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GD vs. MDT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GD vs. MDT - Performance Comparison

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

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Returns By Period

In the year-to-date period, GD achieves a 2.13% return, which is significantly higher than MDT's -15.31% return. Over the past 10 years, GD has outperformed MDT with an annualized return of 11.59%, while MDT has yielded a comparatively lower 2.04% annualized return.


GD

1D
-1.61%
1M
-1.64%
YTD
2.13%
6M
2.33%
1Y
25.55%
3Y*
19.52%
5Y*
14.60%
10Y*
11.59%

MDT

1D
-1.20%
1M
5.96%
YTD
-15.31%
6M
-19.07%
1Y
-4.79%
3Y*
2.04%
5Y*
-5.25%
10Y*
2.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GD vs. MDT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GD
General Dynamics Corporation
2.13%30.39%3.52%7.13%21.69%43.77%-13.14%14.80%-21.34%19.85%
MDT
Medtronic plc
-15.31%24.05%0.28%9.58%-22.55%-9.79%5.70%27.34%15.18%15.90%

Correlation

The correlation between GD and MDT is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Jan 4, 1982

0.26

Fundamentals

Market Cap

GD:

$93.43B

MDT:

$103.94B

EPS

GD:

$15.92

MDT:

$3.58

PE Ratio

GD:

21.41

MDT:

22.52

PEG Ratio

GD:

2.71

MDT:

2.03

PS Ratio

GD:

1.73

MDT:

2.93

Total Revenue (TTM)

GD:

$53.81B

MDT:

$35.48B

Gross Profit (TTM)

GD:

$7.48B

MDT:

$5.78B

EBITDA (TTM)

GD:

$6.26B

MDT:

$7.11B

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Return for Risk

GD vs. MDT — Risk / Return Rank

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

GD
GD Risk / Return Rank: 7676
Overall Rank
GD Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
GD Sortino Ratio Rank: 7676
Sortino Ratio Rank
GD Omega Ratio Rank: 7272
Omega Ratio Rank
GD Calmar Ratio Rank: 7373
Calmar Ratio Rank
GD Martin Ratio Rank: 8080
Martin Ratio Rank

MDT
MDT Risk / Return Rank: 3131
Overall Rank
MDT Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MDT Sortino Ratio Rank: 2727
Sortino Ratio Rank
MDT Omega Ratio Rank: 2727
Omega Ratio Rank
MDT Calmar Ratio Rank: 3737
Calmar Ratio Rank
MDT Martin Ratio Rank: 3434
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.

GD vs. MDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for General Dynamics Corporation (GD) and Medtronic plc (MDT). 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.


GDMDTDifference
Sharpe ratioReturn per unit of total volatility

+1.45

Sortino ratioReturn per unit of downside risk

+2.17

Omega ratioGain probability vs. loss probability

1.24

0.98

+0.26

Calmar ratioReturn relative to maximum drawdown

1.77

-0.17

+1.93

Martin ratioReturn relative to average drawdown

6.11

-0.43

+6.54

GD vs. MDT - Sharpe Ratio Comparison

The current GD Sharpe Ratio is 1.22, which is higher than the MDT Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of GD and MDT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GDMDTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

-0.23

+1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

-0.24

+0.96

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.09

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.47

+0.10

Drawdowns

GD vs. MDT - Drawdown Comparison

The maximum GD drawdown since its inception was -75.67%, which is greater than MDT's maximum drawdown of -57.63%. Use the drawdown chart below to compare losses from any high point for GD and MDT.


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Drawdown Indicators


GDMDTDifference

Max Drawdown

Largest peak-to-trough decline

-75.67%

-57.63%

-18.04%

Max Drawdown (1Y)

Largest decline over 1 year

-14.53%

-28.90%

+14.37%

Max Drawdown (3Y)

Largest decline over 3 years

-22.55%

-28.90%

+6.35%

Max Drawdown (5Y)

Largest decline over 5 years

-22.55%

-45.10%

+22.55%

Max Drawdown (10Y)

Largest decline over 10 years

-51.63%

-45.10%

-6.53%

Current Drawdown

Current decline from peak

-6.79%

-30.81%

+24.02%

Average Drawdown

Average peak-to-trough decline

-15.61%

-16.54%

+0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.19%

11.17%

-6.98%

Volatility

GD vs. MDT - Volatility Comparison

The current volatility for General Dynamics Corporation (GD) is 5.72%, while Medtronic plc (MDT) has a volatility of 10.04%. This indicates that GD experiences smaller price fluctuations and is considered to be less risky than MDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDMDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.72%

10.04%

-4.32%

Volatility (6M)

Calculated over the trailing 6-month period

17.14%

16.19%

+0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

21.02%

20.95%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.40%

21.93%

-1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.71%

23.24%

-0.53%

Dividends

GD vs. MDT - Dividend Comparison

GD's dividend yield for the trailing twelve months is around 1.79%, less than MDT's 3.52% yield.


PositionTTM20252024202320222021202020192018201720162015
GD
General Dynamics Corporation
1.79%1.76%2.12%2.01%2.00%2.24%2.90%2.26%2.31%1.61%1.72%1.96%
MDT
Medtronic plc
3.52%2.95%3.49%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%

Financials

GD vs. MDT - Financials Comparison

This section allows you to compare key financial metrics between General Dynamics Corporation and Medtronic plc. 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


8.00B10.00B12.00B14.00B20222023202420252026
13.48B
9.02B
(GD) Total Revenue
(MDT) Total Revenue
Values in USD except per share items

Frequently Asked Questions


GD and MDT have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MDT has higher volatility (10.04%) compared to GD (5.72%). In terms of maximum drawdown, GD dropped -75.67% vs MDT's -57.63%.

GD currently has the higher Sharpe Ratio (1.22 vs -0.23), 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.

Portfolio Optimizer

Find the right allocation for GD and MDT

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