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SPLP vs. GFF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SPLP and GFF is 0.12, 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.


-0.50.00.51.00.1

Performance

SPLP vs. GFF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Steel Partners Holdings L.P. (SPLP) and Griffon Corporation (GFF). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
11.56%
10.40%
SPLP
GFF

Key characteristics

Sharpe Ratio

SPLP:

0.10

GFF:

0.65

Sortino Ratio

SPLP:

0.42

GFF:

1.18

Omega Ratio

SPLP:

1.06

GFF:

1.17

Calmar Ratio

SPLP:

0.14

GFF:

1.12

Martin Ratio

SPLP:

0.58

GFF:

3.15

Ulcer Index

SPLP:

6.46%

GFF:

9.11%

Daily Std Dev

SPLP:

37.07%

GFF:

44.41%

Max Drawdown

SPLP:

-78.35%

GFF:

-75.71%

Current Drawdown

SPLP:

-13.47%

GFF:

-15.24%

Fundamentals

Market Cap

SPLP:

$796.20M

GFF:

$3.62B

EPS

SPLP:

$9.77

GFF:

$4.23

PE Ratio

SPLP:

4.25

GFF:

17.90

PEG Ratio

SPLP:

0.00

GFF:

2.36

Total Revenue (TTM)

SPLP:

$1.99B

GFF:

$2.62B

Gross Profit (TTM)

SPLP:

$778.35M

GFF:

$1.04B

EBITDA (TTM)

SPLP:

$283.67M

GFF:

$493.26M

Returns By Period

In the year-to-date period, SPLP achieves a 3.75% return, which is significantly lower than GFF's 19.48% return. Over the past 10 years, SPLP has underperformed GFF with an annualized return of 9.64%, while GFF has yielded a comparatively higher 22.63% annualized return.


SPLP

YTD

3.75%

1M

2.39%

6M

13.70%

1Y

6.00%

5Y*

27.97%

10Y*

9.64%

GFF

YTD

19.48%

1M

-2.30%

6M

10.07%

1Y

26.78%

5Y*

33.80%

10Y*

22.63%

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Risk-Adjusted Performance

SPLP vs. GFF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Steel Partners Holdings L.P. (SPLP) and Griffon Corporation (GFF). 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 SPLP, currently valued at 0.10, compared to the broader market-4.00-2.000.002.000.100.65
The chart of Sortino ratio for SPLP, currently valued at 0.42, compared to the broader market-4.00-2.000.002.004.000.421.18
The chart of Omega ratio for SPLP, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.17
The chart of Calmar ratio for SPLP, currently valued at 0.14, compared to the broader market0.002.004.006.000.141.12
The chart of Martin ratio for SPLP, currently valued at 0.58, compared to the broader market0.0010.0020.000.583.15
SPLP
GFF

The current SPLP Sharpe Ratio is 0.10, which is lower than the GFF Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of SPLP and GFF, 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.10
0.65
SPLP
GFF

Dividends

SPLP vs. GFF - Dividend Comparison

SPLP has not paid dividends to shareholders, while GFF's dividend yield for the trailing twelve months is around 0.87%.


TTM20232022202120202019201820172016201520142013
SPLP
Steel Partners Holdings L.P.
0.00%0.00%0.00%0.00%0.00%0.00%0.01%0.00%0.00%0.00%0.00%0.00%
GFF
Griffon Corporation
0.87%4.10%6.62%1.16%1.50%1.45%12.28%1.23%0.80%0.96%0.98%0.79%

Drawdowns

SPLP vs. GFF - Drawdown Comparison

The maximum SPLP drawdown since its inception was -78.35%, roughly equal to the maximum GFF drawdown of -75.71%. Use the drawdown chart below to compare losses from any high point for SPLP and GFF. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.47%
-15.24%
SPLP
GFF

Volatility

SPLP vs. GFF - Volatility Comparison

Steel Partners Holdings L.P. (SPLP) has a higher volatility of 13.46% compared to Griffon Corporation (GFF) at 10.06%. This indicates that SPLP's price experiences larger fluctuations and is considered to be riskier than GFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
13.46%
10.06%
SPLP
GFF

Financials

SPLP vs. GFF - Financials Comparison

This section allows you to compare key financial metrics between Steel Partners Holdings L.P. and Griffon Corporation. 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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