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GELYY vs. F
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GELYY and F is 0.25, 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

GELYY vs. F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Geely Automobile Holdings Ltd ADR (GELYY) and Ford Motor Company (F). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
70.21%
-16.03%
GELYY
F

Key characteristics

Sharpe Ratio

GELYY:

2.21

F:

-0.37

Sortino Ratio

GELYY:

2.81

F:

-0.26

Omega Ratio

GELYY:

1.37

F:

0.96

Calmar Ratio

GELYY:

1.27

F:

-0.25

Martin Ratio

GELYY:

8.62

F:

-0.78

Ulcer Index

GELYY:

11.34%

F:

17.07%

Daily Std Dev

GELYY:

44.21%

F:

36.29%

Max Drawdown

GELYY:

-77.29%

F:

-95.49%

Current Drawdown

GELYY:

-51.44%

F:

-52.78%

Fundamentals

Market Cap

GELYY:

$19.67B

F:

$39.62B

EPS

GELYY:

$3.85

F:

$0.88

PE Ratio

GELYY:

10.05

F:

11.33

PEG Ratio

GELYY:

0.45

F:

0.57

Total Revenue (TTM)

GELYY:

$213.33B

F:

$182.74B

Gross Profit (TTM)

GELYY:

$30.79B

F:

$14.12B

EBITDA (TTM)

GELYY:

$9.38B

F:

$10.35B

Returns By Period

In the year-to-date period, GELYY achieves a 84.32% return, which is significantly higher than F's -14.51% return. Over the past 10 years, GELYY has outperformed F with an annualized return of 23.16%, while F has yielded a comparatively lower 0.71% annualized return.


GELYY

YTD

84.32%

1M

13.88%

6M

70.21%

1Y

103.17%

5Y*

3.02%

10Y*

23.16%

F

YTD

-14.51%

1M

-11.86%

6M

-16.03%

1Y

-11.68%

5Y*

5.11%

10Y*

0.71%

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Risk-Adjusted Performance

GELYY vs. F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Geely Automobile Holdings Ltd ADR (GELYY) and Ford Motor Company (F). 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 GELYY, currently valued at 2.21, compared to the broader market-4.00-2.000.002.002.21-0.37
The chart of Sortino ratio for GELYY, currently valued at 2.81, compared to the broader market-4.00-2.000.002.004.002.81-0.26
The chart of Omega ratio for GELYY, currently valued at 1.37, compared to the broader market0.501.001.502.001.370.96
The chart of Calmar ratio for GELYY, currently valued at 1.27, compared to the broader market0.002.004.006.001.27-0.25
The chart of Martin ratio for GELYY, currently valued at 8.62, compared to the broader market0.0010.0020.008.62-0.78
GELYY
F

The current GELYY Sharpe Ratio is 2.21, which is higher than the F Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of GELYY and F, 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
2.21
-0.37
GELYY
F

Dividends

GELYY vs. F - Dividend Comparison

GELYY's dividend yield for the trailing twelve months is around 1.47%, less than F's 8.01% yield.


TTM20232022202120202019201820172016201520142013
GELYY
Geely Automobile Holdings Ltd ADR
1.47%2.44%1.86%0.95%0.95%2.29%2.13%0.44%0.52%0.60%1.89%1.04%
F
Ford Motor Company
8.01%10.25%4.30%0.48%1.71%6.45%9.54%5.20%7.01%4.26%3.23%2.59%

Drawdowns

GELYY vs. F - Drawdown Comparison

The maximum GELYY drawdown since its inception was -77.29%, smaller than the maximum F drawdown of -95.49%. Use the drawdown chart below to compare losses from any high point for GELYY and F. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-51.44%
-52.78%
GELYY
F

Volatility

GELYY vs. F - Volatility Comparison

Geely Automobile Holdings Ltd ADR (GELYY) has a higher volatility of 12.72% compared to Ford Motor Company (F) at 8.21%. This indicates that GELYY's price experiences larger fluctuations and is considered to be riskier than F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
12.72%
8.21%
GELYY
F

Financials

GELYY vs. F - Financials Comparison

This section allows you to compare key financial metrics between Geely Automobile Holdings Ltd ADR and Ford Motor Company. 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
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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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