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

Correlation

The correlation between GD and GM is 0.43, 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.


-0.50.00.51.00.4

Performance

GD vs. GM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in General Dynamics Corporation (GD) and General Motors Company (GM). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
448.09%
101.17%
GD
GM

Key characteristics

Sharpe Ratio

GD:

0.44

GM:

1.52

Sortino Ratio

GD:

0.71

GM:

2.10

Omega Ratio

GD:

1.10

GM:

1.30

Calmar Ratio

GD:

0.45

GM:

1.02

Martin Ratio

GD:

1.70

GM:

7.93

Ulcer Index

GD:

4.58%

GM:

6.00%

Daily Std Dev

GD:

17.79%

GM:

31.29%

Max Drawdown

GD:

-95.88%

GM:

-59.95%

Current Drawdown

GD:

-16.05%

GM:

-19.15%

Fundamentals

Market Cap

GD:

$72.93B

GM:

$56.24B

EPS

GD:

$13.12

GM:

$9.37

PE Ratio

GD:

20.21

GM:

5.46

PEG Ratio

GD:

1.53

GM:

8.13

Total Revenue (TTM)

GD:

$46.05B

GM:

$182.72B

Gross Profit (TTM)

GD:

$7.20B

GM:

$21.86B

EBITDA (TTM)

GD:

$5.33B

GM:

$25.22B

Returns By Period

In the year-to-date period, GD achieves a 3.58% return, which is significantly lower than GM's 45.74% return. Over the past 10 years, GD has outperformed GM with an annualized return of 8.87%, while GM has yielded a comparatively lower 7.08% annualized return.


GD

YTD

3.58%

1M

-5.86%

6M

-10.73%

1Y

6.55%

5Y*

10.79%

10Y*

8.87%

GM

YTD

45.74%

1M

-5.36%

6M

9.09%

1Y

44.41%

5Y*

7.65%

10Y*

7.08%

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Risk-Adjusted Performance

GD vs. GM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for General Dynamics Corporation (GD) 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 GD, currently valued at 0.44, compared to the broader market-4.00-2.000.002.000.441.52
The chart of Sortino ratio for GD, currently valued at 0.71, compared to the broader market-4.00-2.000.002.004.000.712.10
The chart of Omega ratio for GD, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.30
The chart of Calmar ratio for GD, currently valued at 0.45, compared to the broader market0.002.004.006.000.451.02
The chart of Martin ratio for GD, currently valued at 1.70, compared to the broader market-5.000.005.0010.0015.0020.0025.001.707.93
GD
GM

The current GD Sharpe Ratio is 0.44, which is lower than the GM Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of GD 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
0.44
1.52
GD
GM

Dividends

GD vs. GM - Dividend Comparison

GD's dividend yield for the trailing twelve months is around 2.12%, more than GM's 0.93% yield.


TTM20232022202120202019201820172016201520142013
GD
General Dynamics Corporation
2.12%2.01%2.00%2.24%2.90%2.26%2.31%1.61%1.72%2.46%1.76%1.76%
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

GD vs. GM - Drawdown Comparison

The maximum GD drawdown since its inception was -95.88%, which is greater than GM's maximum drawdown of -59.95%. Use the drawdown chart below to compare losses from any high point for GD and GM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.05%
-19.15%
GD
GM

Volatility

GD vs. GM - Volatility Comparison

The current volatility for General Dynamics Corporation (GD) is 4.45%, while General Motors Company (GM) has a volatility of 12.74%. This indicates that GD 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.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
4.45%
12.74%
GD
GM

Financials

GD vs. GM - Financials Comparison

This section allows you to compare key financial metrics between General Dynamics Corporation 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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