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

Correlation

The correlation between LUMN and GE is 0.40, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

LUMN vs. GE - Performance Comparison

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

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%NovemberDecember2025FebruaryMarchApril
1,034.44%
4,668.81%
LUMN
GE

Key characteristics

Sharpe Ratio

LUMN:

1.10

GE:

0.66

Sortino Ratio

LUMN:

2.84

GE:

1.07

Omega Ratio

LUMN:

1.35

GE:

1.15

Calmar Ratio

LUMN:

1.54

GE:

1.07

Martin Ratio

LUMN:

4.29

GE:

3.31

Ulcer Index

LUMN:

34.12%

GE:

6.91%

Daily Std Dev

LUMN:

133.00%

GE:

34.40%

Max Drawdown

LUMN:

-95.26%

GE:

-85.53%

Current Drawdown

LUMN:

-83.79%

GE:

-6.46%

Fundamentals

Market Cap

LUMN:

$3.42B

GE:

$210.52B

EPS

LUMN:

-$0.06

GE:

$6.33

PEG Ratio

LUMN:

54.58

GE:

11.94

PS Ratio

LUMN:

0.26

GE:

5.31

PB Ratio

LUMN:

7.25

GE:

10.73

Total Revenue (TTM)

LUMN:

$9.82B

GE:

$39.68B

Gross Profit (TTM)

LUMN:

$5.73B

GE:

$15.12B

EBITDA (TTM)

LUMN:

$2.96B

GE:

$9.83B

Returns By Period

In the year-to-date period, LUMN achieves a -36.91% return, which is significantly lower than GE's 19.19% return. Over the past 10 years, LUMN has underperformed GE with an annualized return of -15.83%, while GE has yielded a comparatively higher 5.86% annualized return.


LUMN

YTD

-36.91%

1M

-19.66%

6M

-47.98%

1Y

176.86%

5Y*

-16.51%

10Y*

-15.83%

GE

YTD

19.19%

1M

-4.31%

6M

11.18%

1Y

23.87%

5Y*

45.57%

10Y*

5.86%

*Annualized

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Risk-Adjusted Performance

LUMN vs. GE — Risk-Adjusted Performance Rank

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

LUMN
The Risk-Adjusted Performance Rank of LUMN is 8989
Overall Rank
The Sharpe Ratio Rank of LUMN is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of LUMN is 9494
Sortino Ratio Rank
The Omega Ratio Rank of LUMN is 9191
Omega Ratio Rank
The Calmar Ratio Rank of LUMN is 9090
Calmar Ratio Rank
The Martin Ratio Rank of LUMN is 8484
Martin Ratio Rank

GE
The Risk-Adjusted Performance Rank of GE is 7676
Overall Rank
The Sharpe Ratio Rank of GE is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of GE is 6868
Sortino Ratio Rank
The Omega Ratio Rank of GE is 7070
Omega Ratio Rank
The Calmar Ratio Rank of GE is 8585
Calmar Ratio Rank
The Martin Ratio Rank of GE is 8181
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.

LUMN vs. GE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lumen Technologies, Inc. (LUMN) 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.


The chart of Sharpe ratio for LUMN, currently valued at 1.10, compared to the broader market-2.00-1.000.001.002.003.00
LUMN: 1.10
GE: 0.66
The chart of Sortino ratio for LUMN, currently valued at 2.84, compared to the broader market-6.00-4.00-2.000.002.004.00
LUMN: 2.84
GE: 1.07
The chart of Omega ratio for LUMN, currently valued at 1.35, compared to the broader market0.501.001.502.00
LUMN: 1.35
GE: 1.15
The chart of Calmar ratio for LUMN, currently valued at 1.54, compared to the broader market0.001.002.003.004.005.00
LUMN: 1.54
GE: 1.07
The chart of Martin ratio for LUMN, currently valued at 4.29, compared to the broader market-5.000.005.0010.0015.0020.00
LUMN: 4.29
GE: 3.31

The current LUMN Sharpe Ratio is 1.10, which is higher than the GE Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of LUMN 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 Ratio0.001.002.003.004.005.006.00NovemberDecember2025FebruaryMarchApril
1.10
0.66
LUMN
GE

Dividends

LUMN vs. GE - Dividend Comparison

LUMN has not paid dividends to shareholders, while GE's dividend yield for the trailing twelve months is around 0.60%.


TTM20242023202220212020201920182017201620152014
LUMN
Lumen Technologies, Inc.
0.00%0.00%0.00%14.37%7.97%10.26%7.57%14.26%12.95%9.08%8.59%5.46%
GE
General Electric Company
0.60%0.67%0.25%0.38%0.34%0.37%0.36%4.89%4.81%2.94%2.95%3.52%

Drawdowns

LUMN vs. GE - Drawdown Comparison

The maximum LUMN drawdown since its inception was -95.26%, which is greater than GE's maximum drawdown of -85.53%. Use the drawdown chart below to compare losses from any high point for LUMN and GE. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-83.79%
-6.46%
LUMN
GE

Volatility

LUMN vs. GE - Volatility Comparison

Lumen Technologies, Inc. (LUMN) has a higher volatility of 26.52% compared to General Electric Company (GE) at 19.49%. This indicates that LUMN's price experiences larger fluctuations and is considered to be riskier than GE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
26.52%
19.49%
LUMN
GE

Financials

LUMN vs. GE - Financials Comparison

This section allows you to compare key financial metrics between Lumen Technologies, 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