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General Electric Company (GE) Sharpe Ratio: 1.66

Equity · Currency in USD · Last updated Jun 20, 2026

GE's Sharpe Ratio of 1.66 indicates that for each unit of volatility, it generates 1.66 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 20, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

GE Sharpe Ratio Rank

GE Sharpe Ratio Rank: 84.785
Exceptional

GE ranks above 84.7% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

GE Sharpe Ratio Market Positioning

The chart shows GE's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): -0.39 or lower
  • Yellow zone (middle 50%): -0.39 to 1.12
  • Green zone (top 25%): 1.12 or higher
  • Top 1%: 5.58+
  • Median: 0.21 — half of all investments score higher

How it compares to other similar stocks

The table compares General Electric Company's Sharpe Ratio with other stocks in the Specialty Industrial Machinery industry across multiple time periods, showing how GE's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jun 20, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
BWBabcock & Wilcox Enterprises, Inc.14.37
CGEHCapstone Green Energy Holdings, Inc.7.41
GRCThe Gorman-Rupp Company4.45
CMICummins Inc.3.90
HLIOHelios Technologies, Inc.3.72
EBCOYEbara Corp ADR3.37
SDVKYSandvik AB ADR3.09
NPOEnPro Industries, Inc.3.04
THRThermon Group Holdings, Inc.2.88
TWINTwin Disc, Incorporated2.88
GEGeneral Electric Company1.66

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows GE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when GE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does GE fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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