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

Correlation

The correlation between GE and VONG is 0.46, 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

GE vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in General Electric Company (GE) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
169.19%
829.56%
GE
VONG

Key characteristics

Sharpe Ratio

GE:

2.07

VONG:

1.99

Sortino Ratio

GE:

2.61

VONG:

2.59

Omega Ratio

GE:

1.37

VONG:

1.36

Calmar Ratio

GE:

1.66

VONG:

2.61

Martin Ratio

GE:

13.33

VONG:

10.24

Ulcer Index

GE:

4.73%

VONG:

3.34%

Daily Std Dev

GE:

30.44%

VONG:

17.20%

Max Drawdown

GE:

-85.53%

VONG:

-32.72%

Current Drawdown

GE:

-17.65%

VONG:

-3.74%

Returns By Period

In the year-to-date period, GE achieves a 57.81% return, which is significantly higher than VONG's 33.66% return. Over the past 10 years, GE has underperformed VONG with an annualized return of 4.24%, while VONG has yielded a comparatively higher 16.68% annualized return.


GE

YTD

57.81%

1M

-9.90%

6M

-2.74%

1Y

60.03%

5Y*

24.41%

10Y*

4.24%

VONG

YTD

33.66%

1M

3.67%

6M

10.06%

1Y

33.57%

5Y*

19.14%

10Y*

16.68%

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Risk-Adjusted Performance

GE vs. VONG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for General Electric Company (GE) and Vanguard Russell 1000 Growth ETF (VONG). 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 GE, currently valued at 2.07, compared to the broader market-4.00-2.000.002.002.071.99
The chart of Sortino ratio for GE, currently valued at 2.61, compared to the broader market-4.00-2.000.002.004.002.612.59
The chart of Omega ratio for GE, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.36
The chart of Calmar ratio for GE, currently valued at 2.01, compared to the broader market0.002.004.006.002.012.61
The chart of Martin ratio for GE, currently valued at 13.33, compared to the broader market0.0010.0020.0013.3310.24
GE
VONG

The current GE Sharpe Ratio is 2.07, which is comparable to the VONG Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of GE and VONG, 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
2.07
1.99
GE
VONG

Dividends

GE vs. VONG - Dividend Comparison

GE's dividend yield for the trailing twelve months is around 0.57%, more than VONG's 0.42% yield.


TTM20232022202120202019201820172016201520142013
GE
General Electric Company
0.57%0.25%0.38%0.34%0.37%0.36%4.89%4.81%2.94%2.95%3.52%2.82%
VONG
Vanguard Russell 1000 Growth ETF
0.42%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%1.28%

Drawdowns

GE vs. VONG - Drawdown Comparison

The maximum GE drawdown since its inception was -85.53%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for GE and VONG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.65%
-3.74%
GE
VONG

Volatility

GE vs. VONG - Volatility Comparison

General Electric Company (GE) has a higher volatility of 8.57% compared to Vanguard Russell 1000 Growth ETF (VONG) at 4.95%. This indicates that GE's price experiences larger fluctuations and is considered to be riskier than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
8.57%
4.95%
GE
VONG
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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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