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GNW vs. GE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GNW and GE is 0.41, 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.


-0.50.00.51.00.4

Performance

GNW vs. GE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Genworth Financial, Inc. (GNW) and General Electric Company (GE). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
9.74%
25.21%
GNW
GE

Key characteristics

Sharpe Ratio

GNW:

0.66

GE:

2.85

Sortino Ratio

GNW:

1.14

GE:

3.38

Omega Ratio

GNW:

1.13

GE:

1.48

Calmar Ratio

GNW:

0.19

GE:

3.06

Martin Ratio

GNW:

2.70

GE:

15.81

Ulcer Index

GNW:

5.97%

GE:

5.68%

Daily Std Dev

GNW:

24.52%

GE:

31.56%

Max Drawdown

GNW:

-97.63%

GE:

-85.53%

Current Drawdown

GNW:

-79.70%

GE:

0.00%

Fundamentals

Market Cap

GNW:

$3.15B

GE:

$224.12B

EPS

GNW:

$0.26

GE:

$6.10

PE Ratio

GNW:

28.35

GE:

34.23

PEG Ratio

GNW:

0.72

GE:

16.74

Total Revenue (TTM)

GNW:

$5.51B

GE:

$45.80B

Gross Profit (TTM)

GNW:

$5.32B

GE:

$15.61B

EBITDA (TTM)

GNW:

$560.00M

GE:

$9.74B

Returns By Period

In the year-to-date period, GNW achieves a 3.00% return, which is significantly lower than GE's 25.69% return. Over the past 10 years, GNW has underperformed GE with an annualized return of -1.85%, while GE has yielded a comparatively higher 7.33% annualized return.


GNW

YTD

3.00%

1M

8.93%

6M

9.76%

1Y

19.60%

5Y*

10.91%

10Y*

-1.85%

GE

YTD

25.69%

1M

22.19%

6M

25.21%

1Y

86.51%

5Y*

27.49%

10Y*

7.33%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

GNW vs. GE — Risk-Adjusted Performance Rank

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

GNW
The Risk-Adjusted Performance Rank of GNW is 6363
Overall Rank
The Sharpe Ratio Rank of GNW is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of GNW is 6262
Sortino Ratio Rank
The Omega Ratio Rank of GNW is 5858
Omega Ratio Rank
The Calmar Ratio Rank of GNW is 5555
Calmar Ratio Rank
The Martin Ratio Rank of GNW is 7070
Martin Ratio Rank

GE
The Risk-Adjusted Performance Rank of GE is 9595
Overall Rank
The Sharpe Ratio Rank of GE is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of GE is 9494
Sortino Ratio Rank
The Omega Ratio Rank of GE is 9494
Omega Ratio Rank
The Calmar Ratio Rank of GE is 9595
Calmar Ratio Rank
The Martin Ratio Rank of GE is 9696
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.

GNW vs. GE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Genworth Financial, Inc. (GNW) and General Electric Company (GE). 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 GNW, currently valued at 0.66, compared to the broader market-2.000.002.004.000.662.85
The chart of Sortino ratio for GNW, currently valued at 1.14, compared to the broader market-6.00-4.00-2.000.002.004.001.143.38
The chart of Omega ratio for GNW, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.48
The chart of Calmar ratio for GNW, currently valued at 0.19, compared to the broader market0.002.004.006.000.194.09
The chart of Martin ratio for GNW, currently valued at 2.70, compared to the broader market0.0010.0020.0030.002.7015.81
GNW
GE

The current GNW Sharpe Ratio is 0.66, which is lower than the GE Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of GNW and GE, 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 Ratio0.001.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
0.66
2.85
GNW
GE

Dividends

GNW vs. GE - Dividend Comparison

GNW has not paid dividends to shareholders, while GE's dividend yield for the trailing twelve months is around 0.53%.


TTM20242023202220212020201920182017201620152014
GNW
Genworth Financial, 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%
GE
General Electric Company
0.53%0.67%0.25%0.38%0.34%0.37%0.36%4.89%4.81%2.94%2.95%3.52%

Drawdowns

GNW vs. GE - Drawdown Comparison

The maximum GNW drawdown since its inception was -97.63%, which is greater than GE's maximum drawdown of -85.53%. Use the drawdown chart below to compare losses from any high point for GNW and GE. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-79.70%
0
GNW
GE

Volatility

GNW vs. GE - Volatility Comparison

The current volatility for Genworth Financial, Inc. (GNW) is 5.42%, while General Electric Company (GE) has a volatility of 8.74%. This indicates that GNW experiences smaller price fluctuations and is considered to be less risky than GE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
5.42%
8.74%
GNW
GE

Financials

GNW vs. GE - Financials Comparison

This section allows you to compare key financial metrics between Genworth Financial, Inc. and General Electric 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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