GD vs. VIG

In the year-to-date period, GD achieves a 10.72% return, which is significantly lower than VIG's 20.41% return. Over the past 10 years, GD has underperformed VIG with an annualized return of 9.35%, while VIG has yielded a comparatively higher 11.75% annualized return.

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The correlation between GD and VIG is 0.66, 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.

This table presents a comparison of risk-adjusted performance metrics for General Dynamics Corporation (GD) and Vanguard Dividend Appreciation ETF (VIG). 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 0.93, which is lower than the VIG Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of GD and VIG, 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 1.98%, more than VIG's 1.69% yield.

The maximum GD drawdown since its inception was -95.88%, which is greater than VIG's maximum drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for GD and VIG. For additional features, visit the drawdowns tool.

General Dynamics Corporation (GD) has a higher volatility of 9.63% compared to Vanguard Dividend Appreciation ETF (VIG) at 3.74%. This indicates that GD's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.