GD vs. GM

In the year-to-date period, GD achieves a 9.98% return, which is significantly lower than GM's 56.27% return. Over the past 10 years, GD has outperformed GM with an annualized return of 9.25%, while GM has yielded a comparatively lower 8.38% annualized return.

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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.

The current GD Sharpe Ratio is 0.91, which is lower than the GM Sharpe Ratio of 3.25. 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.

GD's dividend yield for the trailing twelve months is around 1.99%, more than GM's 0.81% yield.

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.

General Dynamics Corporation (GD) has a higher volatility of 9.59% compared to General Motors Company (GM) at 7.90%. This indicates that GD's price experiences larger fluctuations and is considered to be riskier than GM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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.