GEN vs. GSG
GEN (Gen Digital Inc.) is a stock, while GSG (iShares S&P GSCI Commodity-Indexed Trust) is Commodities fund tracking the S&P GSCI Total Return Index. Over the past 10 years, GEN returned 12.22%/yr vs 7.06%/yr for GSG. At a 0.18 correlation, their price movements are largely independent.
Performance
GEN vs. GSG - Performance Comparison
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Returns By Period
In the year-to-date period, GEN achieves a -2.31% return, which is significantly lower than GSG's 36.99% return. Over the past 10 years, GEN has outperformed GSG with an annualized return of 12.22%, while GSG has yielded a comparatively lower 7.06% annualized return.
GEN
- 1D
- -0.90%
- 1M
- 35.08%
- YTD
- -2.31%
- 6M
- -1.95%
- 1Y
- -8.02%
- 3Y*
- 15.48%
- 5Y*
- 0.59%
- 10Y*
- 12.22%
GSG
- 1D
- -2.47%
- 1M
- -3.81%
- YTD
- 36.99%
- 6M
- 33.63%
- 1Y
- 45.17%
- 3Y*
- 17.71%
- 5Y*
- 14.82%
- 10Y*
- 7.06%
GEN vs. GSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GEN Gen Digital Inc. | -2.31% | 1.06% | 22.41% | 9.29% | -15.81% | 27.59% | 44.36% | 37.17% | -31.76% | 18.69% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 36.99% | 5.93% | 8.52% | -5.51% | 24.08% | 38.77% | -23.94% | 15.62% | -13.88% | 3.89% |
Correlation
The correlation between GEN and GSG is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2006 | 0.18 |
The correlation between GEN and GSG shifts across timeframes, from -0.07 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GEN vs. GSG — Risk / Return Rank
GEN
GSG
GEN vs. GSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gen Digital Inc. (GEN) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.
| GEN | GSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.20 | ||
| Sortino ratioReturn per unit of downside risk | -2.70 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.35 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 4.80 | -4.98 |
| Martin ratioReturn relative to average drawdown | -0.37 | 12.37 | -12.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GEN | GSG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.24 | 1.96 | -2.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.66 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.32 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | -0.09 | +0.34 |
Drawdowns
GEN vs. GSG - Drawdown Comparison
The maximum GEN drawdown since its inception was -87.75%, roughly equal to the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for GEN and GSG.
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Drawdown Indicators
| GEN | GSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.75% | -89.62% | +1.87% |
Max Drawdown (1Y)Largest decline over 1 year | -43.59% | -9.46% | -34.13% |
Max Drawdown (3Y)Largest decline over 3 years | -43.59% | -14.94% | -28.65% |
Max Drawdown (5Y)Largest decline over 5 years | -48.41% | -29.12% | -19.29% |
Max Drawdown (10Y)Largest decline over 10 years | -48.41% | -57.64% | +9.23% |
Current DrawdownCurrent decline from peak | -16.69% | -58.64% | +41.95% |
Average DrawdownAverage peak-to-trough decline | -34.29% | -63.71% | +29.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.52% | 3.66% | +17.86% |
Volatility
GEN vs. GSG - Volatility Comparison
Gen Digital Inc. (GEN) has a higher volatility of 16.51% compared to iShares S&P GSCI Commodity-Indexed Trust (GSG) at 7.03%. This indicates that GEN's price experiences larger fluctuations and is considered to be riskier than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GEN | GSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.51% | 7.03% | +9.48% |
Volatility (6M)Calculated over the trailing 6-month period | 28.36% | 20.66% | +7.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.19% | 23.15% | +10.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.30% | 22.63% | +8.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.26% | 22.04% | +11.22% |
Dividends
GEN vs. GSG - Dividend Comparison
GEN's dividend yield for the trailing twelve months is around 1.90%, while GSG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GEN Gen Digital Inc. | 1.90% | 1.84% | 1.83% | 2.19% | 2.33% | 1.92% | 60.15% | 1.37% | 1.59% | 1.07% | 18.31% | 2.86% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GEN and GSG have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GEN has higher volatility (16.51%) compared to GSG (7.03%). In terms of maximum drawdown, GEN dropped -87.75% vs GSG's -89.62%.
GSG currently has the higher Sharpe Ratio (1.96 vs -0.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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