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FTV vs. GE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


FTVGE
YTD Return3.43%61.51%
1Y Return19.85%107.98%
3Y Return (Ann)2.36%36.52%
5Y Return (Ann)1.41%26.24%
Sharpe Ratio0.904.04
Daily Std Dev21.45%25.52%
Max Drawdown-52.65%-85.52%
Current Drawdown-11.83%-0.23%

Fundamentals


FTVGE
Market Cap$26.74B$177.71B
EPS$2.52$3.80
PE Ratio30.1542.72
PEG Ratio1.392.03
Revenue (TTM)$6.13B$69.52B
Gross Profit (TTM)$3.36B$18.54B
EBITDA (TTM)$1.61B$8.48B

Correlation

-0.50.00.51.00.4

The correlation between FTV and GE is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

FTV vs. GE - Performance Comparison

In the year-to-date period, FTV achieves a 3.43% return, which is significantly lower than GE's 61.51% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50.00%100.00%150.00%December2024FebruaryMarchAprilMay
118.45%
27.73%
FTV
GE

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Fortive Corporation

General Electric Company

Risk-Adjusted Performance

FTV vs. GE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortive Corporation (FTV) and General Electric Company (GE). 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.


FTV
Sharpe ratio
The chart of Sharpe ratio for FTV, currently valued at 0.90, compared to the broader market-2.00-1.000.001.002.003.004.000.90
Sortino ratio
The chart of Sortino ratio for FTV, currently valued at 1.31, compared to the broader market-4.00-2.000.002.004.006.001.31
Omega ratio
The chart of Omega ratio for FTV, currently valued at 1.19, compared to the broader market0.501.001.501.19
Calmar ratio
The chart of Calmar ratio for FTV, currently valued at 1.02, compared to the broader market0.002.004.006.001.02
Martin ratio
The chart of Martin ratio for FTV, currently valued at 2.54, compared to the broader market-10.000.0010.0020.0030.002.54
GE
Sharpe ratio
The chart of Sharpe ratio for GE, currently valued at 4.04, compared to the broader market-2.00-1.000.001.002.003.004.004.04
Sortino ratio
The chart of Sortino ratio for GE, currently valued at 5.58, compared to the broader market-4.00-2.000.002.004.006.005.58
Omega ratio
The chart of Omega ratio for GE, currently valued at 1.66, compared to the broader market0.501.001.501.66
Calmar ratio
The chart of Calmar ratio for GE, currently valued at 2.28, compared to the broader market0.002.004.006.002.28
Martin ratio
The chart of Martin ratio for GE, currently valued at 35.07, compared to the broader market-10.000.0010.0020.0030.0035.07

FTV vs. GE - Sharpe Ratio Comparison

The current FTV Sharpe Ratio is 0.90, which is lower than the GE Sharpe Ratio of 4.04. The chart below compares the 12-month rolling Sharpe Ratio of FTV and GE.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00December2024FebruaryMarchAprilMay
0.90
4.04
FTV
GE

Dividends

FTV vs. GE - Dividend Comparison

FTV's dividend yield for the trailing twelve months is around 0.39%, more than GE's 0.29% yield.


TTM20232022202120202019201820172016201520142013
FTV
Fortive Corporation
0.39%0.39%0.44%0.37%0.35%0.37%0.41%0.39%0.26%0.00%0.00%0.00%
GE
General Electric Company
0.29%0.25%0.38%0.34%0.37%0.36%4.89%119,746.64%2.95%2.96%3.53%2.82%

Drawdowns

FTV vs. GE - Drawdown Comparison

The maximum FTV drawdown since its inception was -52.65%, smaller than the maximum GE drawdown of -85.52%. Use the drawdown chart below to compare losses from any high point for FTV and GE. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-11.83%
-0.23%
FTV
GE

Volatility

FTV vs. GE - Volatility Comparison

The current volatility for Fortive Corporation (FTV) is 7.01%, while General Electric Company (GE) has a volatility of 11.97%. This indicates that FTV experiences smaller price fluctuations and is considered to be less risky than GE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%December2024FebruaryMarchAprilMay
7.01%
11.97%
FTV
GE

Financials

FTV vs. GE - Financials Comparison

This section allows you to compare key financial metrics between Fortive Corporation and General Electric 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