GE vs. NTRS
GE (General Electric Company) and NTRS (Northern Trust Corporation) are both stocks. GE operates in Specialty Industrial Machinery (Industrials), while NTRS operates in Asset Management (Financial Services). Over the past 10 years, GE returned 9.67%/yr vs 12.06%/yr for NTRS. At a 0.44 correlation, their price movements are largely independent.
Performance
GE vs. NTRS - Performance Comparison
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Returns By Period
In the year-to-date period, GE achieves a 4.70% return, which is significantly lower than NTRS's 25.08% return. Over the past 10 years, GE has underperformed NTRS with an annualized return of 9.67%, while NTRS has yielded a comparatively higher 12.06% annualized return.
GE
- 1D
- -1.82%
- 1M
- 8.38%
- YTD
- 4.70%
- 6M
- 12.43%
- 1Y
- 26.65%
- 3Y*
- 56.82%
- 5Y*
- 36.95%
- 10Y*
- 9.67%
NTRS
- 1D
- -0.80%
- 1M
- 5.91%
- YTD
- 25.08%
- 6M
- 27.99%
- 1Y
- 60.27%
- 3Y*
- 35.23%
- 5Y*
- 10.74%
- 10Y*
- 12.06%
GE vs. NTRS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GE General Electric Company | 4.70% | 85.73% | 64.83% | 95.71% | -10.92% | 9.69% | -2.73% | 54.00% | -55.39% | -42.92% |
NTRS Northern Trust Corporation | 25.08% | 36.92% | 25.63% | -1.02% | -23.82% | 31.65% | -9.29% | 30.59% | -14.68% | 14.18% |
Correlation
The correlation between GE and NTRS is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 1990 | 0.44 |
Over the past year, the correlation between GE and NTRS has dropped to 0.23 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
Fundamentals
GE:
$8.15
NTRS:
$9.09
GE:
39.51
NTRS:
18.59
GE:
0.01
NTRS:
1.46
GE:
7.08
NTRS:
2.26
GE:
$48.35B
NTRS:
$14.30B
GE:
$16.84B
NTRS:
$8.09B
GE:
$11.01B
NTRS:
$3.21B
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Return for Risk
GE vs. NTRS — Risk / Return Rank
GE
NTRS
GE vs. NTRS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for General Electric Company (GE) and Northern Trust Corporation (NTRS). 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.
| GE | NTRS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.46 | ||
| Sortino ratioReturn per unit of downside risk | -1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.40 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 4.89 | -3.61 |
| Martin ratioReturn relative to average drawdown | 3.45 | 13.20 | -9.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GE | NTRS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 2.31 | -1.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.20 | 0.37 | +0.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.40 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.39 | -0.07 |
Drawdowns
GE vs. NTRS - Drawdown Comparison
The maximum GE drawdown since its inception was -85.53%, which is greater than NTRS's maximum drawdown of -67.67%. Use the drawdown chart below to compare losses from any high point for GE and NTRS.
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Drawdown Indicators
| GE | NTRS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.53% | -67.67% | -17.86% |
Max Drawdown (1Y)Largest decline over 1 year | -20.85% | -12.39% | -8.46% |
Max Drawdown (3Y)Largest decline over 3 years | -21.36% | -25.21% | +3.85% |
Max Drawdown (5Y)Largest decline over 5 years | -44.94% | -50.03% | +5.09% |
Max Drawdown (10Y)Largest decline over 10 years | -81.18% | -50.03% | -31.15% |
Current DrawdownCurrent decline from peak | -6.72% | -1.83% | -4.89% |
Average DrawdownAverage peak-to-trough decline | -25.79% | -20.96% | -4.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.78% | 4.58% | +3.20% |
Volatility
GE vs. NTRS - Volatility Comparison
General Electric Company (GE) has a higher volatility of 9.71% compared to Northern Trust Corporation (NTRS) at 4.74%. This indicates that GE's price experiences larger fluctuations and is considered to be riskier than NTRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GE | NTRS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.71% | 4.74% | +4.97% |
Volatility (6M)Calculated over the trailing 6-month period | 26.76% | 18.84% | +7.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.41% | 26.27% | +5.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.02% | 29.58% | +1.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.33% | 30.38% | +5.95% |
Dividends
GE vs. NTRS - Dividend Comparison
GE's dividend yield for the trailing twelve months is around 0.48%, less than NTRS's 1.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GE General Electric Company | 0.48% | 0.47% | 0.67% | 0.25% | 0.38% | 0.34% | 0.37% | 4.12% | 4.89% | 4.81% | 2.94% | 2.95% |
NTRS Northern Trust Corporation | 1.89% | 2.27% | 2.93% | 3.56% | 3.28% | 2.34% | 3.01% | 2.45% | 2.32% | 1.60% | 1.66% | 1.96% |
Financials
GE vs. NTRS - Financials Comparison
This section allows you to compare key financial metrics between General Electric Company and Northern Trust Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
GE vs. NTRS - Profitability Comparison
GE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, General Electric Company reported a gross profit of 3.85B and revenue of 12.39B. Therefore, the gross margin over that period was 31.0%.
NTRS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Northern Trust Corporation reported a gross profit of 2.12B and revenue of 3.61B. Therefore, the gross margin over that period was 58.8%.
GE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, General Electric Company reported an operating income of 1.70B and revenue of 12.39B, resulting in an operating margin of 13.7%.
NTRS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Northern Trust Corporation reported an operating income of 625.80M and revenue of 3.61B, resulting in an operating margin of 17.3%.
GE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, General Electric Company reported a net income of 1.94B and revenue of 12.39B, resulting in a net margin of 15.6%.
NTRS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Northern Trust Corporation reported a net income of 466.00M and revenue of 3.61B, resulting in a net margin of 12.9%.
Frequently Asked Questions
GE and NTRS have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GE has higher volatility (9.71%) compared to NTRS (4.74%). In terms of maximum drawdown, GE dropped -85.53% vs NTRS's -67.67%.
NTRS currently has the higher Sharpe Ratio (2.31 vs 0.85), 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.
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