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GTX vs. ESLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GTX vs. ESLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Garrett Motion Inc. (GTX) and Elbit Systems Ltd (ESLT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GTX achieves a 94.87% return, which is significantly higher than ESLT's 34.03% return.


GTX

1D
-2.15%
1M
1.63%
YTD
94.87%
6M
94.98%
1Y
252.77%
3Y*
67.69%
5Y*
33.65%
10Y*

ESLT

1D
-0.15%
1M
0.73%
YTD
34.03%
6M
33.47%
1Y
76.89%
3Y*
55.37%
5Y*
43.14%
10Y*
25.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GTX vs. ESLT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GTX
Garrett Motion Inc.
94.87%97.23%-6.62%26.90%-5.11%81.26%-55.66%-19.04%-43.91%
ESLT
Elbit Systems Ltd
34.03%125.14%22.17%31.30%-4.82%34.77%-14.56%37.62%-11.63%

Correlation

The correlation between GTX and ESLT is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2018

0.12

Fundamentals

Market Cap

GTX:

$6.52B

ESLT:

$37.17B

EPS

GTX:

$1.72

ESLT:

$12.36

PE Ratio

GTX:

19.63

ESLT:

62.48

PEG Ratio

GTX:

0.16

ESLT:

2.96

PS Ratio

GTX:

2.49

ESLT:

4.46

Total Revenue (TTM)

GTX:

$2.71B

ESLT:

$8.23B

Gross Profit (TTM)

GTX:

$855.00M

ESLT:

$2.03B

EBITDA (TTM)

GTX:

$452.00M

ESLT:

$861.06M

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Return for Risk

GTX vs. ESLT — Risk / Return Rank

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

GTX
GTX Risk / Return Rank: 9999
Overall Rank
GTX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
GTX Sortino Ratio Rank: 9999
Sortino Ratio Rank
GTX Omega Ratio Rank: 9898
Omega Ratio Rank
GTX Calmar Ratio Rank: 9898
Calmar Ratio Rank
GTX Martin Ratio Rank: 9999
Martin Ratio Rank

ESLT
ESLT Risk / Return Rank: 8484
Overall Rank
ESLT Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
ESLT Sortino Ratio Rank: 8585
Sortino Ratio Rank
ESLT Omega Ratio Rank: 8282
Omega Ratio Rank
ESLT Calmar Ratio Rank: 8383
Calmar Ratio Rank
ESLT Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GTX vs. ESLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Garrett Motion Inc. (GTX) and Elbit Systems Ltd (ESLT). 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.


GTXESLTDifference
Sharpe ratioReturn per unit of total volatility

+3.56

Sortino ratioReturn per unit of downside risk

+4.39

Omega ratioGain probability vs. loss probability

1.86

1.31

+0.55

Calmar ratioReturn relative to maximum drawdown

12.81

2.98

+9.83

Martin ratioReturn relative to average drawdown

41.66

7.81

+33.85

GTX vs. ESLT - Sharpe Ratio Comparison

The current GTX Sharpe Ratio is 5.31, which is higher than the ESLT Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of GTX and ESLT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GTX vs. ESLT - Drawdown Comparison

The maximum GTX drawdown since its inception was -93.91%, which is greater than ESLT's maximum drawdown of -53.79%. Use the drawdown chart below to compare losses from any high point for GTX and ESLT.


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Drawdown Indicators


GTXESLTDifference

Max Drawdown

Largest peak-to-trough decline

-93.91%

-53.79%

-40.12%

Max Drawdown (1Y)

Largest decline over 1 year

-19.87%

-25.98%

+6.11%

Max Drawdown (3Y)

Largest decline over 3 years

-26.82%

-25.98%

-0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-31.66%

-32.89%

+1.23%

Max Drawdown (10Y)

Largest decline over 10 years

-32.89%

Current Drawdown

Current decline from peak

-2.48%

-23.67%

+21.19%

Average Drawdown

Average peak-to-trough decline

-56.15%

-13.92%

-42.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.10%

9.88%

-3.78%

Volatility

GTX vs. ESLT - Volatility Comparison

The current volatility for Garrett Motion Inc. (GTX) is 9.94%, while Elbit Systems Ltd (ESLT) has a volatility of 20.62%. This indicates that GTX experiences smaller price fluctuations and is considered to be less risky than ESLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GTXESLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.94%

20.62%

-10.68%

Volatility (6M)

Calculated over the trailing 6-month period

35.36%

36.46%

-1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

48.04%

44.13%

+3.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.55%

33.73%

+7.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.00%

29.46%

+34.54%

Dividends

GTX vs. ESLT - Dividend Comparison

GTX's dividend yield for the trailing twelve months is around 0.89%, more than ESLT's 0.53% yield.


PositionTTM20252024202320222021202020192018201720162015
ESLT
Elbit Systems Ltd
0.53%0.47%0.77%0.94%1.22%1.03%1.28%1.14%1.54%1.32%1.57%1.63%
GTX
Garrett Motion Inc.
0.89%1.49%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

GTX vs. ESLT - Financials Comparison

This section allows you to compare key financial metrics between Garrett Motion Inc. and Elbit Systems Ltd. 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


0.001.00B2.00B3.00B4.00B5.00B202220232024202520260
2.19B
(GTX) Total Revenue
(ESLT) Total Revenue
Values in USD except per share items

Frequently Asked Questions


GTX and ESLT have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ESLT has higher volatility (20.62%) compared to GTX (9.94%). In terms of maximum drawdown, GTX dropped -93.91% vs ESLT's -53.79%.

GTX currently has the higher Sharpe Ratio (5.31 vs 1.75), 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.

Portfolio Optimizer

Find the right allocation for GTX and ESLT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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