PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LUMN vs. GE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LUMN and GE is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

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.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,904.74%
3,928.95%
LUMN
GE

Key characteristics

Sharpe Ratio

LUMN:

1.95

GE:

2.36

Sortino Ratio

LUMN:

3.68

GE:

2.89

Omega Ratio

LUMN:

1.45

GE:

1.42

Calmar Ratio

LUMN:

2.70

GE:

1.92

Martin Ratio

LUMN:

10.41

GE:

14.71

Ulcer Index

LUMN:

24.66%

GE:

4.89%

Daily Std Dev

LUMN:

131.40%

GE:

30.50%

Max Drawdown

LUMN:

-95.26%

GE:

-85.53%

Current Drawdown

LUMN:

-71.36%

GE:

-13.31%

Fundamentals

Market Cap

LUMN:

$6.08B

GE:

$179.44B

EPS

LUMN:

-$2.17

GE:

$5.07

PEG Ratio

LUMN:

54.58

GE:

1.92

Total Revenue (TTM)

LUMN:

$13.30B

GE:

$54.41B

Gross Profit (TTM)

LUMN:

$4.32B

GE:

$16.59B

EBITDA (TTM)

LUMN:

$2.00B

GE:

$8.68B

Returns By Period

In the year-to-date period, LUMN achieves a 223.50% return, which is significantly higher than GE's 66.12% return. Over the past 10 years, LUMN has underperformed GE with an annualized return of -11.55%, while GE has yielded a comparatively higher 4.67% annualized return.


LUMN

YTD

223.50%

1M

-21.59%

6M

453.27%

1Y

240.23%

5Y*

-10.77%

10Y*

-11.55%

GE

YTD

66.12%

1M

-5.40%

6M

2.84%

1Y

67.08%

5Y*

25.65%

10Y*

4.67%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for LUMN, currently valued at 1.95, compared to the broader market-4.00-2.000.002.001.952.36
The chart of Sortino ratio for LUMN, currently valued at 3.68, compared to the broader market-4.00-2.000.002.004.003.682.89
The chart of Omega ratio for LUMN, currently valued at 1.45, compared to the broader market0.501.001.502.001.451.42
The chart of Calmar ratio for LUMN, currently valued at 2.70, compared to the broader market0.002.004.006.002.701.92
The chart of Martin ratio for LUMN, currently valued at 10.41, compared to the broader market-5.000.005.0010.0015.0020.0025.0010.4114.71
LUMN
GE

The current LUMN Sharpe Ratio is 1.95, which is comparable to the GE Sharpe Ratio of 2.36. 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 Ratio-1.000.001.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
1.95
2.36
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 0.54%.


TTM20232022202120202019201820172016201520142013
LUMN
Lumen Technologies, Inc.
0.00%0.00%14.37%7.97%10.26%7.57%14.26%12.95%9.08%8.59%5.46%6.78%
GE
General Electric Company
0.54%0.25%0.38%0.34%0.37%0.36%4.89%4.81%2.94%2.95%3.52%2.82%

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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-71.36%
-13.31%
LUMN
GE

Volatility

LUMN vs. GE - Volatility Comparison

Lumen Technologies, Inc. (LUMN) has a higher volatility of 17.18% compared to General Electric Company (GE) at 9.57%. 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.


0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
17.18%
9.57%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab