MKSI vs. GE
Compare and contrast key facts about MKS Instruments, Inc. (MKSI) and General Electric Company (GE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MKSI or GE.
Key characteristics
| MKSI | GE | |
|---|---|---|
| YTD Return | 3.08% | 74.56% |
| 1Y Return | 41.06% | 87.43% |
| 3Y Return (Ann) | -13.53% | 40.81% |
| 5Y Return (Ann) | -0.07% | 25.82% |
| 10Y Return (Ann) | 12.43% | 4.84% |
| Sharpe Ratio | 0.81 | 3.11 |
| Sortino Ratio | 1.36 | 3.64 |
| Omega Ratio | 1.17 | 1.53 |
| Calmar Ratio | 0.63 | 2.28 |
| Martin Ratio | 2.66 | 25.80 |
| Ulcer Index | 14.56% | 3.55% |
| Daily Std Dev | 47.58% | 29.46% |
| Max Drawdown | -85.67% | -85.53% |
| Current Drawdown | -44.94% | -8.91% |
Fundamentals
| MKSI | GE | |
|---|---|---|
| Market Cap | $7.60B | $197.67B |
| EPS | $0.46 | $5.08 |
| PE Ratio | 245.46 | 35.95 |
| PEG Ratio | 0.61 | 1.92 |
| Total Revenue (TTM) | $3.54B | $54.41B |
| Gross Profit (TTM) | $1.49B | $16.59B |
| EBITDA (TTM) | $846.00M | $9.19B |
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.
Performance
MKSI vs. GE - Performance Comparison
In the year-to-date period, MKSI achieves a 3.08% return, which is significantly lower than GE's 74.56% return. Over the past 10 years, MKSI has outperformed GE with an annualized return of 12.43%, while GE has yielded a comparatively lower 4.84% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
MKSI vs. GE - Dividend Comparison
MKSI's dividend yield for the trailing twelve months is around 0.83%, more than GE's 0.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MKSI MKS Instruments, Inc. | 0.83% | 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 | 0.51% | 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.
Volatility
MKSI vs. GE - Volatility Comparison
MKS Instruments, Inc. (MKSI) has a higher volatility of 15.40% compared to General Electric Company (GE) at 12.12%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities