UVV vs. GRC
UVV (Universal Corporation) and GRC (The Gorman-Rupp Company) are both stocks. UVV operates in Tobacco (Consumer Defensive), while GRC operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, UVV returned 3.97%/yr vs 13.23%/yr for GRC. At a 0.31 correlation, their price movements are largely independent.
Performance
UVV vs. GRC - Performance Comparison
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Returns By Period
In the year-to-date period, UVV achieves a 0.93% return, which is significantly lower than GRC's 67.38% return. Over the past 10 years, UVV has underperformed GRC with an annualized return of 3.97%, while GRC has yielded a comparatively higher 13.23% annualized return.
UVV
- 1D
- 0.31%
- 1M
- -3.08%
- 6M
- -2.29%
- YTD
- 0.93%
- 1Y
- -6.12%
- 3Y*
- 7.13%
- 5Y*
- 4.76%
- 10Y*
- 3.97%
GRC
- 1D
- 0.13%
- 1M
- -4.01%
- 6M
- 57.77%
- YTD
- 67.38%
- 1Y
- 114.11%
- 3Y*
- 44.21%
- 5Y*
- 20.16%
- 10Y*
- 13.23%
UVV vs. GRC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UVV Universal Corporation | 0.93% | 2.27% | -13.39% | 35.79% | 1.82% | 19.59% | -8.96% | 11.08% | 7.79% | -14.79% |
GRC The Gorman-Rupp Company | 67.38% | 28.24% | 8.87% | 42.15% | -41.17% | 39.71% | -11.90% | 17.64% | 11.75% | 2.49% |
Correlation
The correlation between UVV and GRC is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 1992 | 0.31 |
The correlation between UVV and GRC shifts across timeframes, from 0.14 (1 year) to 0.35 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
UVV:
$1.29B
GRC:
$2.10B
UVV:
$1.94
GRC:
$2.23
UVV:
26.55
GRC:
35.61
UVV:
0.39
GRC:
3.01
UVV:
$2.21B
GRC:
$695.03M
UVV:
$412.39M
GRC:
$210.01M
UVV:
$212.91M
GRC:
$118.94M
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Return for Risk
UVV vs. GRC — Risk / Return Rank
UVV
GRC
UVV vs. GRC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Universal Corporation (UVV) and The Gorman-Rupp Company (GRC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| UVV | GRC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.36 | ||
| Sortino ratioReturn per unit of downside risk | -4.26 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.49 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 7.50 | -7.96 |
| Martin ratioReturn relative to average drawdown | -0.86 | 22.51 | -23.37 |
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Drawdowns
UVV vs. GRC - Drawdown Comparison
The maximum UVV drawdown since its inception was -69.75%, roughly equal to the maximum GRC drawdown of -67.23%. Use the drawdown chart below to compare losses from any high point for UVV and GRC.
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Drawdown Indicators
| UVV | GRC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.75% | -67.23% | -2.52% |
Max Drawdown (1Y)Largest decline over 1 year | -13.48% | -14.90% | +1.42% |
Max Drawdown (3Y)Largest decline over 3 years | -29.70% | -26.87% | -2.83% |
Max Drawdown (5Y)Largest decline over 5 years | -29.70% | -49.26% | +19.56% |
Max Drawdown (10Y)Largest decline over 10 years | -45.68% | -49.26% | +3.58% |
Current DrawdownCurrent decline from peak | -16.14% | -13.34% | -2.80% |
Average DrawdownAverage peak-to-trough decline | -18.58% | -17.60% | -0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.37% | 4.97% | +2.40% |
Volatility
UVV vs. GRC - Volatility Comparison
The current volatility for Universal Corporation (UVV) is 5.95%, while The Gorman-Rupp Company (GRC) has a volatility of 13.36%. This indicates that UVV experiences smaller price fluctuations and is considered to be less risky than GRC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UVV | GRC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.95% | 13.36% | -7.41% |
Volatility (6M)Calculated over the trailing 6-month period | 19.06% | 30.14% | -11.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.85% | 36.09% | -12.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.59% | 31.08% | -6.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.94% | 34.08% | -5.14% |
Dividends
UVV vs. GRC - Dividend Comparison
UVV's dividend yield for the trailing twelve months is around 6.35%, more than GRC's 0.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GRC The Gorman-Rupp Company | 0.95% | 1.56% | 1.91% | 1.98% | 2.67% | 1.43% | 1.82% | 1.47% | 7.74% | 1.51% | 1.39% | 1.52% |
UVV Universal Corporation | 6.35% | 6.18% | 5.87% | 4.72% | 5.95% | 5.64% | 6.30% | 5.29% | 4.80% | 4.11% | 3.33% | 3.71% |
Financials
UVV vs. GRC - Financials Comparison
This section allows you to compare key financial metrics between Universal Corporation and The Gorman-Rupp Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
UVV and GRC have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GRC has higher volatility (13.36%) compared to UVV (5.95%). In terms of maximum drawdown, UVV dropped -69.75% vs GRC's -67.23%.
GRC currently has the higher Sharpe Ratio (3.10 vs -0.26), 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.
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