PortfoliosLab logo
SAFRY vs. GE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SAFRY and GE is 0.46, 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.


Performance

SAFRY vs. GE - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

SAFRY:

1.03

GE:

1.33

Sortino Ratio

SAFRY:

1.45

GE:

1.95

Omega Ratio

SAFRY:

1.21

GE:

1.29

Calmar Ratio

SAFRY:

1.25

GE:

2.40

Martin Ratio

SAFRY:

4.12

GE:

7.48

Ulcer Index

SAFRY:

7.13%

GE:

6.86%

Daily Std Dev

SAFRY:

27.40%

GE:

34.40%

Max Drawdown

SAFRY:

-65.58%

GE:

-85.53%

Current Drawdown

SAFRY:

0.00%

GE:

0.00%

Fundamentals

Market Cap

SAFRY:

$121.80B

GE:

$248.24B

EPS

SAFRY:

-$0.45

GE:

$6.33

PEG Ratio

SAFRY:

2.30

GE:

8.60

PS Ratio

SAFRY:

4.39

GE:

6.26

PB Ratio

SAFRY:

10.56

GE:

12.90

Total Revenue (TTM)

SAFRY:

$13.29B

GE:

$39.68B

Gross Profit (TTM)

SAFRY:

$6.65B

GE:

$15.12B

EBITDA (TTM)

SAFRY:

$2.76B

GE:

$9.83B

Returns By Period

In the year-to-date period, SAFRY achieves a 37.12% return, which is significantly lower than GE's 45.23% return. Over the past 10 years, SAFRY has outperformed GE with an annualized return of 16.71%, while GE has yielded a comparatively lower 7.90% annualized return.


SAFRY

YTD

37.12%

1M

13.69%

6M

31.38%

1Y

28.27%

3Y*

42.03%

5Y*

26.43%

10Y*

16.71%

GE

YTD

45.23%

1M

21.85%

6M

31.43%

1Y

45.46%

3Y*

71.01%

5Y*

48.91%

10Y*

7.90%

*Annualized

Compare stocks, funds, or ETFs

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


Safran SA

General Electric Company

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SAFRY vs. GE — Risk-Adjusted Performance Rank

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

SAFRY
The Risk-Adjusted Performance Rank of SAFRY is 8181
Overall Rank
The Sharpe Ratio Rank of SAFRY is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of SAFRY is 7676
Sortino Ratio Rank
The Omega Ratio Rank of SAFRY is 7878
Omega Ratio Rank
The Calmar Ratio Rank of SAFRY is 8686
Calmar Ratio Rank
The Martin Ratio Rank of SAFRY is 8383
Martin Ratio Rank

GE
The Risk-Adjusted Performance Rank of GE is 8989
Overall Rank
The Sharpe Ratio Rank of GE is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of GE is 8585
Sortino Ratio Rank
The Omega Ratio Rank of GE is 8787
Omega Ratio Rank
The Calmar Ratio Rank of GE is 9595
Calmar Ratio Rank
The Martin Ratio Rank of GE is 9292
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.

SAFRY vs. GE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Safran SA (SAFRY) 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 current SAFRY Sharpe Ratio is 1.03, which is comparable to the GE Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of SAFRY 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.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SAFRY vs. GE - Dividend Comparison

SAFRY's dividend yield for the trailing twelve months is around 1.88%, more than GE's 0.50% yield.


TTM20242023202220212020201920182017201620152014
SAFRY
Safran SA
1.88%1.09%0.83%0.42%0.42%0.00%1.32%1.60%0.90%2.25%1.94%2.56%
GE
General Electric Company
0.50%0.67%0.25%0.38%0.34%0.37%0.36%4.89%4.81%2.94%2.95%3.52%

Drawdowns

SAFRY vs. GE - Drawdown Comparison

The maximum SAFRY drawdown since its inception was -65.58%, smaller than the maximum GE drawdown of -85.53%. Use the drawdown chart below to compare losses from any high point for SAFRY and GE.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SAFRY vs. GE - Volatility Comparison

Safran SA (SAFRY) and General Electric Company (GE) have volatilities of 5.60% and 5.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

SAFRY vs. GE - Financials Comparison

This section allows you to compare key financial metrics between Safran SA 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


5.00B10.00B15.00B20.00B20212022202320242025
13.29B
9.94B
(SAFRY) Total Revenue
(GE) Total Revenue
Values in USD except per share items