GD vs. XAR

In the year-to-date period, GD achieves a 7.70% return, which is significantly lower than XAR's 14.28% return. Over the past 10 years, GD has underperformed XAR with an annualized return of 9.67%, while XAR has yielded a comparatively higher 13.39% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for General Dynamics Corporation (GD) and SPDR S&P Aerospace & Defense ETF (XAR). 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 -0.14, which is lower than the XAR Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of GD and XAR, 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 2.05%, more than XAR's 0.60% yield.

The maximum GD drawdown since its inception was -76.10%, which is greater than XAR's maximum drawdown of -46.37%. Use the drawdown chart below to compare losses from any high point for GD and XAR. For additional features, visit the drawdowns tool.

General Dynamics Corporation (GD) and SPDR S&P Aerospace & Defense ETF (XAR) have volatilities of 5.91% and 5.74%, 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.