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CIG vs. GM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CIG and GM is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

CIG vs. GM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Companhia Energética de Minas Gerais (CIG) and General Motors Company (GM). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
382.14%
101.17%
CIG
GM

Key characteristics

Sharpe Ratio

CIG:

0.76

GM:

1.52

Sortino Ratio

CIG:

1.27

GM:

2.10

Omega Ratio

CIG:

1.15

GM:

1.30

Calmar Ratio

CIG:

1.63

GM:

1.02

Martin Ratio

CIG:

4.19

GM:

7.93

Ulcer Index

CIG:

5.95%

GM:

6.00%

Daily Std Dev

CIG:

32.59%

GM:

31.29%

Max Drawdown

CIG:

-85.21%

GM:

-59.95%

Current Drawdown

CIG:

-9.54%

GM:

-19.15%

Fundamentals

Market Cap

CIG:

$6.00B

GM:

$56.24B

EPS

CIG:

$0.35

GM:

$9.37

PE Ratio

CIG:

5.29

GM:

5.46

PEG Ratio

CIG:

0.00

GM:

8.13

Total Revenue (TTM)

CIG:

$28.45B

GM:

$182.72B

Gross Profit (TTM)

CIG:

$7.01B

GM:

$21.86B

EBITDA (TTM)

CIG:

$7.58B

GM:

$25.22B

Returns By Period

In the year-to-date period, CIG achieves a 17.82% return, which is significantly lower than GM's 45.74% return. Over the past 10 years, CIG has outperformed GM with an annualized return of 11.49%, while GM has yielded a comparatively lower 7.08% annualized return.


CIG

YTD

17.82%

1M

-8.70%

6M

6.45%

1Y

24.36%

5Y*

19.28%

10Y*

11.49%

GM

YTD

45.74%

1M

-5.36%

6M

9.09%

1Y

44.41%

5Y*

7.65%

10Y*

7.08%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CIG vs. GM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Companhia Energética de Minas Gerais (CIG) and General Motors Company (GM). 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
The chart of Sharpe ratio for CIG, currently valued at 0.76, compared to the broader market-4.00-2.000.002.000.761.52
The chart of Sortino ratio for CIG, currently valued at 1.27, compared to the broader market-4.00-2.000.002.004.001.272.10
The chart of Omega ratio for CIG, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.30
The chart of Calmar ratio for CIG, currently valued at 1.63, compared to the broader market0.002.004.006.001.631.02
The chart of Martin ratio for CIG, currently valued at 4.19, compared to the broader market-5.000.005.0010.0015.0020.0025.004.197.93
CIG
GM

The current CIG Sharpe Ratio is 0.76, which is lower than the GM Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of CIG and GM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.76
1.52
CIG
GM

Dividends

CIG vs. GM - Dividend Comparison

CIG's dividend yield for the trailing twelve months is around 16.19%, more than GM's 0.93% yield.


TTM20232022202120202019201820172016201520142013
CIG
Companhia Energética de Minas Gerais
11.22%11.31%15.27%14.23%7.24%5.86%9.20%7.74%21.97%25.69%47.76%19.32%
GM
General Motors Company
0.93%1.00%0.54%0.00%0.91%4.15%4.54%3.71%4.36%4.06%3.44%0.00%

Drawdowns

CIG vs. GM - Drawdown Comparison

The maximum CIG drawdown since its inception was -85.21%, which is greater than GM's maximum drawdown of -59.95%. Use the drawdown chart below to compare losses from any high point for CIG and GM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.54%
-19.15%
CIG
GM

Volatility

CIG vs. GM - Volatility Comparison

Companhia Energética de Minas Gerais (CIG) and General Motors Company (GM) have volatilities of 12.94% and 12.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
12.94%
12.74%
CIG
GM

Financials

CIG vs. GM - Financials Comparison

This section allows you to compare key financial metrics between Companhia Energética de Minas Gerais and General Motors 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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