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GM vs. F
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GM and F is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

GM vs. F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in General Motors Company (GM) and Ford Motor Company (F). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
94.11%
8.80%
GM
F

Key characteristics

Sharpe Ratio

GM:

1.36

F:

-0.36

Sortino Ratio

GM:

1.93

F:

-0.25

Omega Ratio

GM:

1.27

F:

0.96

Calmar Ratio

GM:

0.91

F:

-0.24

Martin Ratio

GM:

7.26

F:

-0.77

Ulcer Index

GM:

5.85%

F:

16.96%

Daily Std Dev

GM:

31.20%

F:

36.30%

Max Drawdown

GM:

-59.95%

F:

-95.49%

Current Drawdown

GM:

-21.99%

F:

-53.02%

Fundamentals

Market Cap

GM:

$56.24B

F:

$39.62B

EPS

GM:

$9.37

F:

$0.88

PE Ratio

GM:

5.46

F:

11.33

PEG Ratio

GM:

8.13

F:

0.57

Total Revenue (TTM)

GM:

$182.72B

F:

$182.74B

Gross Profit (TTM)

GM:

$21.86B

F:

$14.12B

EBITDA (TTM)

GM:

$25.22B

F:

$10.35B

Returns By Period

In the year-to-date period, GM achieves a 40.62% return, which is significantly higher than F's -14.94% return. Over the past 10 years, GM has outperformed F with an annualized return of 6.94%, while F has yielded a comparatively lower 0.79% annualized return.


GM

YTD

40.62%

1M

-10.93%

6M

5.88%

1Y

40.81%

5Y*

6.89%

10Y*

6.94%

F

YTD

-14.94%

1M

-13.56%

6M

-15.33%

1Y

-13.74%

5Y*

5.01%

10Y*

0.79%

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Risk-Adjusted Performance

GM vs. F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for General Motors Company (GM) and Ford Motor Company (F). 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 GM, currently valued at 1.36, compared to the broader market-4.00-2.000.002.001.36-0.36
The chart of Sortino ratio for GM, currently valued at 1.93, compared to the broader market-4.00-2.000.002.004.001.93-0.25
The chart of Omega ratio for GM, currently valued at 1.27, compared to the broader market0.501.001.502.001.270.96
The chart of Calmar ratio for GM, currently valued at 0.91, compared to the broader market0.002.004.006.000.91-0.24
The chart of Martin ratio for GM, currently valued at 7.26, compared to the broader market0.0010.0020.007.26-0.77
GM
F

The current GM Sharpe Ratio is 1.36, which is higher than the F Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of GM and F, 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 Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.36
-0.36
GM
F

Dividends

GM vs. F - Dividend Comparison

GM's dividend yield for the trailing twelve months is around 0.96%, less than F's 8.05% yield.


TTM20232022202120202019201820172016201520142013
GM
General Motors Company
0.96%1.00%0.54%0.00%0.91%4.15%4.54%3.71%4.36%4.06%3.44%0.00%
F
Ford Motor Company
8.05%10.25%4.30%0.48%1.71%6.45%9.54%5.20%7.01%4.26%3.23%2.59%

Drawdowns

GM vs. F - Drawdown Comparison

The maximum GM drawdown since its inception was -59.95%, smaller than the maximum F drawdown of -95.49%. Use the drawdown chart below to compare losses from any high point for GM and F. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-21.99%
-53.02%
GM
F

Volatility

GM vs. F - Volatility Comparison

General Motors Company (GM) has a higher volatility of 12.35% compared to Ford Motor Company (F) at 8.17%. This indicates that GM's price experiences larger fluctuations and is considered to be riskier than F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.35%
8.17%
GM
F

Financials

GM vs. F - Financials Comparison

This section allows you to compare key financial metrics between General Motors Company and Ford Motor 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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