GTX vs. F
GTX (Garrett Motion Inc.) and F (Ford Motor Company) are both stocks. Both are in the Consumer Cyclical sector — GTX in Auto Parts, F in Auto Manufacturers. Over the past 5 years, GTX returned 33.47%/yr vs 4.45%/yr for F. At a 0.36 correlation, their price movements are largely independent.
Performance
GTX vs. F - Performance Comparison
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Returns By Period
In the year-to-date period, GTX achieves a 86.21% return, which is significantly higher than F's 17.02% return.
GTX
- 1D
- 0.91%
- 1M
- 11.48%
- YTD
- 86.21%
- 6M
- 97.18%
- 1Y
- 221.55%
- 3Y*
- 62.84%
- 5Y*
- 33.47%
- 10Y*
- —
F
- 1D
- 0.67%
- 1M
- 23.29%
- YTD
- 17.02%
- 6M
- 16.85%
- 1Y
- 53.41%
- 3Y*
- 9.65%
- 5Y*
- 4.45%
- 10Y*
- 6.32%
GTX vs. F - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
GTX Garrett Motion Inc. | 86.21% | 97.23% | -6.62% | 26.90% | -5.11% | 81.26% | -55.66% | -19.04% | -43.91% |
F Ford Motor Company | 17.02% | 42.35% | -13.10% | 10.18% | -42.18% | 137.48% | -3.88% | 29.64% | -17.59% |
Correlation
The correlation between GTX and F is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2018 | 0.36 |
Fundamentals
GTX:
$6.23B
F:
$61.07B
GTX:
$1.72
F:
-$1.52
GTX:
2.38
F:
0.32
GTX:
$2.71B
F:
$189.86B
GTX:
$855.00M
F:
$17.42B
GTX:
$452.00M
F:
$9.99B
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Return for Risk
GTX vs. F — Risk / Return Rank
GTX
F
GTX vs. F - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Garrett Motion Inc. (GTX) and Ford Motor Company (F). 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.
| GTX | F | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.22 | ||
| Sortino ratioReturn per unit of downside risk | +4.21 | ||
| Omega ratioGain probability vs. loss probability | 1.79 | 1.28 | +0.51 |
| Calmar ratioReturn relative to maximum drawdown | 11.22 | 2.41 | +8.82 |
| Martin ratioReturn relative to average drawdown | 36.36 | 6.36 | +30.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GTX | F | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.67 | 1.45 | +3.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.11 | +0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.17 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.16 | -0.04 |
Drawdowns
GTX vs. F - Drawdown Comparison
The maximum GTX drawdown since its inception was -93.08%, roughly equal to the maximum F drawdown of -97.07%. Use the drawdown chart below to compare losses from any high point for GTX and F.
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Drawdown Indicators
| GTX | F | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.08% | -97.07% | +3.99% |
Max Drawdown (1Y)Largest decline over 1 year | -19.87% | -22.31% | +2.44% |
Max Drawdown (3Y)Largest decline over 3 years | -26.82% | -36.51% | +9.69% |
Max Drawdown (5Y)Largest decline over 5 years | -31.66% | -58.62% | +26.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -64.77% | — |
Current DrawdownCurrent decline from peak | -4.63% | -33.81% | +29.18% |
Average DrawdownAverage peak-to-trough decline | -50.96% | -44.70% | -6.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.12% | 8.42% | -2.30% |
Volatility
GTX vs. F - Volatility Comparison
The current volatility for Garrett Motion Inc. (GTX) is 14.68%, while Ford Motor Company (F) has a volatility of 21.84%. This indicates that GTX experiences smaller price fluctuations and is considered to be less risky than F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTX | F | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.68% | 21.84% | -7.16% |
Volatility (6M)Calculated over the trailing 6-month period | 34.96% | 29.26% | +5.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.87% | 37.21% | +10.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.53% | 39.41% | +2.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 63.96% | 37.48% | +26.48% |
Dividends
GTX vs. F - Dividend Comparison
GTX's dividend yield for the trailing twelve months is around 0.93%, less than F's 4.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
F Ford Motor Company | 4.00% | 5.72% | 7.88% | 4.92% | 4.30% | 0.48% | 1.71% | 6.45% | 9.54% | 5.20% | 7.01% | 4.26% |
GTX Garrett Motion Inc. | 0.93% | 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. F - Financials Comparison
This section allows you to compare key financial metrics between Garrett Motion Inc. and Ford Motor 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
GTX and F have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
F has higher volatility (21.84%) compared to GTX (14.68%). In terms of maximum drawdown, GTX dropped -93.08% vs F's -97.07%.
GTX currently has the higher Sharpe Ratio (4.67 vs 1.45), 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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