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

Key characteristics


GNWGE
YTD Return-11.23%59.26%
1Y Return3.13%101.31%
3Y Return (Ann)11.17%35.94%
5Y Return (Ann)9.68%26.54%
10Y Return (Ann)-10.43%4.20%
Sharpe Ratio0.064.15
Daily Std Dev34.76%25.48%
Max Drawdown-97.63%-85.52%
Current Drawdown-83.28%-1.62%

Fundamentals


GNWGE
Market Cap$2.63B$177.71B
EPS$0.16$3.80
PE Ratio37.4442.72
PEG Ratio0.722.03
Revenue (TTM)$7.49B$69.52B
Gross Profit (TTM)$1.20B$18.54B
EBITDA (TTM)$454.00M$8.48B

Correlation

-0.50.00.51.00.4

The correlation between GNW and GE is 0.42, 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

GNW vs. GE - Performance Comparison

In the year-to-date period, GNW achieves a -11.23% return, which is significantly lower than GE's 59.26% return. Over the past 10 years, GNW has underperformed GE with an annualized return of -10.43%, while GE has yielded a comparatively higher 4.20% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-50.00%0.00%50.00%100.00%December2024FebruaryMarchApril
-67.51%
81.53%
GNW
GE

Compare stocks, funds, or ETFs

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Genworth Financial, Inc.

General Electric Company

Risk-Adjusted Performance

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.


GNW
Sharpe ratio
The chart of Sharpe ratio for GNW, currently valued at 0.06, compared to the broader market-2.00-1.000.001.002.003.000.06
Sortino ratio
The chart of Sortino ratio for GNW, currently valued at 0.31, compared to the broader market-4.00-2.000.002.004.006.000.31
Omega ratio
The chart of Omega ratio for GNW, currently valued at 1.04, compared to the broader market0.501.001.501.04
Calmar ratio
The chart of Calmar ratio for GNW, currently valued at 0.02, compared to the broader market0.002.004.006.000.02
Martin ratio
The chart of Martin ratio for GNW, currently valued at 0.26, compared to the broader market-10.000.0010.0020.0030.000.26
GE
Sharpe ratio
The chart of Sharpe ratio for GE, currently valued at 4.15, compared to the broader market-2.00-1.000.001.002.003.004.15
Sortino ratio
The chart of Sortino ratio for GE, currently valued at 5.71, compared to the broader market-4.00-2.000.002.004.006.005.71
Omega ratio
The chart of Omega ratio for GE, currently valued at 1.68, compared to the broader market0.501.001.501.68
Calmar ratio
The chart of Calmar ratio for GE, currently valued at 2.35, compared to the broader market0.002.004.006.002.35
Martin ratio
The chart of Martin ratio for GE, currently valued at 35.96, compared to the broader market-10.000.0010.0020.0030.0035.96

GNW vs. GE - Sharpe Ratio Comparison

The current GNW Sharpe Ratio is 0.06, which is lower than the GE Sharpe Ratio of 4.15. The chart below compares the 12-month rolling Sharpe Ratio of GNW and GE.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00December2024FebruaryMarchApril
0.06
4.15
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 0.29%.


TTM20232022202120202019201820172016201520142013
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
0.29%0.25%0.38%0.34%0.37%0.36%4.89%119,746.64%2.95%2.96%3.53%2.82%

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 -85.52%. 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%December2024FebruaryMarchApril
-83.28%
-1.62%
GNW
GE

Volatility

GNW vs. GE - Volatility Comparison

The current volatility for Genworth Financial, Inc. (GNW) is 6.23%, while General Electric Company (GE) has a volatility of 13.58%. 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%14.00%December2024FebruaryMarchApril
6.23%
13.58%
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