GEV vs. EMXC
GEV (GE Vernova Inc.) is a stock, while EMXC (iShares MSCI Emerging Markets ex China ETF) is Emerging Markets Equities fund tracking the MSCI Emerging Markets ex China Index. Over the past year, GEV returned 105.08% vs 74.22% for EMXC. At a 0.42 correlation, their price movements are largely independent.
Performance
GEV vs. EMXC - Performance Comparison
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Returns By Period
In the year-to-date period, GEV achieves a 50.00% return, which is significantly higher than EMXC's 42.50% return.
GEV
- 1D
- 4.08%
- 1M
- -6.69%
- YTD
- 50.00%
- 6M
- 43.89%
- 1Y
- 105.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EMXC
- 1D
- 3.83%
- 1M
- 10.65%
- YTD
- 42.50%
- 6M
- 47.59%
- 1Y
- 74.22%
- 3Y*
- 27.88%
- 5Y*
- 13.21%
- 10Y*
- —
GEV vs. EMXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
GEV GE Vernova Inc. | 50.00% | 99.02% | 186.24% |
EMXC iShares MSCI Emerging Markets ex China ETF | 42.50% | 35.14% | -0.59% |
Correlation
The correlation between GEV and EMXC is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2024 | 0.42 |
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Return for Risk
GEV vs. EMXC — Risk / Return Rank
GEV
EMXC
GEV vs. EMXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GE Vernova Inc. (GEV) and iShares MSCI Emerging Markets ex China ETF (EMXC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GEV | EMXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.56 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 4.30 | 5.18 | -0.88 |
| Martin ratioReturn relative to average drawdown | 12.61 | 19.92 | -7.31 |
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Drawdowns
GEV vs. EMXC - Drawdown Comparison
The maximum GEV drawdown since its inception was -38.29%, smaller than the maximum EMXC drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for GEV and EMXC.
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Drawdown Indicators
| GEV | EMXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.29% | -42.81% | +4.52% |
Max Drawdown (1Y)Largest decline over 1 year | -24.57% | -14.41% | -10.16% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.12% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.91% | — |
Current DrawdownCurrent decline from peak | -14.83% | -0.45% | -14.38% |
Average DrawdownAverage peak-to-trough decline | -7.00% | -10.17% | +3.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.36% | 3.74% | +4.62% |
Volatility
GEV vs. EMXC - Volatility Comparison
GE Vernova Inc. (GEV) and iShares MSCI Emerging Markets ex China ETF (EMXC) have volatilities of 13.60% and 13.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GEV | EMXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.60% | 13.30% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 34.53% | 22.16% | +12.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.28% | 24.16% | +25.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.63% | 18.08% | +35.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.63% | 20.10% | +33.53% |
Dividends
GEV vs. EMXC - Dividend Comparison
GEV's dividend yield for the trailing twelve months is around 0.15%, less than EMXC's 2.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
EMXC iShares MSCI Emerging Markets ex China ETF | 2.56% | 2.82% | 2.69% | 1.83% | 2.85% | 1.78% | 1.45% | 3.25% | 2.63% | 0.99% |
GEV GE Vernova Inc. | 0.15% | 0.11% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GEV and EMXC have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GEV has higher volatility (13.60%) compared to EMXC (13.30%). In terms of maximum drawdown, GEV dropped -38.29% vs EMXC's -42.81%.
EMXC currently has the higher Sharpe Ratio (3.09 vs 2.15), 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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