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GEV vs. GE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GEV and GE is 0.51, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

GEV vs. GE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GE Vernova Inc. (GEV) and General Electric Company (GE). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
118.75%
18.82%
GEV
GE

Key characteristics

Sharpe Ratio

GEV:

2.38

GE:

0.28

Sortino Ratio

GEV:

2.59

GE:

0.58

Omega Ratio

GEV:

1.37

GE:

1.08

Calmar Ratio

GEV:

3.50

GE:

0.43

Martin Ratio

GEV:

11.26

GE:

1.45

Ulcer Index

GEV:

11.90%

GE:

6.40%

Daily Std Dev

GEV:

56.29%

GE:

33.18%

Max Drawdown

GEV:

-38.29%

GE:

-85.53%

Current Drawdown

GEV:

-34.46%

GE:

-20.16%

Fundamentals

Market Cap

GEV:

$74.21B

GE:

$177.92B

EPS

GEV:

$5.59

GE:

$6.09

PE Ratio

GEV:

48.57

GE:

27.39

PEG Ratio

GEV:

2.45

GE:

10.28

Total Revenue (TTM)

GEV:

$27.69B

GE:

$29.75B

Gross Profit (TTM)

GEV:

$4.97B

GE:

$11.18B

EBITDA (TTM)

GEV:

$1.68B

GE:

$7.07B

Returns By Period

In the year-to-date period, GEV achieves a -12.78% return, which is significantly lower than GE's 1.74% return.


GEV

YTD

-12.78%

1M

-0.83%

6M

8.64%

1Y

120.92%

5Y*

N/A

10Y*

N/A

GE

YTD

1.74%

1M

-12.47%

6M

-9.34%

1Y

9.13%

5Y*

37.42%

10Y*

3.67%

*Annualized

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Risk-Adjusted Performance

GEV vs. GE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GEV
The Risk-Adjusted Performance Rank of GEV is 9797
Overall Rank
The Sharpe Ratio Rank of GEV is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of GEV is 9494
Sortino Ratio Rank
The Omega Ratio Rank of GEV is 9494
Omega Ratio Rank
The Calmar Ratio Rank of GEV is 9999
Calmar Ratio Rank
The Martin Ratio Rank of GEV is 9797
Martin Ratio Rank

GE
The Risk-Adjusted Performance Rank of GE is 7272
Overall Rank
The Sharpe Ratio Rank of GE is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of GE is 6565
Sortino Ratio Rank
The Omega Ratio Rank of GE is 6565
Omega Ratio Rank
The Calmar Ratio Rank of GE is 7979
Calmar Ratio Rank
The Martin Ratio Rank of GE is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GEV vs. GE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GE Vernova Inc. (GEV) and General Electric Company (GE). 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 GEV, currently valued at 2.38, compared to the broader market-2.00-1.000.001.002.00
GEV: 2.38
GE: 0.28
The chart of Sortino ratio for GEV, currently valued at 2.59, compared to the broader market-6.00-4.00-2.000.002.004.00
GEV: 2.59
GE: 0.58
The chart of Omega ratio for GEV, currently valued at 1.37, compared to the broader market0.501.001.502.00
GEV: 1.37
GE: 1.08
The chart of Calmar ratio for GEV, currently valued at 3.50, compared to the broader market0.001.002.003.004.00
GEV: 3.50
GE: 0.43
The chart of Martin ratio for GEV, currently valued at 11.26, compared to the broader market-5.000.005.0010.0015.00
GEV: 11.26
GE: 1.45

The current GEV Sharpe Ratio is 2.38, which is higher than the GE Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of GEV and GE, 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 Ratio0.501.001.502.002.5012 PMWed 0212 PMThu 0312 PMFri 0412 PMSat 0512 PMApr 0612 PMMon 0712 PMTue 08
2.38
0.28
GEV
GE

Dividends

GEV vs. GE - Dividend Comparison

GEV's dividend yield for the trailing twelve months is around 0.09%, less than GE's 0.87% yield.


TTM20242023202220212020201920182017201620152014
GEV
GE Vernova Inc.
0.09%0.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GE
General Electric Company
0.87%0.67%0.25%0.38%0.34%0.37%0.36%4.89%4.81%2.94%2.95%3.52%

Drawdowns

GEV vs. GE - Drawdown Comparison

The maximum GEV drawdown since its inception was -38.29%, smaller than the maximum GE drawdown of -85.53%. Use the drawdown chart below to compare losses from any high point for GEV and GE. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-34.46%
-20.16%
GEV
GE

Volatility

GEV vs. GE - Volatility Comparison

GE Vernova Inc. (GEV) has a higher volatility of 22.18% compared to General Electric Company (GE) at 15.39%. This indicates that GEV's price experiences larger fluctuations and is considered to be riskier than GE 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%30.00%NovemberDecember2025FebruaryMarchApril
22.18%
15.39%
GEV
GE

Financials

GEV vs. GE - Financials Comparison

This section allows you to compare key financial metrics between GE Vernova Inc. and General Electric 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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