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GAM vs. ADX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GAM vs. ADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in General American Investors Company, Inc. (GAM) and Adams Diversified Equity Fund, Inc. (ADX). The values are adjusted to include any dividend payments, if applicable.

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GAM vs. ADX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GAM
General American Investors Company, Inc.
-0.44%28.63%29.55%26.84%-14.84%20.56%5.85%41.76%-10.25%21.32%
ADX
Adams Diversified Equity Fund, Inc.
-4.23%26.03%28.31%31.49%-19.82%29.69%17.28%36.75%-3.58%29.61%

Returns By Period

In the year-to-date period, GAM achieves a -0.44% return, which is significantly higher than ADX's -4.23% return. Over the past 10 years, GAM has underperformed ADX with an annualized return of 14.54%, while ADX has yielded a comparatively higher 16.41% annualized return.


GAM

1D
2.63%
1M
-5.37%
YTD
-0.44%
6M
4.50%
1Y
29.07%
3Y*
25.04%
5Y*
14.77%
10Y*
14.54%

ADX

1D
4.04%
1M
-5.48%
YTD
-4.23%
6M
2.17%
1Y
25.55%
3Y*
23.81%
5Y*
14.65%
10Y*
16.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GAM vs. ADX — Risk / Return Rank

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

GAM
GAM Risk / Return Rank: 8989
Overall Rank
GAM Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
GAM Sortino Ratio Rank: 8888
Sortino Ratio Rank
GAM Omega Ratio Rank: 9191
Omega Ratio Rank
GAM Calmar Ratio Rank: 8484
Calmar Ratio Rank
GAM Martin Ratio Rank: 9494
Martin Ratio Rank

ADX
ADX Risk / Return Rank: 8383
Overall Rank
ADX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ADX Sortino Ratio Rank: 8181
Sortino Ratio Rank
ADX Omega Ratio Rank: 7777
Omega Ratio Rank
ADX Calmar Ratio Rank: 8888
Calmar Ratio Rank
ADX Martin Ratio Rank: 9292
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.

GAM vs. ADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for General American Investors Company, Inc. (GAM) and Adams Diversified Equity Fund, Inc. (ADX). 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.


GAMADXDifference

Sharpe ratio

Return per unit of total volatility

1.84

1.38

+0.47

Sortino ratio

Return per unit of downside risk

2.63

2.06

+0.58

Omega ratio

Gain probability vs. loss probability

1.41

1.29

+0.12

Calmar ratio

Return relative to maximum drawdown

2.61

2.33

+0.28

Martin ratio

Return relative to average drawdown

14.20

10.84

+3.36

GAM vs. ADX - Sharpe Ratio Comparison

The current GAM Sharpe Ratio is 1.84, which is higher than the ADX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of GAM and ADX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GAMADXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

1.38

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.86

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.92

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.09

+0.35

Correlation

The correlation between GAM and ADX is 0.57, 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.


Dividends

GAM vs. ADX - Dividend Comparison

GAM's dividend yield for the trailing twelve months is around 10.95%, more than ADX's 8.45% yield.


TTM20252024202320222021202020192018201720162015
GAM
General American Investors Company, Inc.
10.95%11.32%8.82%6.17%4.15%1.38%6.72%6.49%9.67%9.56%10.20%3.60%
ADX
Adams Diversified Equity Fund, Inc.
8.45%7.93%12.38%7.34%7.36%15.35%6.54%9.00%15.85%9.18%7.79%7.17%

Drawdowns

GAM vs. ADX - Drawdown Comparison

The maximum GAM drawdown since its inception was -66.63%, smaller than the maximum ADX drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for GAM and ADX.


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Drawdown Indicators


GAMADXDifference

Max Drawdown

Largest peak-to-trough decline

-66.63%

-71.60%

+4.97%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-11.12%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-26.09%

-25.07%

-1.02%

Max Drawdown (10Y)

Largest decline over 10 years

-41.78%

-37.17%

-4.61%

Current Drawdown

Current decline from peak

-6.09%

-6.53%

+0.44%

Average Drawdown

Average peak-to-trough decline

-11.62%

-23.22%

+11.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

2.39%

-0.36%

Volatility

GAM vs. ADX - Volatility Comparison

General American Investors Company, Inc. (GAM) and Adams Diversified Equity Fund, Inc. (ADX) have volatilities of 5.92% and 6.18%, 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.


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Volatility by Period


GAMADXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

6.18%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

8.42%

10.53%

-2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

15.85%

18.63%

-2.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.95%

17.20%

-1.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.62%

17.95%

-0.33%