F vs. GM
F (Ford Motor Company) and GM (General Motors Company) are both stocks. Both operate in the Auto Manufacturers industry within the Consumer Cyclical sector. Over the past 10 years, F returned 7.26%/yr vs 13.71%/yr for GM. Their 0.74 correlation means they have sometimes moved together and sometimes differently.
Performance
F vs. GM - Performance Comparison
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Returns By Period
In the year-to-date period, F achieves a 17.75% return, which is significantly higher than GM's 9.77% return. Over the past 10 years, F has underperformed GM with an annualized return of 7.26%, while GM has yielded a comparatively higher 13.71% annualized return.
F
- 1D
- 1.57%
- 1M
- 12.97%
- 6M
- 11.30%
- YTD
- 17.75%
- 1Y
- 46.37%
- 3Y*
- 10.35%
- 5Y*
- 6.78%
- 10Y*
- 7.26%
- ALL TIME*
- 5.63%
GM
- 1D
- 0.52%
- 1M
- 16.92%
- 6M
- 6.27%
- YTD
- 9.77%
- 1Y
- 70.71%
- 3Y*
- 33.96%
- 5Y*
- 10.23%
- 10Y*
- 13.71%
- ALL TIME*
- 8.15%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $936.56M | $781.81M | $926.29M | |
| $784.42M | $603.70M | $635.72M |
F vs. GM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
F Ford Motor Company | 17.75% | 42.35% | -13.10% | 10.18% | -42.18% | 137.48% | -3.88% | 29.64% | -34.35% | 8.73% |
GM General Motors Company | 9.77% | 54.24% | 49.84% | 7.92% | -42.36% | 40.80% | 15.16% | 14.02% | -15.06% | 22.51% |
Correlation
The correlation between F and GM is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.65 |
Correlation (3Y) Balances recent behavior with more history. | 0.71 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.78 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2010 | 0.74 |
The correlation between F and GM shifts across timeframes, from 0.65 (1 year) to 0.78 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
F:
$58.54B
GM:
$80.37B
F:
-$1.84
GM:
$2.06
F:
0.31
GM:
0.45
F:
1.64
GM:
1.32
F:
$187.97B
GM:
$185.53B
F:
$20.25B
GM:
$10.64B
F:
-$907.00M
GM:
$13.21B
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Return for Risk
F vs. GM — Risk / Return Rank
F
GM
F vs. GM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ford Motor Company (F) 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.
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.
| F | GM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.38 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 4.28 | -2.43 |
| Martin ratioReturn relative to average drawdown | 3.96 | 9.59 | -5.62 |
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Drawdowns
F vs. GM - Drawdown Comparison
The maximum F drawdown since its inception was -97.07%, which is greater than GM's maximum drawdown of -59.96%. Use the drawdown chart below to compare losses from any high point for F and GM.
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Drawdown Indicators
| F | GM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.07% | -59.96% | -37.11% |
Max Drawdown (1Y)Largest decline over 1 year | -23.39% | -16.00% | -7.39% |
Max Drawdown (3Y)Largest decline over 3 years | -36.51% | -29.10% | -7.41% |
Max Drawdown (5Y)Largest decline over 5 years | -58.62% | -58.96% | +0.34% |
Max Drawdown (10Y)Largest decline over 10 years | -64.77% | -59.96% | -4.81% |
Current DrawdownCurrent decline from peak | -33.40% | -1.59% | -31.81% |
Average DrawdownAverage peak-to-trough decline | -44.68% | -21.39% | -23.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.89% | 7.13% | +3.76% |
Volatility
F vs. GM - Volatility Comparison
The current volatility for Ford Motor Company (F) is 8.28%, while General Motors Company (GM) has a volatility of 10.00%. This indicates that F experiences smaller price fluctuations and is considered to be less risky than GM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| F | GM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.28% | 10.00% | -1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 29.76% | 23.57% | +6.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.38% | 33.78% | +3.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.35% | 36.74% | +2.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.42% | 37.03% | +0.39% |
Dividends
F vs. GM - Dividend Comparison
F's dividend yield for the trailing twelve months is around 6.85%, more than GM's 0.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
F Ford Motor Company | 6.85% | 5.72% | 7.88% | 4.92% | 4.30% | 0.48% | 1.71% | 6.45% | 9.54% | 5.20% | 7.01% | 4.26% |
GM General Motors Company | 0.74% | 0.70% | 0.90% | 1.00% | 0.54% | 0.00% | 0.91% | 4.15% | 4.54% | 3.71% | 4.36% | 4.06% |
Financials
F vs. GM - Financials Comparison
This section allows you to compare key financial metrics between Ford Motor Company 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.
Total Revenue: Total amount of money received from sales and other business activities
F vs. GM - Profitability Comparison
F - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Ford Motor Company reported a gross profit of 6.08B and revenue of 48.30B. Therefore, the gross margin over that period was 12.6%.
GM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, General Motors Company reported a gross profit of 3.66B and revenue of 48.03B. Therefore, the gross margin over that period was 7.6%.
F - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Ford Motor Company reported an operating income of 638.00M and revenue of 48.30B, resulting in an operating margin of 1.3%.
GM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, General Motors Company reported an operating income of 1.46B and revenue of 48.03B, resulting in an operating margin of 3.0%.
F - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Ford Motor Company reported a net income of -1.33B and revenue of 48.30B, resulting in a net margin of -2.8%.
GM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, General Motors Company reported a net income of 1.27B and revenue of 48.03B, resulting in a net margin of 2.7%.
Frequently Asked Questions
F and GM have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GM has higher volatility (10.00%) compared to F (8.28%). In terms of maximum drawdown, F dropped -97.07% vs GM's -59.96%.
GM currently has the higher Sharpe Ratio (2.03 vs 1.16), 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.
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