PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GEHC vs. TDC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GEHC and TDC is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

GEHC vs. TDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GE HealthCare Technologies Inc. (GEHC) and Teradata Corporation (TDC). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-2.14%
-5.24%
GEHC
TDC

Key characteristics

Sharpe Ratio

GEHC:

0.09

TDC:

-0.60

Sortino Ratio

GEHC:

0.32

TDC:

-0.52

Omega Ratio

GEHC:

1.05

TDC:

0.90

Calmar Ratio

GEHC:

0.12

TDC:

-0.37

Martin Ratio

GEHC:

0.24

TDC:

-0.80

Ulcer Index

GEHC:

10.25%

TDC:

31.23%

Daily Std Dev

GEHC:

28.26%

TDC:

41.47%

Max Drawdown

GEHC:

-28.04%

TDC:

-75.50%

Current Drawdown

GEHC:

-17.47%

TDC:

-56.03%

Fundamentals

Market Cap

GEHC:

$36.68B

TDC:

$3.14B

EPS

GEHC:

$3.65

TDC:

$0.85

PE Ratio

GEHC:

22.00

TDC:

38.60

PEG Ratio

GEHC:

8.67

TDC:

3.35

Total Revenue (TTM)

GEHC:

$19.56B

TDC:

$1.80B

Gross Profit (TTM)

GEHC:

$8.08B

TDC:

$1.10B

EBITDA (TTM)

GEHC:

$3.58B

TDC:

$303.00M

Returns By Period

In the year-to-date period, GEHC achieves a 0.29% return, which is significantly higher than TDC's -25.14% return.


GEHC

YTD

0.29%

1M

-6.17%

6M

-2.46%

1Y

2.79%

5Y*

N/A

10Y*

N/A

TDC

YTD

-25.14%

1M

10.41%

6M

-3.44%

1Y

-24.85%

5Y*

4.04%

10Y*

-3.02%

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

GEHC vs. TDC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GE HealthCare Technologies Inc. (GEHC) and Teradata Corporation (TDC). 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 GEHC, currently valued at 0.10, compared to the broader market-4.00-2.000.002.000.10-0.60
The chart of Sortino ratio for GEHC, currently valued at 0.33, compared to the broader market-4.00-2.000.002.004.000.33-0.52
The chart of Omega ratio for GEHC, currently valued at 1.05, compared to the broader market0.501.001.502.001.050.90
The chart of Calmar ratio for GEHC, currently valued at 0.14, compared to the broader market0.002.004.006.000.14-0.43
The chart of Martin ratio for GEHC, currently valued at 0.27, compared to the broader market0.0010.0020.000.27-0.80
GEHC
TDC

The current GEHC Sharpe Ratio is 0.09, which is higher than the TDC Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of GEHC and TDC, 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 Ratio-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.10
-0.60
GEHC
TDC

Dividends

GEHC vs. TDC - Dividend Comparison

GEHC's dividend yield for the trailing twelve months is around 0.15%, while TDC has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
GEHC
GE HealthCare Technologies Inc.
0.15%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TDC
Teradata Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%8.47%

Drawdowns

GEHC vs. TDC - Drawdown Comparison

The maximum GEHC drawdown since its inception was -28.04%, smaller than the maximum TDC drawdown of -75.50%. Use the drawdown chart below to compare losses from any high point for GEHC and TDC. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.47%
-43.27%
GEHC
TDC

Volatility

GEHC vs. TDC - Volatility Comparison

The current volatility for GE HealthCare Technologies Inc. (GEHC) is 5.30%, while Teradata Corporation (TDC) has a volatility of 6.41%. This indicates that GEHC experiences smaller price fluctuations and is considered to be less risky than TDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.30%
6.41%
GEHC
TDC

Financials

GEHC vs. TDC - Financials Comparison

This section allows you to compare key financial metrics between GE HealthCare Technologies Inc. and Teradata Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab