HII vs. GSY

Last updated Jun 4, 2026

HII (Huntington Ingalls Industries, Inc) is a stock, while GSY (Invesco Ultra Short Duration ETF) is Ultrashort Bond fund actively managed by Invesco. Over the past 10 years, HII returned 8.24%/yr vs 2.86%/yr for GSY. At a 0.01 correlation, their price movements are largely independent.

Performance

HII vs. GSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Huntington Ingalls Industries, Inc (HII) and Invesco Ultra Short Duration ETF (GSY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HII achieves a -14.82% return, which is significantly lower than GSY's 1.59% return. Over the past 10 years, HII has outperformed GSY with an annualized return of 8.24%, while GSY has yielded a comparatively lower 2.86% annualized return.

HII

• 1D: -2.08%
• 1M: -20.53%
• YTD: -14.82%
• 6M: -6.32%
• 1Y: 28.27%
• 3Y*: 13.85%
• 5Y*: 7.60%
• 10Y*: 8.24%

GSY

• 1D: 0.00%
• 1M: 0.36%
• YTD: 1.59%
• 6M: 1.96%
• 1Y: 4.54%
• 3Y*: 5.45%
• 5Y*: 3.65%
• 10Y*: 2.86%

*Multi-year figures are annualized to reflect compound growth (CAGR)

HII vs. GSY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HII Huntington Ingalls Industries, Inc	-14.82%	84.17%	-25.67%	15.16%	26.33%	12.11%	-30.46%	34.00%	-18.21%	29.48%
GSY Invesco Ultra Short Duration ETF	1.59%	4.96%	5.95%	5.99%	0.01%	0.03%	1.88%	3.39%	2.18%	1.86%

Correlation

The correlation between HII and GSY is 0.00, 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	0.00
Correlation (3Y) Calculated over the trailing 3-year period	0.03
Correlation (5Y) Calculated over the trailing 5-year period	0.05
Correlation (10Y) Calculated over the trailing 10-year period	0.03
Correlation (All Time) Calculated using the full available price history since Mar 23, 2011	0.01

Return for Risk

HII vs. GSY — Risk / Return Rank

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

HII

HII Risk / Return Rank: 62
HII Sharpe Ratio Rank: 66
HII Sortino Ratio Rank: 60
HII Omega Ratio Rank: 60
HII Calmar Ratio Rank: 57
HII Martin Ratio Rank: 64

GSY

GSY Risk / Return Rank: 100
GSY Sharpe Ratio Rank: 99
GSY Sortino Ratio Rank: 100
GSY Omega Ratio Rank: 100
GSY Calmar Ratio Rank: 100
GSY Martin Ratio Rank: 100

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.

HII vs. GSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Huntington Ingalls Industries, Inc (HII) and Invesco Ultra Short Duration ETF (GSY). 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.

	HII	GSY	Difference
Sharpe ratio: Return per unit of total volatility	0.82	11.52	-10.70
Sortino ratio: Return per unit of downside risk	1.30	29.56	-28.26
Omega ratio: Gain probability vs. loss probability	1.17	7.01	-5.84
Calmar ratio: Return relative to maximum drawdown	0.78	76.07	-75.29
Martin ratio: Return relative to average drawdown	2.67	397.70	-395.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HII vs. GSY - Sharpe Ratio Comparison

The current HII Sharpe Ratio is 0.82, which is lower than the GSY Sharpe Ratio of 11.52. The chart below compares the historical Sharpe Ratios of HII and GSY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	HII	GSY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.82	11.52	-10.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.25	6.29	-6.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.27	2.35	-2.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.46	+0.10

Drawdowns

HII vs. GSY - Drawdown Comparison

The maximum HII drawdown since its inception was -49.70%, which is greater than GSY's maximum drawdown of -12.14%. Use the drawdown chart below to compare losses from any high point for HII and GSY.

Drawdown Indicators

	HII	GSY	Difference
Max Drawdown Largest peak-to-trough decline	-49.70%	-12.14%	-37.56%
Max Drawdown (1Y) Largest decline over 1 year	-36.35%	-0.06%	-36.29%
Max Drawdown (3Y) Largest decline over 3 years	-45.21%	-0.18%	-45.03%
Max Drawdown (5Y) Largest decline over 5 years	-45.21%	-1.48%	-43.73%
Max Drawdown (10Y) Largest decline over 10 years	-49.70%	-5.25%	-44.45%
Current Drawdown Current decline from peak	-36.35%	0.00%	-36.35%
Average Drawdown Average peak-to-trough decline	-13.64%	-2.39%	-11.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.60%	0.01%	+10.59%

Volatility

HII vs. GSY - Volatility Comparison

Huntington Ingalls Industries, Inc (HII) has a higher volatility of 13.59% compared to Invesco Ultra Short Duration ETF (GSY) at 0.14%. This indicates that HII's price experiences larger fluctuations and is considered to be riskier than GSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HII	GSY	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.59%	0.14%	+13.45%
Volatility (6M) Calculated over the trailing 6-month period	29.39%	0.29%	+29.10%
Volatility (1Y) Calculated over the trailing 1-year period	34.71%	0.40%	+34.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.11%	0.58%	+30.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.59%	1.22%	+29.37%

Dividends

HII vs. GSY - Dividend Comparison

HII's dividend yield for the trailing twelve months is around 1.91%, less than GSY's 4.34% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GSY Invesco Ultra Short Duration ETF	4.34%	4.56%	5.31%	4.95%	1.70%	0.58%	1.45%	2.71%	2.30%	1.80%	1.21%	1.17%
HII Huntington Ingalls Industries, Inc	1.91%	1.60%	2.78%	1.93%	2.07%	2.46%	2.48%	1.44%	1.59%	1.07%	1.14%	1.34%

Frequently Asked Questions

Can I hold both HII and GSY in my portfolio?

HII and GSY have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HII or GSY?

HII has higher volatility (13.59%) compared to GSY (0.14%). In terms of maximum drawdown, HII dropped -49.70% vs GSY's -12.14%.

Which has better risk-adjusted returns?

GSY currently has the higher Sharpe Ratio (11.52 vs 0.82), 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.