Genworth Financial, Inc. (GNW)
|Gross Profit (TTM)||$1.20B|
|Year Range||$3.43 - $6.40|
Share Price Chart
The chart shows the growth of an initial investment of $10,000 in Genworth Financial, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Compare to other instruments
Genworth Financial, Inc. had a return of 7.18% year-to-date (YTD) and 38.63% in the last 12 months. Over the past 10 years, Genworth Financial, Inc. had an annualized return of -6.26%, while the S&P 500 had an annualized return of 9.96%, indicating that Genworth Financial, Inc. did not perform as well as the benchmark.
|5 years (annualized)||9.17%||9.10%|
|10 years (annualized)||-6.26%||9.96%|
Monthly Returns Heatmap
This table presents a comparison of risk-adjusted performance metrics for Genworth Financial, Inc. (GNW) and S&P 500 (^GSPC). 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||Sortino ratio||Omega ratio||Calmar ratio||Ulcer Index|
|Genworth Financial, Inc.||1.11|
The Drawdowns chart displays portfolio losses from any high point along the way.
The table below shows the maximum drawdowns of the Genworth Financial, Inc.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Genworth Financial, Inc. is 97.63%, recorded on Mar 6, 2009. The portfolio has not recovered from it yet.
|-97.63%||Feb 22, 2007||514||Mar 6, 2009||—||—||—|
|-11.91%||Jul 28, 2005||40||Sep 22, 2005||44||Nov 23, 2005||84|
|-10.95%||Oct 27, 2006||9||Nov 8, 2006||60||Feb 7, 2007||69|
|-9.57%||Jul 22, 2004||16||Aug 12, 2004||18||Sep 8, 2004||34|
|-9.51%||Mar 18, 2005||4||Mar 23, 2005||52||Jun 7, 2005||56|
The current Genworth Financial, Inc. volatility is 19.09%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.