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SON vs. PPG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


SONPPG
YTD Return-5.66%-15.75%
1Y Return-3.99%-5.63%
3Y Return (Ann)-3.13%-6.83%
5Y Return (Ann)0.37%0.87%
10Y Return (Ann)5.64%3.68%
Sharpe Ratio-0.05-0.14
Sortino Ratio0.06-0.07
Omega Ratio1.010.99
Calmar Ratio-0.05-0.08
Martin Ratio-0.11-0.23
Ulcer Index9.39%11.19%
Daily Std Dev19.50%17.95%
Max Drawdown-59.62%-63.02%
Current Drawdown-17.24%-27.73%

Fundamentals


SONPPG
Market Cap$4.99B$28.25B
EPS$2.91$6.31
PE Ratio17.4519.29
PEG Ratio1.211.09
Total Revenue (TTM)$6.57B$18.03B
Gross Profit (TTM)$1.39B$7.36B
EBITDA (TTM)$956.32M$2.70B

Correlation

-0.50.00.51.00.4

The correlation between SON and PPG is 0.41, 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.

Performance

SON vs. PPG - Performance Comparison

In the year-to-date period, SON achieves a -5.66% return, which is significantly higher than PPG's -15.75% return. Over the past 10 years, SON has outperformed PPG with an annualized return of 5.64%, while PPG has yielded a comparatively lower 3.68% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-13.74%
-7.40%
SON
PPG

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Risk-Adjusted Performance

SON vs. PPG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sonoco Products Company (SON) and PPG Industries, Inc. (PPG). 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.


SON
Sharpe ratio
The chart of Sharpe ratio for SON, currently valued at -0.05, compared to the broader market-4.00-2.000.002.004.00-0.05
Sortino ratio
The chart of Sortino ratio for SON, currently valued at 0.06, compared to the broader market-4.00-2.000.002.004.006.000.06
Omega ratio
The chart of Omega ratio for SON, currently valued at 1.01, compared to the broader market0.501.001.502.001.01
Calmar ratio
The chart of Calmar ratio for SON, currently valued at -0.05, compared to the broader market0.002.004.006.00-0.05
Martin ratio
The chart of Martin ratio for SON, currently valued at -0.11, compared to the broader market0.0010.0020.0030.00-0.11
PPG
Sharpe ratio
The chart of Sharpe ratio for PPG, currently valued at -0.14, compared to the broader market-4.00-2.000.002.004.00-0.14
Sortino ratio
The chart of Sortino ratio for PPG, currently valued at -0.07, compared to the broader market-4.00-2.000.002.004.006.00-0.07
Omega ratio
The chart of Omega ratio for PPG, currently valued at 0.99, compared to the broader market0.501.001.502.000.99
Calmar ratio
The chart of Calmar ratio for PPG, currently valued at -0.08, compared to the broader market0.002.004.006.00-0.08
Martin ratio
The chart of Martin ratio for PPG, currently valued at -0.23, compared to the broader market0.0010.0020.0030.00-0.23

SON vs. PPG - Sharpe Ratio Comparison

The current SON Sharpe Ratio is -0.05, which is higher than the PPG Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of SON and PPG, 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 Ratio-0.80-0.60-0.40-0.200.000.200.40JuneJulyAugustSeptemberOctoberNovember
-0.05
-0.14
SON
PPG

Dividends

SON vs. PPG - Dividend Comparison

SON's dividend yield for the trailing twelve months is around 4.08%, more than PPG's 2.16% yield.


TTM20232022202120202019201820172016201520142013
SON
Sonoco Products Company
4.08%3.62%3.16%3.11%2.90%2.75%3.05%2.90%2.77%4.21%2.91%2.95%
PPG
PPG Industries, Inc.
2.16%1.70%1.92%1.31%1.46%1.48%1.82%1.46%1.65%1.43%1.13%1.28%

Drawdowns

SON vs. PPG - Drawdown Comparison

The maximum SON drawdown since its inception was -59.62%, smaller than the maximum PPG drawdown of -63.02%. Use the drawdown chart below to compare losses from any high point for SON and PPG. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-17.24%
-27.73%
SON
PPG

Volatility

SON vs. PPG - Volatility Comparison

Sonoco Products Company (SON) and PPG Industries, Inc. (PPG) have volatilities of 4.71% and 4.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.71%
4.59%
SON
PPG

Financials

SON vs. PPG - Financials Comparison

This section allows you to compare key financial metrics between Sonoco Products Company and PPG Industries, 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