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SF vs. PIPR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SF and PIPR is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

SF vs. PIPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stifel Financial Corp. (SF) and Piper Sandler Companies (PIPR). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
26.77%
37.93%
SF
PIPR

Key characteristics

Sharpe Ratio

SF:

2.18

PIPR:

2.14

Sortino Ratio

SF:

3.30

PIPR:

3.21

Omega Ratio

SF:

1.42

PIPR:

1.41

Calmar Ratio

SF:

3.81

PIPR:

4.82

Martin Ratio

SF:

17.24

PIPR:

18.22

Ulcer Index

SF:

3.22%

PIPR:

4.00%

Daily Std Dev

SF:

25.52%

PIPR:

34.08%

Max Drawdown

SF:

-78.40%

PIPR:

-76.97%

Current Drawdown

SF:

-12.77%

PIPR:

-15.10%

Fundamentals

Market Cap

SF:

$10.97B

PIPR:

$4.95B

EPS

SF:

$5.53

PIPR:

$9.37

PE Ratio

SF:

19.38

PIPR:

33.32

Total Revenue (TTM)

SF:

$5.75B

PIPR:

$1.52B

Gross Profit (TTM)

SF:

$4.68B

PIPR:

$1.18B

EBITDA (TTM)

SF:

$1.36B

PIPR:

$256.90M

Returns By Period

In the year-to-date period, SF achieves a 50.85% return, which is significantly lower than PIPR's 72.02% return. Over the past 10 years, SF has underperformed PIPR with an annualized return of 12.73%, while PIPR has yielded a comparatively higher 20.92% annualized return.


SF

YTD

50.85%

1M

-10.16%

6M

27.27%

1Y

52.98%

5Y*

21.88%

10Y*

12.73%

PIPR

YTD

72.02%

1M

-12.22%

6M

38.53%

1Y

69.10%

5Y*

34.25%

10Y*

20.92%

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Risk-Adjusted Performance

SF vs. PIPR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stifel Financial Corp. (SF) and Piper Sandler Companies (PIPR). 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 SF, currently valued at 2.18, compared to the broader market-4.00-2.000.002.002.182.14
The chart of Sortino ratio for SF, currently valued at 3.30, compared to the broader market-4.00-2.000.002.004.003.303.21
The chart of Omega ratio for SF, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.41
The chart of Calmar ratio for SF, currently valued at 3.81, compared to the broader market0.002.004.006.003.814.82
The chart of Martin ratio for SF, currently valued at 17.24, compared to the broader market0.0010.0020.0017.2418.22
SF
PIPR

The current SF Sharpe Ratio is 2.18, which is comparable to the PIPR Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of SF and PIPR, 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 Ratio1.001.502.002.503.003.504.004.50JulyAugustSeptemberOctoberNovemberDecember
2.18
2.14
SF
PIPR

Dividends

SF vs. PIPR - Dividend Comparison

SF's dividend yield for the trailing twelve months is around 1.64%, more than PIPR's 1.18% yield.


TTM2023202220212020201920182017
SF
Stifel Financial Corp.
1.64%2.08%2.06%0.85%0.90%0.99%1.16%0.34%
PIPR
Piper Sandler Companies
1.18%2.09%5.30%3.81%1.98%3.14%4.74%1.45%

Drawdowns

SF vs. PIPR - Drawdown Comparison

The maximum SF drawdown since its inception was -78.40%, roughly equal to the maximum PIPR drawdown of -76.97%. Use the drawdown chart below to compare losses from any high point for SF and PIPR. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.77%
-15.10%
SF
PIPR

Volatility

SF vs. PIPR - Volatility Comparison

The current volatility for Stifel Financial Corp. (SF) is 6.45%, while Piper Sandler Companies (PIPR) has a volatility of 7.65%. This indicates that SF experiences smaller price fluctuations and is considered to be less risky than PIPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
6.45%
7.65%
SF
PIPR

Financials

SF vs. PIPR - Financials Comparison

This section allows you to compare key financial metrics between Stifel Financial Corp. and Piper Sandler Companies. 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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