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

Correlation

The correlation between GE and VOO 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.


-0.50.00.51.00.6

Performance

GE vs. VOO - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
12.69%
8.46%
GE
VOO

Key characteristics

Sharpe Ratio

GE:

2.68

VOO:

2.21

Sortino Ratio

GE:

3.18

VOO:

2.92

Omega Ratio

GE:

1.46

VOO:

1.41

Calmar Ratio

GE:

2.32

VOO:

3.34

Martin Ratio

GE:

14.43

VOO:

14.07

Ulcer Index

GE:

5.67%

VOO:

2.01%

Daily Std Dev

GE:

30.56%

VOO:

12.80%

Max Drawdown

GE:

-85.53%

VOO:

-33.99%

Current Drawdown

GE:

-5.71%

VOO:

-1.36%

Returns By Period

In the year-to-date period, GE achieves a 9.63% return, which is significantly higher than VOO's 1.98% return. Over the past 10 years, GE has underperformed VOO with an annualized return of 6.16%, while VOO has yielded a comparatively higher 13.37% annualized return.


GE

YTD

9.63%

1M

8.78%

6M

12.69%

1Y

77.66%

5Y*

27.08%

10Y*

6.16%

VOO

YTD

1.98%

1M

1.13%

6M

8.46%

1Y

25.58%

5Y*

14.35%

10Y*

13.37%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

GE vs. VOO — 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 9494
Overall Rank
The Sharpe Ratio Rank of GE is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of GE is 9393
Sortino Ratio Rank
The Omega Ratio Rank of GE is 9393
Omega Ratio Rank
The Calmar Ratio Rank of GE is 9292
Calmar Ratio Rank
The Martin Ratio Rank of GE is 9595
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for General Electric Company (GE) and Vanguard S&P 500 ETF (VOO). 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 2.68, compared to the broader market-2.000.002.004.002.682.21
The chart of Sortino ratio for GE, currently valued at 3.18, compared to the broader market-4.00-2.000.002.004.006.003.182.92
The chart of Omega ratio for GE, currently valued at 1.46, compared to the broader market0.501.001.502.001.461.41
The chart of Calmar ratio for GE, currently valued at 2.87, compared to the broader market0.002.004.006.002.873.34
The chart of Martin ratio for GE, currently valued at 14.43, compared to the broader market-10.000.0010.0020.0030.0014.4314.07
GE
VOO

The current GE Sharpe Ratio is 2.68, which is comparable to the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of GE and VOO, 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 Ratio1.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
2.68
2.21
GE
VOO

Dividends

GE vs. VOO - Dividend Comparison

GE's dividend yield for the trailing twelve months is around 0.61%, less than VOO's 1.22% yield.


TTM20242023202220212020201920182017201620152014
GE
General Electric Company
0.61%0.67%0.25%0.38%0.34%0.37%0.36%4.89%4.81%2.94%2.95%3.52%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

GE vs. VOO - Drawdown Comparison

The maximum GE drawdown since its inception was -85.53%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GE and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.71%
-1.36%
GE
VOO

Volatility

GE vs. VOO - Volatility Comparison

General Electric Company (GE) has a higher volatility of 7.16% compared to Vanguard S&P 500 ETF (VOO) at 5.05%. This indicates that GE's price experiences larger fluctuations and is considered to be riskier than VOO 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%AugustSeptemberOctoberNovemberDecember2025
7.16%
5.05%
GE
VOO
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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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