GNRC vs. VB
GNRC (Generac Holdings Inc.) is a stock, while VB (Vanguard Small-Cap ETF) is Small Cap Blend Equities fund tracking the CRSP US Small Cap Index. Over the past 10 years, GNRC returned 19.52%/yr vs 11.08%/yr for VB. Their 0.59 correlation means they have sometimes moved together and sometimes differently.
Performance
GNRC vs. VB - Performance Comparison
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Returns By Period
In the year-to-date period, GNRC achieves a 44.54% return, which is significantly higher than VB's 15.19% return. Over the past 10 years, GNRC has outperformed VB with an annualized return of 19.52%, while VB has yielded a comparatively lower 11.08% annualized return.
GNRC
- 1D
- 2.71%
- 1M
- -21.99%
- 6M
- 17.30%
- YTD
- 44.54%
- 1Y
- 1.80%
- 3Y*
- 8.72%
- 5Y*
- -14.01%
- 10Y*
- 19.52%
- ALL TIME*
- 20.98%
VB
- 1D
- -0.22%
- 1M
- -1.73%
- 6M
- 10.09%
- YTD
- 15.19%
- 1Y
- 25.91%
- 3Y*
- 14.02%
- 5Y*
- 7.45%
- 10Y*
- 11.08%
- ALL TIME*
- 9.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $263.84M | $243.79M | $241.33M | |
| $121.48M | $119.40M | $165.11M |
GNRC vs. VB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GNRC Generac Holdings Inc. | 44.54% | -12.05% | 19.97% | 28.39% | -71.40% | 54.75% | 126.08% | 102.39% | 0.36% | 21.55% |
VB Vanguard Small-Cap ETF | 15.19% | 8.87% | 14.17% | 18.22% | -17.51% | 17.57% | 19.19% | 27.34% | -9.34% | 16.26% |
Correlation
The correlation between GNRC and VB is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.60 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Feb 11, 2010 | 0.59 |
The correlation between GNRC and VB has been stable across timeframes, ranging from 0.59 to 0.65 - a consistent structural relationship.
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Return for Risk
GNRC vs. VB — Risk / Return Rank
GNRC
VB
GNRC vs. VB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Generac Holdings Inc. (GNRC) and Vanguard Small-Cap ETF (VB). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GNRC | VB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.43 | ||
| Sortino ratioReturn per unit of downside risk | -1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.26 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.04 | 2.67 | -2.63 |
| Martin ratioReturn relative to average drawdown | 0.08 | 9.73 | -9.66 |
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Drawdowns
GNRC vs. VB - Drawdown Comparison
The maximum GNRC drawdown since its inception was -83.75%, which is greater than VB's maximum drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for GNRC and VB.
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Drawdown Indicators
| GNRC | VB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.75% | -59.56% | -24.19% |
Max Drawdown (1Y)Largest decline over 1 year | -35.06% | -8.98% | -26.08% |
Max Drawdown (3Y)Largest decline over 3 years | -47.76% | -25.36% | -22.40% |
Max Drawdown (5Y)Largest decline over 5 years | -83.75% | -28.15% | -55.60% |
Max Drawdown (10Y)Largest decline over 10 years | -83.75% | -42.05% | -41.70% |
Current DrawdownCurrent decline from peak | -61.03% | -2.63% | -58.40% |
Average DrawdownAverage peak-to-trough decline | -30.54% | -8.39% | -22.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.54% | 2.46% | +14.08% |
Volatility
GNRC vs. VB - Volatility Comparison
Generac Holdings Inc. (GNRC) has a higher volatility of 12.80% compared to Vanguard Small-Cap ETF (VB) at 3.36%. This indicates that GNRC's price experiences larger fluctuations and is considered to be riskier than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GNRC | VB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.80% | 3.36% | +9.44% |
Volatility (6M)Calculated over the trailing 6-month period | 42.27% | 12.01% | +30.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.52% | 16.47% | +37.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.88% | 20.69% | +32.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.56% | 21.37% | +24.19% |
Dividends
GNRC vs. VB - Dividend Comparison
GNRC has not paid dividends to shareholders, while VB's dividend yield for the trailing twelve months is around 1.22%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GNRC Generac Holdings Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VB Vanguard Small-Cap ETF | 1.22% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
Frequently Asked Questions
GNRC and VB have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GNRC has higher volatility (12.80%) compared to VB (3.36%). In terms of maximum drawdown, GNRC dropped -83.75% vs VB's -59.56%.
VB currently has the higher Sharpe Ratio (1.46 vs 0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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