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GD vs. XLB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GD and XLB is 0.49, 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.


-0.50.00.51.00.5

Performance

GD vs. XLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in General Dynamics Corporation (GD) and Materials Select Sector SPDR ETF (XLB). The values are adjusted to include any dividend payments, if applicable.

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%JulyAugustSeptemberOctoberNovemberDecember
1,492.18%
650.93%
GD
XLB

Key characteristics

Sharpe Ratio

GD:

0.33

XLB:

0.16

Sortino Ratio

GD:

0.56

XLB:

0.31

Omega Ratio

GD:

1.08

XLB:

1.04

Calmar Ratio

GD:

0.35

XLB:

0.17

Martin Ratio

GD:

1.34

XLB:

0.64

Ulcer Index

GD:

4.34%

XLB:

3.38%

Daily Std Dev

GD:

17.82%

XLB:

13.60%

Max Drawdown

GD:

-95.88%

XLB:

-59.83%

Current Drawdown

GD:

-16.48%

XLB:

-12.48%

Returns By Period

In the year-to-date period, GD achieves a 3.04% return, which is significantly higher than XLB's 1.18% return. Over the past 10 years, GD has outperformed XLB with an annualized return of 8.93%, while XLB has yielded a comparatively lower 7.87% annualized return.


GD

YTD

3.04%

1M

-8.30%

6M

-11.12%

1Y

5.39%

5Y*

10.69%

10Y*

8.93%

XLB

YTD

1.18%

1M

-7.11%

6M

-3.68%

1Y

1.24%

5Y*

9.13%

10Y*

7.87%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

GD vs. XLB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for General Dynamics Corporation (GD) and Materials Select Sector SPDR ETF (XLB). 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 0.33, compared to the broader market-4.00-2.000.002.000.330.16
The chart of Sortino ratio for GD, currently valued at 0.56, compared to the broader market-4.00-2.000.002.004.000.560.31
The chart of Omega ratio for GD, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.04
The chart of Calmar ratio for GD, currently valued at 0.35, compared to the broader market0.002.004.006.000.350.17
The chart of Martin ratio for GD, currently valued at 1.34, compared to the broader market0.0010.0020.001.340.64
GD
XLB

The current GD Sharpe Ratio is 0.33, which is higher than the XLB Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of GD and XLB, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.33
0.16
GD
XLB

Dividends

GD vs. XLB - Dividend Comparison

GD's dividend yield for the trailing twelve months is around 2.13%, more than XLB's 1.37% yield.


TTM20232022202120202019201820172016201520142013
GD
General Dynamics Corporation
2.13%2.01%2.00%2.24%2.90%2.26%2.31%1.61%1.72%2.46%1.76%1.76%
XLB
Materials Select Sector SPDR ETF
1.37%2.00%2.26%1.62%1.72%1.98%2.20%1.66%1.95%2.24%1.97%2.08%

Drawdowns

GD vs. XLB - Drawdown Comparison

The maximum GD drawdown since its inception was -95.88%, which is greater than XLB's maximum drawdown of -59.83%. Use the drawdown chart below to compare losses from any high point for GD and XLB. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.48%
-12.48%
GD
XLB

Volatility

GD vs. XLB - Volatility Comparison

General Dynamics Corporation (GD) and Materials Select Sector SPDR ETF (XLB) have volatilities of 4.35% and 4.18%, 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.35%
4.18%
GD
XLB
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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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