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GM vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GM and SPY is 0.57, 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. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in General Motors Company (GM) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
76.97%
506.84%
GM
SPY

Key characteristics

Sharpe Ratio

GM:

0.08

SPY:

0.60

Sortino Ratio

GM:

0.36

SPY:

0.98

Omega Ratio

GM:

1.05

SPY:

1.15

Calmar Ratio

GM:

0.07

SPY:

0.64

Martin Ratio

GM:

0.21

SPY:

2.53

Ulcer Index

GM:

13.23%

SPY:

4.77%

Daily Std Dev

GM:

36.86%

SPY:

20.03%

Max Drawdown

GM:

-59.95%

SPY:

-55.19%

Current Drawdown

GM:

-28.88%

SPY:

-8.56%

Returns By Period

In the year-to-date period, GM achieves a -14.44% return, which is significantly lower than SPY's -4.37% return. Over the past 10 years, GM has underperformed SPY with an annualized return of 5.09%, while SPY has yielded a comparatively higher 12.15% annualized return.


GM

YTD

-14.44%

1M

2.90%

6M

-14.94%

1Y

1.89%

5Y*

15.88%

10Y*

5.09%

SPY

YTD

-4.37%

1M

10.59%

6M

-2.49%

1Y

9.55%

5Y*

15.94%

10Y*

12.15%

*Annualized

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Risk-Adjusted Performance

GM vs. SPY — 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 5151
Overall Rank
The Sharpe Ratio Rank of GM is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of GM is 4646
Sortino Ratio Rank
The Omega Ratio Rank of GM is 4646
Omega Ratio Rank
The Calmar Ratio Rank of GM is 5454
Calmar Ratio Rank
The Martin Ratio Rank of GM is 5353
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 5959
Overall Rank
The Sharpe Ratio Rank of SPY is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5757
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6363
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6161
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. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for General Motors Company (GM) and SPDR S&P 500 ETF (SPY). 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 0.08, which is lower than the SPY Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of GM and SPY, 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 Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
0.08
0.60
GM
SPY

Dividends

GM vs. SPY - Dividend Comparison

GM's dividend yield for the trailing twelve months is around 1.06%, less than SPY's 1.28% yield.


TTM20242023202220212020201920182017201620152014
GM
General Motors Company
1.06%0.90%1.00%0.54%0.00%0.91%4.15%4.54%3.71%4.36%4.06%3.44%
SPY
SPDR S&P 500 ETF
1.28%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

GM vs. SPY - Drawdown Comparison

The maximum GM drawdown since its inception was -59.95%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for GM and SPY. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-28.88%
-8.56%
GM
SPY

Volatility

GM vs. SPY - Volatility Comparison

The current volatility for General Motors Company (GM) is 11.34%, while SPDR S&P 500 ETF (SPY) has a volatility of 12.57%. This indicates that GM experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
11.34%
12.57%
GM
SPY