GEV vs. VH2.DE

Last updated Jun 13, 2026

GEV (GE Vernova Inc.) and VH2.DE (Friedrich Vorwerk Group SE) are both stocks. Both are in the Industrials sector — GEV in Specialty Industrial Machinery, VH2.DE in Engineering & Construction. Over the past year, GEV returned 93.31% vs 12.44% for VH2.DE. At a 0.21 correlation, their price movements are largely independent.

Performance

GEV vs. VH2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GE Vernova Inc. (GEV) and Friedrich Vorwerk Group SE (VH2.DE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

GEV is traded in USD, while VH2.DE is traded in EUR. To make them comparable, the VH2.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GEV achieves a 44.12% return, which is significantly higher than VH2.DE's -20.09% return.

GEV

• 1D: 3.74%
• 1M: -11.47%
• YTD: 44.12%
• 6M: 40.23%
• 1Y: 93.31%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VH2.DE

• 1D: 6.60%
• 1M: -12.70%
• YTD: -20.09%
• 6M: -19.45%
• 1Y: 12.44%
• 3Y*: 85.88%
• 5Y*: 9.33%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GEV vs. VH2.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GEV GE Vernova Inc.	44.12%	99.02%	186.24%
VH2.DE Friedrich Vorwerk Group SE	-20.09%	239.49%	66.82%

Correlation

The correlation between GEV and VH2.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (All Time) Calculated using the full available price history since Mar 27, 2024	0.21

Return for Risk

GEV vs. VH2.DE — Risk / Return Rank

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

GEV

GEV Risk / Return Rank: 88
GEV Sharpe Ratio Rank: 89
GEV Sortino Ratio Rank: 87
GEV Omega Ratio Rank: 84
GEV Calmar Ratio Rank: 89
GEV Martin Ratio Rank: 90

VH2.DE

VH2.DE Risk / Return Rank: 50
VH2.DE Sharpe Ratio Rank: 51
VH2.DE Sortino Ratio Rank: 50
VH2.DE Omega Ratio Rank: 48
VH2.DE Calmar Ratio Rank: 50
VH2.DE Martin Ratio Rank: 49

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. VH2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GE Vernova Inc. (GEV) and Friedrich Vorwerk Group SE (VH2.DE). 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	VH2.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.91	0.21	+1.70
Sortino ratio: Return per unit of downside risk	2.68	0.76	+1.92
Omega ratio: Gain probability vs. loss probability	1.33	1.09	+0.24
Calmar ratio: Return relative to maximum drawdown	3.82	0.27	+3.55
Martin ratio: Return relative to average drawdown	11.27	0.58	+10.69

GEV vs. VH2.DE - Sharpe Ratio Comparison

The current GEV Sharpe Ratio is 1.91, which is higher than the VH2.DE Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of GEV and VH2.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GEV vs. VH2.DE - Drawdown Comparison

The maximum GEV drawdown since its inception was -38.29%, smaller than the maximum VH2.DE drawdown of -84.51%. Use the drawdown chart below to compare losses from any high point for GEV and VH2.DE.

Drawdown Indicators

	GEV	VH2.DE	Difference
Max Drawdown Largest peak-to-trough decline	-38.29%	-84.51%	+46.22%
Max Drawdown (1Y) Largest decline over 1 year	-24.57%	-46.42%	+21.85%
Max Drawdown (3Y) Largest decline over 3 years	—	-46.42%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-83.17%	—
Current Drawdown Current decline from peak	-18.17%	-37.98%	+19.81%
Average Drawdown Average peak-to-trough decline	-6.99%	-46.85%	+39.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.31%	21.54%	-13.23%

Volatility

GEV vs. VH2.DE - Volatility Comparison

The current volatility for GE Vernova Inc. (GEV) is 13.17%, while Friedrich Vorwerk Group SE (VH2.DE) has a volatility of 16.41%. This indicates that GEV experiences smaller price fluctuations and is considered to be less risky than VH2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GEV	VH2.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.17%	16.41%	-3.24%
Volatility (6M) Calculated over the trailing 6-month period	34.45%	41.54%	-7.09%
Volatility (1Y) Calculated over the trailing 1-year period	49.09%	57.75%	-8.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	53.62%	54.16%	-0.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	53.62%	53.40%	+0.22%

Dividends

GEV vs. VH2.DE - Dividend Comparison

GEV's dividend yield for the trailing twelve months is around 0.16%, less than VH2.DE's 1.69% yield.

Position	TTM	2025	2024	2023	2022
GEV GE Vernova Inc.	0.16%	0.11%	0.08%	0.00%	0.00%
VH2.DE Friedrich Vorwerk Group SE	1.69%	0.37%	0.44%	0.77%	0.91%

Financials

Frequently Asked Questions

Can I hold both GEV and VH2.DE in my portfolio?

GEV and VH2.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.