CMRE vs. GEV

Last updated Jun 4, 2026

CMRE (Costamare Inc.) and GEV (GE Vernova Inc.) are both stocks. CMRE operates in Marine Shipping (Industrials), while GEV operates in Utilities - Renewable (Utilities). Over the past year, CMRE returned 87.02% vs 95.04% for GEV. At a 0.20 correlation, their price movements are largely independent.

Performance

CMRE vs. GEV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Costamare Inc. (CMRE) and GE Vernova Inc. (GEV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CMRE achieves a -0.83% return, which is significantly lower than GEV's 46.98% return.

CMRE

• 1D: -0.83%
• 1M: -4.28%
• YTD: -0.83%
• 6M: -2.98%
• 1Y: 87.02%
• 3Y*: 41.52%
• 5Y*: 19.03%
• 10Y*: 13.80%

GEV

• 1D: -1.06%
• 1M: -10.67%
• YTD: 46.98%
• 6M: 59.58%
• 1Y: 95.04%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CMRE vs. GEV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
CMRE Costamare Inc.	-0.83%	73.07%	16.87%
GEV GE Vernova Inc.	46.98%	99.02%	150.80%

Correlation

The correlation between CMRE and GEV is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.18
Correlation (All Time) Calculated using the full available price history since Mar 28, 2024	0.20

Fundamentals

Market Cap CMRE : $1.86B GEV : $260.95B
EPS CMRE : $2.87 GEV : $34.12
PE Ratio CMRE : 5.39 GEV : 28.12
PS Ratio CMRE : 2.19 GEV : 6.69
PB Ratio CMRE : 0.86 GEV : 18.74
Total Revenue (TTM) CMRE : $849.60M GEV : $39.38B
Gross Profit (TTM) CMRE : $495.90M GEV : $7.85B
EBITDA (TTM) CMRE : $569.59M GEV : $3.32B

Return for Risk

CMRE vs. GEV — Risk / Return Rank

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

CMRE

CMRE Risk / Return Rank: 91
CMRE Sharpe Ratio Rank: 93
CMRE Sortino Ratio Rank: 90
CMRE Omega Ratio Rank: 87
CMRE Calmar Ratio Rank: 93
CMRE Martin Ratio Rank: 94

GEV

GEV Risk / Return Rank: 87
GEV Sharpe Ratio Rank: 87
GEV Sortino Ratio Rank: 85
GEV Omega Ratio Rank: 83
GEV Calmar Ratio Rank: 92
GEV Martin Ratio Rank: 90

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.

CMRE vs. GEV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Costamare Inc. (CMRE) 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.

	CMRE	GEV	Difference
Sharpe ratio Return per unit of total volatility	2.69	1.97	+0.73
Sortino ratio Return per unit of downside risk	3.28	2.75	+0.53
Omega ratio Gain probability vs. loss probability	1.39	1.34	+0.05
Calmar ratio Return relative to maximum drawdown	5.99	5.46	+0.53
Martin ratio Return relative to average drawdown	17.78	12.49	+5.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CMRE vs. GEV - Sharpe Ratio Comparison

The current CMRE Sharpe Ratio is 2.69, which is higher than the GEV Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of CMRE 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.

Sharpe Ratios by Period

	CMRE	GEV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.69	1.97	+0.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.31	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	2.85	-2.60

Drawdowns

CMRE vs. GEV - Drawdown Comparison

The maximum CMRE drawdown since its inception was -78.24%, which is greater than GEV's maximum drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for CMRE and GEV.

Drawdown Indicators

	CMRE	GEV	Difference
Max Drawdown Largest peak-to-trough decline	-78.24%	-38.29%	-39.95%
Max Drawdown (1Y) Largest decline over 1 year	-14.61%	-17.51%	+2.90%
Max Drawdown (3Y) Largest decline over 3 years	-50.07%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-52.88%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-66.54%	—	—
Current Drawdown Current decline from peak	-13.22%	-16.54%	+3.32%
Average Drawdown Average peak-to-trough decline	-33.50%	-6.84%	-26.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.91%	7.64%	-2.73%

Volatility

CMRE vs. GEV - Volatility Comparison

The current volatility for Costamare Inc. (CMRE) is 11.47%, while GE Vernova Inc. (GEV) has a volatility of 12.57%. This indicates that CMRE 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.

Volatility by Period

	CMRE	GEV	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.47%	12.57%	-1.10%
Volatility (6M) Calculated over the trailing 6-month period	23.30%	36.64%	-13.34%
Volatility (1Y) Calculated over the trailing 1-year period	32.49%	48.57%	-16.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.47%	52.85%	-14.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.38%	52.85%	-8.47%

Dividends

CMRE vs. GEV - Dividend Comparison

CMRE's dividend yield for the trailing twelve months is around 2.98%, more than GEV's 0.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CMRE Costamare Inc.	2.98%	2.54%	3.58%	4.42%	9.11%	3.40%	4.83%	4.20%	9.11%	6.93%	17.32%	11.04%
GEV GE Vernova Inc.	0.16%	0.11%	0.08%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

CMRE vs. GEV - Profitability Comparison

The chart below illustrates the profitability comparison between Costamare Inc. and GE Vernova Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

CMRE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Costamare Inc. reported a gross profit of 103.13M and revenue of 201.56M. Therefore, the gross margin over that period was 51.2%.

GEV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, GE Vernova Inc. reported a gross profit of 1.78B and revenue of 9.34B. Therefore, the gross margin over that period was 19.1%.

CMRE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Costamare Inc. reported an operating income of 88.13M and revenue of 201.56M, resulting in an operating margin of 43.7%.

GEV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, GE Vernova Inc. reported an operating income of 179.00M and revenue of 9.34B, resulting in an operating margin of 1.9%.

CMRE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Costamare Inc. reported a net income of 80.40M and revenue of 201.56M, resulting in a net margin of 39.9%.

GEV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, GE Vernova Inc. reported a net income of 4.75B and revenue of 9.34B, resulting in a net margin of 50.8%.

Frequently Asked Questions

Can I hold both CMRE and GEV in my portfolio?

CMRE and GEV have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CMRE or GEV?

GEV has higher volatility (12.57%) compared to CMRE (11.47%). In terms of maximum drawdown, CMRE dropped -78.24% vs GEV's -38.29%.

Which has better risk-adjusted returns?

CMRE currently has the higher Sharpe Ratio (2.69 vs 1.97), 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.