GEHC vs. VHT
Compare and contrast key facts about GE HealthCare Technologies Inc. (GEHC) and Vanguard Health Care ETF (VHT).
VHT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Health Care 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GEHC or VHT.
Performance
GEHC vs. VHT - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with GEHC having a 6.78% return and VHT slightly higher at 7.00%.
GEHC
6.78%
-7.67%
3.32%
12.17%
N/A
N/A
VHT
7.00%
-4.35%
1.15%
13.61%
9.16%
9.35%
Key characteristics
| GEHC | VHT | |
|---|---|---|
| Sharpe Ratio | 0.42 | 1.26 |
| Sortino Ratio | 0.76 | 1.78 |
| Omega Ratio | 1.11 | 1.23 |
| Calmar Ratio | 0.53 | 1.45 |
| Martin Ratio | 1.25 | 5.17 |
| Ulcer Index | 9.72% | 2.74% |
| Daily Std Dev | 29.23% | 11.24% |
| Max Drawdown | -28.04% | -39.12% |
| Current Drawdown | -12.13% | -7.51% |
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Correlation
The correlation between GEHC and VHT 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.
Risk-Adjusted Performance
GEHC vs. VHT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GE HealthCare Technologies Inc. (GEHC) and Vanguard Health Care ETF (VHT). 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
GEHC vs. VHT - Dividend Comparison
GEHC's dividend yield for the trailing twelve months is around 0.15%, less than VHT's 1.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
VHT Vanguard Health Care ETF | 1.45% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% | 1.02% | 1.12% |
Drawdowns
GEHC vs. VHT - Drawdown Comparison
The maximum GEHC drawdown since its inception was -28.04%, smaller than the maximum VHT drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for GEHC and VHT. For additional features, visit the drawdowns tool.
Volatility
GEHC vs. VHT - Volatility Comparison
GE HealthCare Technologies Inc. (GEHC) has a higher volatility of 7.54% compared to Vanguard Health Care ETF (VHT) at 4.09%. This indicates that GEHC's price experiences larger fluctuations and is considered to be riskier than VHT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.