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WTS vs. GFF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WTS vs. GFF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Watts Water Technologies, Inc. (WTS) and Griffon Corporation (GFF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WTS achieves a 14.41% return, which is significantly lower than GFF's 17.55% return. Over the past 10 years, WTS has underperformed GFF with an annualized return of 19.60%, while GFF has yielded a comparatively higher 21.55% annualized return.


WTS

1D
1.41%
1M
8.75%
YTD
14.41%
6M
14.85%
1Y
31.59%
3Y*
24.18%
5Y*
18.38%
10Y*
19.60%

GFF

1D
1.48%
1M
-2.70%
YTD
17.55%
6M
16.10%
1Y
26.19%
3Y*
37.45%
5Y*
32.07%
10Y*
21.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTS vs. GFF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WTS
Watts Water Technologies, Inc.
14.41%36.85%-1.62%43.57%-24.08%60.63%23.14%56.20%-14.13%17.84%
GFF
Griffon Corporation
17.55%4.42%17.97%83.96%36.91%41.60%1.83%97.74%-44.92%-21.43%

Correlation

The correlation between WTS and GFF is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (10Y)
Calculated over the trailing 10-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Aug 22, 1986

0.32

Over the past year, WTS and GFF have become more correlated (0.56) than their long-term average of 0.32, meaning their price movements have been converging.

Fundamentals

Market Cap

WTS:

$10.54B

GFF:

$3.94B

EPS

WTS:

$10.95

GFF:

$0.76

PE Ratio

WTS:

28.75

GFF:

114.02

PEG Ratio

WTS:

1.34

GFF:

1.48

PS Ratio

WTS:

4.12

GFF:

1.69

PB Ratio

WTS:

5.03

GFF:

41.67

Total Revenue (TTM)

WTS:

$2.56B

GFF:

$2.35B

Gross Profit (TTM)

WTS:

$1.26B

GFF:

$1.00B

EBITDA (TTM)

WTS:

$556.30M

GFF:

$245.38M

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Return for Risk

WTS vs. GFF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WTS
WTS Risk / Return Rank: 7676
Overall Rank
WTS Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
WTS Sortino Ratio Rank: 7676
Sortino Ratio Rank
WTS Omega Ratio Rank: 7373
Omega Ratio Rank
WTS Calmar Ratio Rank: 7575
Calmar Ratio Rank
WTS Martin Ratio Rank: 7676
Martin Ratio Rank

GFF
GFF Risk / Return Rank: 6161
Overall Rank
GFF Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
GFF Sortino Ratio Rank: 5858
Sortino Ratio Rank
GFF Omega Ratio Rank: 5858
Omega Ratio Rank
GFF Calmar Ratio Rank: 6060
Calmar Ratio Rank
GFF Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WTS vs. GFF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Watts Water Technologies, Inc. (WTS) 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.


WTSGFFDifference

Sharpe ratio

Return per unit of total volatility

1.41

0.74

+0.66

Sortino ratio

Return per unit of downside risk

2.09

1.20

+0.89

Omega ratio

Gain probability vs. loss probability

1.25

1.15

+0.10

Calmar ratio

Return relative to maximum drawdown

2.05

0.94

+1.11

Martin ratio

Return relative to average drawdown

5.35

2.48

+2.87

WTS vs. GFF - Sharpe Ratio Comparison

The current WTS Sharpe Ratio is 1.41, which is higher than the GFF Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of WTS and GFF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


WTSGFFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

0.74

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.78

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.48

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.04

+0.30

Drawdowns

WTS vs. GFF - Drawdown Comparison

The maximum WTS drawdown since its inception was -63.68%, smaller than the maximum GFF drawdown of -96.84%. Use the drawdown chart below to compare losses from any high point for WTS and GFF.


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Drawdown Indicators


WTSGFFDifference

Max Drawdown

Largest peak-to-trough decline

-63.68%

-96.84%

+33.16%

Max Drawdown (1Y)

Largest decline over 1 year

-15.45%

-27.85%

+12.40%

Max Drawdown (3Y)

Largest decline over 3 years

-19.54%

-27.85%

+8.31%

Max Drawdown (5Y)

Largest decline over 5 years

-44.08%

-39.02%

-5.06%

Max Drawdown (10Y)

Largest decline over 10 years

-44.08%

-61.32%

+17.24%

Current Drawdown

Current decline from peak

-6.07%

-8.71%

+2.64%

Average Drawdown

Average peak-to-trough decline

-16.20%

-55.50%

+39.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.92%

10.58%

-4.66%

Volatility

WTS vs. GFF - Volatility Comparison

The current volatility for Watts Water Technologies, Inc. (WTS) is 5.15%, while Griffon Corporation (GFF) has a volatility of 11.69%. This indicates that WTS experiences smaller price fluctuations and is considered to be less risky than GFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTSGFFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.15%

11.69%

-6.54%

Volatility (6M)

Calculated over the trailing 6-month period

16.30%

24.84%

-8.54%

Volatility (1Y)

Calculated over the trailing 1-year period

22.55%

35.41%

-12.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.77%

41.11%

-13.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.22%

45.31%

-17.09%

Dividends

WTS vs. GFF - Dividend Comparison

WTS's dividend yield for the trailing twelve months is around 0.70%, less than GFF's 0.98% yield.


PositionTTM20252024202320222021202020192018201720162015
GFF
Griffon Corporation
0.98%1.03%0.88%4.10%6.62%1.16%1.50%1.44%12.27%1.23%0.80%0.96%
WTS
Watts Water Technologies, Inc.
0.70%0.72%0.81%0.66%0.79%0.52%0.76%0.90%1.27%0.99%1.09%1.33%

Financials

WTS vs. GFF - Financials Comparison

This section allows you to compare key financial metrics between Watts Water Technologies, Inc. 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


400.00M500.00M600.00M700.00M800.00M20222023202420252026
677.30M
421.86M
(WTS) Total Revenue
(GFF) Total Revenue
Values in USD except per share items

WTS vs. GFF - Profitability Comparison

The chart below illustrates the profitability comparison between Watts Water Technologies, Inc. and Griffon Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%35.0%40.0%45.0%50.0%20222023202420252026
48.2%
45.5%
Portfolio components
WTS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Watts Water Technologies, Inc. reported a gross profit of 326.10M and revenue of 677.30M. Therefore, the gross margin over that period was 48.2%.

GFF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Griffon Corporation reported a gross profit of 191.99M and revenue of 421.86M. Therefore, the gross margin over that period was 45.5%.

WTS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Watts Water Technologies, Inc. reported an operating income of 133.00M and revenue of 677.30M, resulting in an operating margin of 19.6%.

GFF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Griffon Corporation reported an operating income of 87.35M and revenue of 421.86M, resulting in an operating margin of 20.7%.

WTS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Watts Water Technologies, Inc. reported a net income of 99.60M and revenue of 677.30M, resulting in a net margin of 14.7%.

GFF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Griffon Corporation reported a net income of 46.94M and revenue of 421.86M, resulting in a net margin of 11.1%.


Frequently Asked Questions


WTS and GFF have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GFF has higher volatility (11.69%) compared to WTS (5.15%). In terms of maximum drawdown, WTS dropped -63.68% vs GFF's -96.84%.

WTS currently has the higher Sharpe Ratio (1.41 vs 0.74), 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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