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

Correlation

The correlation between GM and GD is 0.58, 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.


Performance

GM vs. GD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

GM:

0.30

GD:

-0.16

Sortino Ratio

GM:

0.69

GD:

-0.04

Omega Ratio

GM:

1.09

GD:

0.99

Calmar Ratio

GM:

0.32

GD:

-0.14

Martin Ratio

GM:

0.89

GD:

-0.29

Ulcer Index

GM:

13.60%

GD:

10.81%

Daily Std Dev

GM:

37.37%

GD:

22.30%

Max Drawdown

GM:

-59.95%

GD:

-76.10%

Current Drawdown

GM:

-21.59%

GD:

-10.35%

Fundamentals

Market Cap

GM:

$48.51B

GD:

$72.65B

EPS

GM:

$7.14

GD:

$14.42

PE Ratio

GM:

7.05

GD:

18.77

PEG Ratio

GM:

1.58

GD:

2.05

PS Ratio

GM:

0.26

GD:

1.48

PB Ratio

GM:

0.75

GD:

3.30

Total Revenue (TTM)

GM:

$188.45B

GD:

$49.21B

Gross Profit (TTM)

GM:

$22.83B

GD:

$7.59B

EBITDA (TTM)

GM:

$21.68B

GD:

$5.88B

Returns By Period

In the year-to-date period, GM achieves a -5.67% return, which is significantly lower than GD's 6.85% return. Over the past 10 years, GM has underperformed GD with an annualized return of 6.21%, while GD has yielded a comparatively higher 9.57% annualized return.


GM

YTD

-5.67%

1M

12.53%

6M

-12.60%

1Y

11.28%

5Y*

17.96%

10Y*

6.21%

GD

YTD

6.85%

1M

0.49%

6M

-3.72%

1Y

-3.49%

5Y*

19.13%

10Y*

9.57%

*Annualized

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Risk-Adjusted Performance

GM vs. GD — Risk-Adjusted Performance Rank

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

GM
The Risk-Adjusted Performance Rank of GM is 6161
Overall Rank
The Sharpe Ratio Rank of GM is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of GM is 5757
Sortino Ratio Rank
The Omega Ratio Rank of GM is 5757
Omega Ratio Rank
The Calmar Ratio Rank of GM is 6666
Calmar Ratio Rank
The Martin Ratio Rank of GM is 6363
Martin Ratio Rank

GD
The Risk-Adjusted Performance Rank of GD is 3939
Overall Rank
The Sharpe Ratio Rank of GD is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of GD is 3434
Sortino Ratio Rank
The Omega Ratio Rank of GD is 3434
Omega Ratio Rank
The Calmar Ratio Rank of GD is 4242
Calmar Ratio Rank
The Martin Ratio Rank of GD is 4444
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.

GM vs. GD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for General Motors Company (GM) and General Dynamics Corporation (GD). 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 0.30, which is higher than the GD Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of GM and GD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

GM vs. GD - Dividend Comparison

GM's dividend yield for the trailing twelve months is around 0.96%, less than GD's 2.07% yield.


TTM20242023202220212020201920182017201620152014
GM
General Motors Company
0.96%0.90%1.00%0.54%0.00%0.91%4.15%4.54%3.71%4.36%4.06%3.44%
GD
General Dynamics Corporation
2.07%2.12%2.01%2.00%2.24%2.90%2.26%2.31%1.61%1.72%2.46%1.76%

Drawdowns

GM vs. GD - Drawdown Comparison

The maximum GM drawdown since its inception was -59.95%, smaller than the maximum GD drawdown of -76.10%. Use the drawdown chart below to compare losses from any high point for GM and GD. For additional features, visit the drawdowns tool.


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Volatility

GM vs. GD - Volatility Comparison

General Motors Company (GM) has a higher volatility of 7.82% compared to General Dynamics Corporation (GD) at 5.87%. This indicates that GM's price experiences larger fluctuations and is considered to be riskier than GD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

GM vs. GD - Financials Comparison

This section allows you to compare key financial metrics between General Motors Company and General Dynamics Corporation. 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


10.00B20.00B30.00B40.00B50.00B20212022202320242025
44.02B
12.22B
(GM) Total Revenue
(GD) Total Revenue
Values in USD except per share items

GM vs. GD - Profitability Comparison

The chart below illustrates the profitability comparison between General Motors Company and General Dynamics Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%5.0%10.0%15.0%20.0%20212022202320242025
12.1%
15.5%
(GM) Gross Margin
(GD) Gross Margin
GM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, General Motors Company reported a gross profit of 5.34B and revenue of 44.02B. Therefore, the gross margin over that period was 12.1%.

GD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, General Dynamics Corporation reported a gross profit of 1.89B and revenue of 12.22B. Therefore, the gross margin over that period was 15.5%.

GM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, General Motors Company reported an operating income of 3.35B and revenue of 44.02B, resulting in an operating margin of 7.6%.

GD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, General Dynamics Corporation reported an operating income of 1.27B and revenue of 12.22B, resulting in an operating margin of 10.4%.

GM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, General Motors Company reported a net income of 2.78B and revenue of 44.02B, resulting in a net margin of 6.3%.

GD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, General Dynamics Corporation reported a net income of 994.00M and revenue of 12.22B, resulting in a net margin of 8.1%.