PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
GEV vs. USMV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GEV vs. USMV

Last updated Jun 9, 2026

GEV (GE Vernova Inc.) is a stock, while USMV (iShares MSCI USA Min Vol Factor ETF) is Large Cap Blend Equities fund tracking the MSCI USA Minimum Volatility Index. Over the past year, GEV returned 92.97% vs 3.18% for USMV. At a 0.23 correlation, their price movements are largely independent.

Performance

GEV vs. USMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GE Vernova Inc. (GEV) and iShares MSCI USA Min Vol Factor ETF (USMV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GEV achieves a 43.08% return, which is significantly higher than USMV's 1.55% return.

GEV

1D
0.03%
1M
-10.22%
YTD
43.08%
6M
50.36%
1Y
92.97%
3Y*
—
5Y*
—
10Y*
—

USMV

1D
-0.43%
1M
1.28%
YTD
1.55%
6M
2.27%
1Y
3.18%
3Y*
11.35%
5Y*
7.21%
10Y*
9.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GEV vs. USMV - Yearly Performance Comparison

2026 (YTD)20252024
GEV
GE Vernova Inc.		43.08%99.02%186.24%
USMV
iShares MSCI USA Min Vol Factor ETF		1.55%7.65%9.10%

Correlation

The correlation between GEV and USMV is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2024

0.23

The correlation between GEV and USMV shifts across timeframes, from 0.11 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

GE Vernova Inc.

iShares MSCI USA Min Vol Factor ETF

Often compared with GEV:
GEV vs. CEGGEV vs. VSTGEV vs. VRTGEV vs. GEGEV vs. SMNEYGEV vs. LEUGEV vs. SPY
Often compared with USMV:
USMV vs. SPLVUSMV vs. SPYUSMV vs. VOOUSMV vs. VFMVUSMV vs. ACWVUSMV vs. QUALUSMV vs. VTI

Return for Risk

GEV vs. USMV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GEV
GEV Risk / Return Rank: 8888
Overall Rank
GEV Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GEV Sortino Ratio Rank: 8686
Sortino Ratio Rank
GEV Omega Ratio Rank: 8383
Omega Ratio Rank
GEV Calmar Ratio Rank: 9292
Calmar Ratio Rank
GEV Martin Ratio Rank: 9090
Martin Ratio Rank
USMV
USMV Risk / Return Rank: 1515
Overall Rank
USMV Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
USMV Sortino Ratio Rank: 1515
Sortino Ratio Rank
USMV Omega Ratio Rank: 1414
Omega Ratio Rank
USMV Calmar Ratio Rank: 1616
Calmar Ratio Rank
USMV Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GEV vs. USMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GE Vernova Inc. (GEV) and iShares MSCI USA Min Vol Factor ETF (USMV). 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.

GEVUSMVDifference
Sharpe ratioReturn per unit of total volatility
1.92
0.37

+1.55

Sortino ratioReturn per unit of downside risk
2.70
0.58

+2.12

Omega ratioGain probability vs. loss probability

1.33

1.07

+0.26

Calmar ratioReturn relative to maximum drawdown

4.98

0.49

+4.48

Martin ratioReturn relative to average drawdown

11.85

1.64

+10.21

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GEV vs. USMV - Sharpe Ratio Comparison

The current GEV Sharpe Ratio is 1.92, which is higher than the USMV Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of GEV and USMV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

GEVUSMVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

0.37

+1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.59

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.67

—

Sharpe Ratio (All Time)

Calculated using the full available price history

2.77

0.86

+1.91

Drawdowns

GEV vs. USMV - Drawdown Comparison

The maximum GEV drawdown since its inception was -38.29%, which is greater than USMV's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for GEV and USMV.

Loading charts...

Drawdown Indicators

GEVUSMVDifference

Max Drawdown

Largest peak-to-trough decline

-38.29%

-33.10%

-5.19%

Max Drawdown (1Y)

Largest decline over 1 year

-18.78%

-6.46%

-12.32%

Max Drawdown (3Y)

Largest decline over 3 years

—

-9.36%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-17.93%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.10%

—

Current Drawdown

Current decline from peak

-18.76%

-2.24%

-16.52%

Average Drawdown

Average peak-to-trough decline

-6.90%

-2.88%

-4.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.88%

1.94%

+5.94%

Volatility

GEV vs. USMV - Volatility Comparison

GE Vernova Inc. (GEV) has a higher volatility of 10.55% compared to iShares MSCI USA Min Vol Factor ETF (USMV) at 2.65%. This indicates that GEV's price experiences larger fluctuations and is considered to be riskier than USMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

GEVUSMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.55%

2.65%

+7.90%

Volatility (6M)

Calculated over the trailing 6-month period

36.38%

6.02%

+30.36%

Volatility (1Y)

Calculated over the trailing 1-year period

48.74%

8.57%

+40.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.76%

12.36%

+40.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.76%

14.51%

+38.25%

Dividends

GEV vs. USMV - Dividend Comparison

GEV's dividend yield for the trailing twelve months is around 0.16%, less than USMV's 1.54% yield.

PositionTTM20252024202320222021202020192018201720162015
GEV
GE Vernova Inc.		0.16%0.11%0.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USMV
iShares MSCI USA Min Vol Factor ETF		1.54%1.49%1.67%1.82%1.62%1.26%1.81%1.88%2.12%1.77%2.22%2.02%

Frequently Asked Questions

GEV and USMV have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GEV has higher volatility (10.55%) compared to USMV (2.65%). In terms of maximum drawdown, GEV dropped -38.29% vs USMV's -33.10%.

GEV currently has the higher Sharpe Ratio (1.92 vs 0.37), 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.

Portfolio Optimizer

Find the right allocation for GEV and USMV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer