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GE vs. SAFRY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GE vs. SAFRY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in General Electric Company (GE) and Safran SA (SAFRY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GE achieves a 9.01% return, which is significantly higher than SAFRY's 2.56% return. Over the past 10 years, GE has underperformed SAFRY with an annualized return of 9.96%, while SAFRY has yielded a comparatively higher 20.00% annualized return.


GE

1D
0.76%
1M
13.77%
YTD
9.01%
6M
12.13%
1Y
40.45%
3Y*
58.72%
5Y*
38.14%
10Y*
9.96%

SAFRY

1D
1.37%
1M
7.84%
YTD
2.56%
6M
4.12%
1Y
19.74%
3Y*
34.38%
5Y*
19.82%
10Y*
20.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GE vs. SAFRY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GE
General Electric Company
9.01%85.73%64.83%95.71%-10.92%9.69%-2.73%54.00%-55.39%-42.92%
SAFRY
Safran SA
2.56%61.48%24.75%42.67%2.63%-13.43%-8.37%31.49%17.99%46.30%

Correlation

The correlation between GE and SAFRY is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

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

0.47

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

0.50

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

0.41

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2007

0.35

The correlation between GE and SAFRY shifts across timeframes, from 0.35 (all time) to 0.54 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GE:

$351.79B

SAFRY:

$147.50B

EPS

GE:

$8.15

SAFRY:

€3.89

PE Ratio

GE:

41.14

SAFRY:

19.63

PEG Ratio

GE:

0.01

SAFRY:

0.01

PS Ratio

GE:

7.37

SAFRY:

2.17

PB Ratio

GE:

19.48

SAFRY:

8.59

Total Revenue (TTM)

GE:

$48.35B

SAFRY:

€58.78B

Gross Profit (TTM)

GE:

$16.84B

SAFRY:

€22.83B

EBITDA (TTM)

GE:

$11.01B

SAFRY:

€6.39B

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Return for Risk

GE vs. SAFRY — Risk / Return Rank

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

GE
GE Risk / Return Rank: 7676
Overall Rank
GE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
GE Sortino Ratio Rank: 7474
Sortino Ratio Rank
GE Omega Ratio Rank: 7373
Omega Ratio Rank
GE Calmar Ratio Rank: 7676
Calmar Ratio Rank
GE Martin Ratio Rank: 7878
Martin Ratio Rank

SAFRY
SAFRY Risk / Return Rank: 6161
Overall Rank
SAFRY Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SAFRY Sortino Ratio Rank: 6060
Sortino Ratio Rank
SAFRY Omega Ratio Rank: 5757
Omega Ratio Rank
SAFRY Calmar Ratio Rank: 6161
Calmar Ratio Rank
SAFRY Martin Ratio Rank: 6262
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.

GE vs. SAFRY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for General Electric Company (GE) and Safran SA (SAFRY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GESAFRYDifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+0.68

Omega ratioGain probability vs. loss probability

1.23

1.13

+0.10

Calmar ratioReturn relative to maximum drawdown

1.95

0.81

+1.14

Martin ratioReturn relative to average drawdown

5.26

2.06

+3.20

GE vs. SAFRY - Sharpe Ratio Comparison

The current GE Sharpe Ratio is 1.29, which is higher than the SAFRY Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of GE and SAFRY, 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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Drawdowns

GE vs. SAFRY - Drawdown Comparison

The maximum GE drawdown since its inception was -85.53%, which is greater than SAFRY's maximum drawdown of -65.58%. Use the drawdown chart below to compare losses from any high point for GE and SAFRY.


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Drawdown Indicators


GESAFRYDifference

Max Drawdown

Largest peak-to-trough decline

-85.53%

-65.58%

-19.95%

Max Drawdown (1Y)

Largest decline over 1 year

-20.85%

-24.57%

+3.72%

Max Drawdown (3Y)

Largest decline over 3 years

-21.36%

-24.57%

+3.21%

Max Drawdown (5Y)

Largest decline over 5 years

-44.94%

-41.98%

-2.96%

Max Drawdown (10Y)

Largest decline over 10 years

-81.18%

-65.58%

-15.60%

Current Drawdown

Current decline from peak

-2.88%

-12.89%

+10.01%

Average Drawdown

Average peak-to-trough decline

-25.78%

-12.25%

-13.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.71%

9.60%

-1.89%

Volatility

GE vs. SAFRY - Volatility Comparison

General Electric Company (GE) and Safran SA (SAFRY) have volatilities of 11.02% and 11.51%, 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.


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Volatility by Period


GESAFRYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.02%

11.51%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

27.28%

28.81%

-1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

31.64%

32.78%

-1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.13%

29.83%

+1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.37%

35.32%

+1.05%

Dividends

GE vs. SAFRY - Dividend Comparison

GE's dividend yield for the trailing twelve months is around 0.46%, less than SAFRY's 1.11% yield.


PositionTTM20252024202320222021202020192018201720162015
GE
General Electric Company
0.46%0.47%0.67%0.25%0.38%0.34%0.37%4.12%4.89%4.81%2.94%2.95%
SAFRY
Safran SA
1.11%0.93%1.09%0.83%0.42%0.43%0.00%1.32%1.60%1.60%4.16%1.98%

Financials

GE vs. SAFRY - Financials Comparison

This section allows you to compare key financial metrics between General Electric Company and Safran SA. 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


10.00B15.00B20.00B20222023202420252026
12.39B
16.20B
(GE) Total Revenue
(SAFRY) Total Revenue
Please note, different currencies. GE values in USD, SAFRY values in EUR

GE vs. SAFRY - Profitability Comparison

The chart below illustrates the profitability comparison between General Electric Company and Safran SA over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%20222023202420252026
31.0%
12.1%
Portfolio components
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%.

SAFRY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Safran SA reported a gross profit of 1.96B and revenue of 16.20B. Therefore, the gross margin over that period was 12.1%.

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%.

SAFRY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Safran SA reported an operating income of 1.91B and revenue of 16.20B, resulting in an operating margin of 11.8%.

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%.

SAFRY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Safran SA reported a net income of 2.12B and revenue of 16.20B, resulting in a net margin of 13.1%.


Frequently Asked Questions


GE and SAFRY have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SAFRY has higher volatility (11.51%) compared to GE (11.02%). In terms of maximum drawdown, GE dropped -85.53% vs SAFRY's -65.58%.

GE currently has the higher Sharpe Ratio (1.29 vs 0.61), 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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