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

Correlation

The correlation between GEHC and WBD is 0.23, 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.


-0.50.00.51.00.2

Performance

GEHC vs. WBD - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
30.80%
2.99%
GEHC
WBD

Key characteristics

Sharpe Ratio

GEHC:

0.17

WBD:

-0.17

Sortino Ratio

GEHC:

0.43

WBD:

0.10

Omega Ratio

GEHC:

1.06

WBD:

1.01

Calmar Ratio

GEHC:

0.23

WBD:

-0.09

Martin Ratio

GEHC:

0.46

WBD:

-0.30

Ulcer Index

GEHC:

10.30%

WBD:

27.77%

Daily Std Dev

GEHC:

28.32%

WBD:

49.24%

Max Drawdown

GEHC:

-28.04%

WBD:

-91.32%

Current Drawdown

GEHC:

-15.89%

WBD:

-86.17%

Fundamentals

Market Cap

GEHC:

$36.68B

WBD:

$27.84B

EPS

GEHC:

$3.65

WBD:

-$4.58

PEG Ratio

GEHC:

8.67

WBD:

2.79

Total Revenue (TTM)

GEHC:

$19.56B

WBD:

$39.58B

Gross Profit (TTM)

GEHC:

$8.08B

WBD:

$10.57B

EBITDA (TTM)

GEHC:

$3.58B

WBD:

-$4.19B

Returns By Period

In the year-to-date period, GEHC achieves a 2.20% return, which is significantly higher than WBD's -6.06% return.


GEHC

YTD

2.20%

1M

-7.06%

6M

-0.26%

1Y

2.38%

5Y*

N/A

10Y*

N/A

WBD

YTD

-6.06%

1M

4.50%

6M

48.89%

1Y

-5.15%

5Y*

-20.18%

10Y*

-11.18%

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. WBD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GE HealthCare Technologies Inc. (GEHC) and Warner Bros. Discovery, Inc. (WBD). 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 0.17, compared to the broader market-4.00-2.000.002.000.17-0.17
The chart of Sortino ratio for GEHC, currently valued at 0.43, compared to the broader market-4.00-2.000.002.004.000.430.10
The chart of Omega ratio for GEHC, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.01
The chart of Calmar ratio for GEHC, currently valued at 0.23, compared to the broader market0.002.004.006.000.23-0.14
The chart of Martin ratio for GEHC, currently valued at 0.46, compared to the broader market-5.000.005.0010.0015.0020.0025.000.46-0.30
GEHC
WBD

The current GEHC Sharpe Ratio is 0.17, which is higher than the WBD Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of GEHC and WBD, 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
0.17
-0.17
GEHC
WBD

Dividends

GEHC vs. WBD - Dividend Comparison

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


TTM2023
GEHC
GE HealthCare Technologies Inc.
0.15%0.12%
WBD
Warner Bros. Discovery, Inc.
0.00%0.00%

Drawdowns

GEHC vs. WBD - Drawdown Comparison

The maximum GEHC drawdown since its inception was -28.04%, smaller than the maximum WBD drawdown of -91.32%. Use the drawdown chart below to compare losses from any high point for GEHC and WBD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.89%
-32.94%
GEHC
WBD

Volatility

GEHC vs. WBD - Volatility Comparison

The current volatility for GE HealthCare Technologies Inc. (GEHC) is 5.78%, while Warner Bros. Discovery, Inc. (WBD) has a volatility of 18.60%. This indicates that GEHC experiences smaller price fluctuations and is considered to be less risky than WBD 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
5.78%
18.60%
GEHC
WBD

Financials

GEHC vs. WBD - Financials Comparison

This section allows you to compare key financial metrics between GE HealthCare Technologies Inc. and Warner Bros. Discovery, Inc.. 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