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

Correlation

The correlation between GM and VOO 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.


-0.50.00.51.00.6

Performance

GM vs. VOO - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
94.11%
539.08%
GM
VOO

Key characteristics

Sharpe Ratio

GM:

1.36

VOO:

2.04

Sortino Ratio

GM:

1.93

VOO:

2.72

Omega Ratio

GM:

1.27

VOO:

1.38

Calmar Ratio

GM:

0.91

VOO:

3.02

Martin Ratio

GM:

7.26

VOO:

13.60

Ulcer Index

GM:

5.85%

VOO:

1.88%

Daily Std Dev

GM:

31.20%

VOO:

12.52%

Max Drawdown

GM:

-59.95%

VOO:

-33.99%

Current Drawdown

GM:

-21.99%

VOO:

-3.52%

Returns By Period

In the year-to-date period, GM achieves a 40.62% return, which is significantly higher than VOO's 24.65% return. Over the past 10 years, GM has underperformed VOO with an annualized return of 6.94%, while VOO has yielded a comparatively higher 13.02% annualized return.


GM

YTD

40.62%

1M

-10.93%

6M

5.88%

1Y

40.81%

5Y*

6.89%

10Y*

6.94%

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

GM vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for General Motors Company (GM) and Vanguard S&P 500 ETF (VOO). 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-4.00-2.000.002.001.362.04
The chart of Sortino ratio for GM, currently valued at 1.93, compared to the broader market-4.00-2.000.002.004.001.932.72
The chart of Omega ratio for GM, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.38
The chart of Calmar ratio for GM, currently valued at 0.91, compared to the broader market0.002.004.006.000.913.02
The chart of Martin ratio for GM, currently valued at 7.26, compared to the broader market0.0010.0020.007.2613.60
GM
VOO

The current GM Sharpe Ratio is 1.36, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of GM and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.36
2.04
GM
VOO

Dividends

GM vs. VOO - Dividend Comparison

GM's dividend yield for the trailing twelve months is around 0.96%, less than VOO's 1.26% 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%
VOO
Vanguard S&P 500 ETF
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

GM vs. VOO - Drawdown Comparison

The maximum GM drawdown since its inception was -59.95%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GM and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-21.99%
-3.52%
GM
VOO

Volatility

GM vs. VOO - Volatility Comparison

General Motors Company (GM) has a higher volatility of 12.35% compared to Vanguard S&P 500 ETF (VOO) at 3.58%. This indicates that GM's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
12.35%
3.58%
GM
VOO
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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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