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

Correlation

The correlation between MKSI and GE is 0.37, 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.


-0.50.00.51.00.4

Performance

MKSI vs. GE - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
789.65%
72.03%
MKSI
GE

Key characteristics

Sharpe Ratio

MKSI:

0.21

GE:

2.36

Sortino Ratio

MKSI:

0.62

GE:

2.89

Omega Ratio

MKSI:

1.07

GE:

1.42

Calmar Ratio

MKSI:

0.20

GE:

1.92

Martin Ratio

MKSI:

0.60

GE:

14.71

Ulcer Index

MKSI:

16.13%

GE:

4.89%

Daily Std Dev

MKSI:

46.55%

GE:

30.50%

Max Drawdown

MKSI:

-85.67%

GE:

-85.53%

Current Drawdown

MKSI:

-45.86%

GE:

-13.31%

Fundamentals

Market Cap

MKSI:

$7.40B

GE:

$179.44B

EPS

MKSI:

$0.45

GE:

$5.07

PE Ratio

MKSI:

244.22

GE:

32.70

PEG Ratio

MKSI:

0.61

GE:

1.92

Total Revenue (TTM)

MKSI:

$3.54B

GE:

$54.41B

Gross Profit (TTM)

MKSI:

$1.49B

GE:

$16.59B

EBITDA (TTM)

MKSI:

$349.00M

GE:

$8.68B

Returns By Period

In the year-to-date period, MKSI achieves a 1.37% return, which is significantly lower than GE's 66.12% return. Over the past 10 years, MKSI has outperformed GE with an annualized return of 11.89%, while GE has yielded a comparatively lower 4.67% annualized return.


MKSI

YTD

1.37%

1M

-4.27%

6M

-20.92%

1Y

5.27%

5Y*

-0.92%

10Y*

11.89%

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

MKSI vs. GE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MKS Instruments, Inc. (MKSI) 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 MKSI, currently valued at 0.21, compared to the broader market-4.00-2.000.002.000.212.36
The chart of Sortino ratio for MKSI, currently valued at 0.62, compared to the broader market-4.00-2.000.002.004.000.622.89
The chart of Omega ratio for MKSI, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.42
The chart of Calmar ratio for MKSI, currently valued at 0.20, compared to the broader market0.002.004.006.000.201.92
The chart of Martin ratio for MKSI, currently valued at 0.60, compared to the broader market-5.000.005.0010.0015.0020.0025.000.6014.71
MKSI
GE

The current MKSI Sharpe Ratio is 0.21, which is lower than the GE Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of MKSI 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.21
2.36
MKSI
GE

Dividends

MKSI vs. GE - Dividend Comparison

MKSI's dividend yield for the trailing twelve months is around 0.85%, more than GE's 0.54% yield.


TTM20232022202120202019201820172016201520142013
MKSI
MKS Instruments, Inc.
0.85%0.86%1.04%0.49%0.53%0.73%1.21%0.75%1.14%1.88%1.79%2.14%
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

MKSI vs. GE - Drawdown Comparison

The maximum MKSI drawdown since its inception was -85.67%, roughly equal to the maximum GE drawdown of -85.53%. Use the drawdown chart below to compare losses from any high point for MKSI and GE. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-45.86%
-13.31%
MKSI
GE

Volatility

MKSI vs. GE - Volatility Comparison

MKS Instruments, Inc. (MKSI) has a higher volatility of 10.83% compared to General Electric Company (GE) at 9.57%. This indicates that MKSI'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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.83%
9.57%
MKSI
GE

Financials

MKSI vs. GE - Financials Comparison

This section allows you to compare key financial metrics between MKS Instruments, 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