GM vs. F

In the year-to-date period, GM achieves a 60.09% return, which is significantly higher than F's -3.36% return. Over the past 10 years, GM has outperformed F with an annualized return of 8.62%, while F has yielded a comparatively lower 1.80% annualized return.

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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.

The current GM Sharpe Ratio is 3.34, which is higher than the F Sharpe Ratio of 0.34. 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.

GM's dividend yield for the trailing twelve months is around 0.79%, less than F's 7.08% yield.

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.

General Motors Company (GM) and Ford Motor Company (F) have volatilities of 11.80% and 12.40%, 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.

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.