1.341.26
Calmar Ratio3.130.64
Martin Ratio7.8310.05
Ulcer Index5.25%3.28%
Daily Std Dev21.85%25.84%
Max Drawdown-61.69%-69.88%
Current Drawdown0.00%-35.26%

Fundamentals


RPMIFF
Market Cap$17.35B$23.59B
EPS$4.81-$9.21
PEG Ratio2.411.99
Total Revenue (TTM)$7.29B$11.42B
Gross Profit (TTM)$3.02B$3.68B
EBITDA (TTM)$1.08B-$1.17B

Correlation

-0.50.00.51.00.4

The correlation between RPM and IFF is 0.39, 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.

Performance

RPM vs. IFF - Performance Comparison

In the year-to-date period, RPM achieves a 22.72% return, which is significantly higher than IFF's 15.44% return. Over the past 10 years, RPM has outperformed IFF with an annualized return of 13.70%, while IFF has yielded a comparatively lower 1.61% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
20.37%
-4.27%
RPM
IFF

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Risk-Adjusted Performance

RPM vs. IFF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RPM International Inc. (RPM) and International Flavors & Fragrances Inc. (IFF). 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.


RPM
Sharpe ratio
The chart of Sharpe ratio for RPM, currently valued at 1.88, compared to the broader market-4.00-2.000.002.004.001.88
Sortino ratio
The chart of Sortino ratio for RPM, currently valued at 2.76, compared to the broader market-4.00-2.000.002.004.006.002.76
Omega ratio
The chart of Omega ratio for RPM, currently valued at 1.34, compared to the broader market0.501.001.502.001.34
Calmar ratio
The chart of Calmar ratio for RPM, currently valued at 3.13, compared to the broader market0.002.004.006.003.13
Martin ratio
The chart of Martin ratio for RPM, currently valued at 7.83, compared to the broader market0.0010.0020.0030.007.83
IFF
Sharpe ratio
The chart of Sharpe ratio for IFF, currently valued at 1.27, compared to the broader market-4.00-2.000.002.004.001.27
Sortino ratio
The chart of Sortino ratio for IFF, currently valued at 1.73, compared to the broader market-4.00-2.000.002.004.006.001.73
Omega ratio
The chart of Omega ratio for IFF, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for IFF, currently valued at 0.64, compared to the broader market0.002.004.006.000.64
Martin ratio
The chart of Martin ratio for IFF, currently valued at 10.05, compared to the broader market0.0010.0020.0030.0010.05

RPM vs. IFF - Sharpe Ratio Comparison

The current RPM Sharpe Ratio is 1.88, which is higher than the IFF Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of RPM and IFF, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.88
1.27
RPM
IFF

Dividends

RPM vs. IFF - Dividend Comparison

RPM's dividend yield for the trailing twelve months is around 1.40%, less than IFF's 2.18% yield.


TTM20232022202120202019201820172016201520142013
RPM
RPM International Inc.
1.40%1.54%1.66%1.52%1.61%1.84%2.23%2.33%2.09%2.39%1.93%1.66%
IFF
International Flavors & Fragrances Inc.
2.18%4.00%3.05%2.07%2.79%2.29%2.12%1.74%2.04%1.72%1.70%1.70%

Drawdowns

RPM vs. IFF - Drawdown Comparison

The maximum RPM drawdown since its inception was -61.69%, smaller than the maximum IFF drawdown of -69.88%. Use the drawdown chart below to compare losses from any high point for RPM and IFF. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-35.26%
RPM
IFF

Volatility

RPM vs. IFF - Volatility Comparison

The current volatility for RPM International Inc. (RPM) is 5.33%, while International Flavors & Fragrances Inc. (IFF) has a volatility of 13.75%. This indicates that RPM experiences smaller price fluctuations and is considered to be less risky than IFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
5.33%
13.75%
RPM
IFF

Financials

RPM vs. IFF - Financials Comparison

This section allows you to compare key financial metrics between RPM International Inc. and International Flavors & Fragrances 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items