GE vs. VTI
Compare and contrast key facts about General Electric Company (GE) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GE or VTI.
Performance
GE vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, GE achieves a 75.14% return, which is significantly higher than VTI's 24.13% return. Over the past 10 years, GE has underperformed VTI with an annualized return of 4.89%, while VTI has yielded a comparatively higher 12.59% annualized return.
GE
75.14%
-7.83%
11.81%
86.51%
26.24%
4.89%
VTI
24.13%
0.90%
11.75%
32.54%
14.83%
12.59%
Key characteristics
| GE | VTI | |
|---|---|---|
| Sharpe Ratio | 3.00 | 2.63 |
| Sortino Ratio | 3.54 | 3.51 |
| Omega Ratio | 1.52 | 1.48 |
| Calmar Ratio | 2.19 | 3.84 |
| Martin Ratio | 24.50 | 16.85 |
| Ulcer Index | 3.59% | 1.95% |
| Daily Std Dev | 29.45% | 12.54% |
| Max Drawdown | -85.53% | -55.45% |
| Current Drawdown | -8.60% | -2.03% |
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Correlation
The correlation between GE and VTI is 0.63, 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.
Risk-Adjusted Performance
GE vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for General Electric Company (GE) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
GE vs. VTI - Dividend Comparison
GE's dividend yield for the trailing twelve months is around 0.51%, less than VTI's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GE General Electric Company | 0.51% | 0.25% | 0.38% | 0.34% | 0.37% | 0.36% | 4.89% | 4.81% | 2.94% | 2.95% | 3.52% | 2.82% |
VTI Vanguard Total Stock Market ETF | 1.28% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
GE vs. VTI - Drawdown Comparison
The maximum GE drawdown since its inception was -85.53%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for GE and VTI. For additional features, visit the drawdowns tool.
Volatility
GE vs. VTI - Volatility Comparison
General Electric Company (GE) has a higher volatility of 12.14% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that GE's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.