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GE vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GE and SPY is 0.64, 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.


Performance

GE vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in General Electric Company (GE) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GE:

1.36

SPY:

0.55

Sortino Ratio

GE:

1.83

SPY:

0.94

Omega Ratio

GE:

1.28

SPY:

1.14

Calmar Ratio

GE:

2.20

SPY:

0.61

Martin Ratio

GE:

6.86

SPY:

2.35

Ulcer Index

GE:

6.86%

SPY:

4.89%

Daily Std Dev

GE:

34.21%

SPY:

20.34%

Max Drawdown

GE:

-85.53%

SPY:

-55.19%

Current Drawdown

GE:

-0.74%

SPY:

-4.62%

Returns By Period

In the year-to-date period, GE achieves a 40.28% return, which is significantly higher than SPY's -0.25% return. Over the past 10 years, GE has underperformed SPY with an annualized return of 7.36%, while SPY has yielded a comparatively higher 12.52% annualized return.


GE

YTD

40.28%

1M

30.94%

6M

31.68%

1Y

46.02%

3Y*

71.63%

5Y*

49.55%

10Y*

7.36%

SPY

YTD

-0.25%

1M

13.42%

6M

-0.66%

1Y

11.09%

3Y*

16.05%

5Y*

16.24%

10Y*

12.52%

*Annualized

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General Electric Company

SPDR S&P 500 ETF

Risk-Adjusted Performance

GE vs. SPY — Risk-Adjusted Performance Rank

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

GE
The Risk-Adjusted Performance Rank of GE is 8888
Overall Rank
The Sharpe Ratio Rank of GE is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of GE is 8383
Sortino Ratio Rank
The Omega Ratio Rank of GE is 8585
Omega Ratio Rank
The Calmar Ratio Rank of GE is 9494
Calmar Ratio Rank
The Martin Ratio Rank of GE is 9090
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 5858
Overall Rank
The Sharpe Ratio Rank of SPY is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5656
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6060
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6262
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GE vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for General Electric Company (GE) and SPDR S&P 500 ETF (SPY). 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 GE Sharpe Ratio is 1.36, which is higher than the SPY Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of GE and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

GE vs. SPY - Dividend Comparison

GE's dividend yield for the trailing twelve months is around 0.51%, less than SPY's 1.23% yield.


TTM20242023202220212020201920182017201620152014
GE
General Electric Company
0.51%0.67%0.25%0.38%0.34%0.37%0.36%4.89%4.81%2.94%2.95%3.52%
SPY
SPDR S&P 500 ETF
1.23%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

GE vs. SPY - Drawdown Comparison

The maximum GE drawdown since its inception was -85.53%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for GE and SPY. For additional features, visit the drawdowns tool.


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Volatility

GE vs. SPY - Volatility Comparison

The current volatility for General Electric Company (GE) is 4.24%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.79%. This indicates that GE experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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