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

Correlation

The correlation between GE and VONG is 0.57, 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. 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.

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Key characteristics

Sharpe Ratio

GE:

1.50

VONG:

0.71

Sortino Ratio

GE:

1.82

VONG:

1.02

Omega Ratio

GE:

1.28

VONG:

1.14

Calmar Ratio

GE:

2.19

VONG:

0.67

Martin Ratio

GE:

6.96

VONG:

2.20

Ulcer Index

GE:

6.73%

VONG:

7.07%

Daily Std Dev

GE:

34.19%

VONG:

25.27%

Max Drawdown

GE:

-85.53%

VONG:

-32.72%

Current Drawdown

GE:

0.00%

VONG:

-4.39%

Returns By Period

In the year-to-date period, GE achieves a 47.71% return, which is significantly higher than VONG's -0.33% return. Over the past 10 years, GE has underperformed VONG with an annualized return of 8.05%, while VONG has yielded a comparatively higher 15.95% annualized return.


GE

YTD

47.71%

1M

20.78%

6M

35.47%

1Y

49.90%

3Y*

72.32%

5Y*

50.36%

10Y*

8.05%

VONG

YTD

-0.33%

1M

7.54%

6M

0.51%

1Y

17.41%

3Y*

19.73%

5Y*

17.61%

10Y*

15.95%

*Annualized

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General Electric Company

Vanguard Russell 1000 Growth ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

GE vs. VONG — 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 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of GE is 8282
Sortino Ratio Rank
The Omega Ratio Rank of GE is 8585
Omega Ratio Rank
The Calmar Ratio Rank of GE is 9393
Calmar Ratio Rank
The Martin Ratio Rank of GE is 9090
Martin Ratio Rank

VONG
The Risk-Adjusted Performance Rank of VONG is 6060
Overall Rank
The Sharpe Ratio Rank of VONG is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 5959
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 5656
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. 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.


The current GE Sharpe Ratio is 1.50, which is higher than the VONG Sharpe Ratio of 0.71. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

GE vs. VONG - Dividend Comparison

GE's dividend yield for the trailing twelve months is around 0.49%, less than VONG's 0.54% yield.


TTM20242023202220212020201920182017201620152014
GE
General Electric Company
0.49%0.67%0.25%0.38%0.34%0.37%0.36%4.89%4.81%2.94%2.95%3.52%
VONG
Vanguard Russell 1000 Growth ETF
0.54%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%

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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

GE vs. VONG - Volatility Comparison

The current volatility for General Electric Company (GE) is 5.32%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 5.81%. This indicates that GE experiences smaller price fluctuations and is considered to be less risky than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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