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AVUV vs. GEV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVUV vs. GEV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis US Small Cap Value ETF (AVUV) and GE Vernova Inc. (GEV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AVUV achieves a 21.54% return, which is significantly lower than GEV's 50.00% return.


AVUV

1D
-0.96%
1M
5.44%
YTD
21.54%
6M
18.43%
1Y
40.75%
3Y*
19.22%
5Y*
11.59%
10Y*

GEV

1D
4.08%
1M
-6.69%
YTD
50.00%
6M
43.89%
1Y
105.08%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVUV vs. GEV - Yearly Performance Comparison


2026 (YTD)20252024
AVUV
Avantis US Small Cap Value ETF
21.54%7.44%7.62%
GEV
GE Vernova Inc.
50.00%99.02%186.24%

Correlation

The correlation between AVUV and GEV is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2024

0.36

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Return for Risk

AVUV vs. GEV — Risk / Return Rank

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

AVUV
AVUV Risk / Return Rank: 8383
Overall Rank
AVUV Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
AVUV Sortino Ratio Rank: 8484
Sortino Ratio Rank
AVUV Omega Ratio Rank: 7777
Omega Ratio Rank
AVUV Calmar Ratio Rank: 9191
Calmar Ratio Rank
AVUV Martin Ratio Rank: 8484
Martin Ratio Rank

GEV
GEV Risk / Return Rank: 8989
Overall Rank
GEV Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
GEV Sortino Ratio Rank: 8888
Sortino Ratio Rank
GEV Omega Ratio Rank: 8686
Omega Ratio Rank
GEV Calmar Ratio Rank: 9090
Calmar Ratio Rank
GEV Martin Ratio Rank: 9191
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.

AVUV vs. GEV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis US Small Cap Value ETF (AVUV) and GE Vernova Inc. (GEV). 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.


AVUVGEVDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.41

Omega ratioGain probability vs. loss probability

1.40

1.35

+0.05

Calmar ratioReturn relative to maximum drawdown

5.15

4.30

+0.85

Martin ratioReturn relative to average drawdown

15.34

12.61

+2.72

AVUV vs. GEV - Sharpe Ratio Comparison

The current AVUV Sharpe Ratio is 2.33, which is comparable to the GEV Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of AVUV and GEV, 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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Drawdowns

AVUV vs. GEV - Drawdown Comparison

The maximum AVUV drawdown since its inception was -49.42%, which is greater than GEV's maximum drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for AVUV and GEV.


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Drawdown Indicators


AVUVGEVDifference

Max Drawdown

Largest peak-to-trough decline

-49.42%

-38.29%

-11.13%

Max Drawdown (1Y)

Largest decline over 1 year

-7.95%

-24.57%

+16.62%

Max Drawdown (3Y)

Largest decline over 3 years

-28.79%

Max Drawdown (5Y)

Largest decline over 5 years

-28.79%

Current Drawdown

Current decline from peak

-0.96%

-14.83%

+13.87%

Average Drawdown

Average peak-to-trough decline

-7.91%

-7.00%

-0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

8.36%

-5.70%

Volatility

AVUV vs. GEV - Volatility Comparison

The current volatility for Avantis US Small Cap Value ETF (AVUV) is 4.66%, while GE Vernova Inc. (GEV) has a volatility of 13.60%. This indicates that AVUV experiences smaller price fluctuations and is considered to be less risky than GEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVUVGEVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.66%

13.60%

-8.94%

Volatility (6M)

Calculated over the trailing 6-month period

11.37%

34.53%

-23.16%

Volatility (1Y)

Calculated over the trailing 1-year period

17.62%

49.28%

-31.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.75%

53.63%

-30.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.25%

53.63%

-25.38%

Dividends

AVUV vs. GEV - Dividend Comparison

AVUV's dividend yield for the trailing twelve months is around 1.62%, more than GEV's 0.15% yield.


PositionTTM2025202420232022202120202019
AVUV
Avantis US Small Cap Value ETF
1.62%1.58%1.61%1.65%1.74%1.28%1.21%0.38%
GEV
GE Vernova Inc.
0.15%0.11%0.08%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AVUV and GEV have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GEV has higher volatility (13.60%) compared to AVUV (4.66%). In terms of maximum drawdown, AVUV dropped -49.42% vs GEV's -38.29%.

AVUV currently has the higher Sharpe Ratio (2.33 vs 2.15), 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.

Portfolio Optimizer

Find the right allocation for AVUV and GEV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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