VH2.DE vs. GEV

Last updated Jun 13, 2026

VH2.DE (Friedrich Vorwerk Group SE) and GEV (GE Vernova Inc.) are both stocks. Both are in the Industrials sector — VH2.DE in Engineering & Construction, GEV in Specialty Industrial Machinery. Over the past year, VH2.DE returned 12.57% vs 93.65% for GEV. At a 0.20 correlation, their price movements are largely independent.

Performance

VH2.DE vs. GEV - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Friedrich Vorwerk Group SE (VH2.DE) and GE Vernova Inc. (GEV). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

VH2.DE is traded in EUR, while GEV is traded in USD. To make them comparable, the GEV values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VH2.DE achieves a -18.84% return, which is significantly lower than GEV's 46.34% return.

VH2.DE

• 1D: 6.71%
• 1M: -11.59%
• YTD: -18.84%
• 6M: -18.24%
• 1Y: 12.57%
• 3Y*: 81.64%
• 5Y*: 10.33%
• 10Y*: —

GEV

• 1D: 3.82%
• 1M: -10.35%
• YTD: 46.34%
• 6M: 42.30%
• 1Y: 93.65%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VH2.DE vs. GEV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
VH2.DE Friedrich Vorwerk Group SE	-18.84%	200.72%	73.63%
GEV GE Vernova Inc.	46.34%	75.40%	199.39%

Correlation

The correlation between VH2.DE and GEV is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (All Time) Calculated using the full available price history since Mar 27, 2024	0.20

Return for Risk

VH2.DE vs. GEV — Risk / Return Rank

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

VH2.DE

VH2.DE Risk / Return Rank: 50
VH2.DE Sharpe Ratio Rank: 51
VH2.DE Sortino Ratio Rank: 50
VH2.DE Omega Ratio Rank: 48
VH2.DE Calmar Ratio Rank: 50
VH2.DE Martin Ratio Rank: 49

GEV

GEV Risk / Return Rank: 88
GEV Sharpe Ratio Rank: 89
GEV Sortino Ratio Rank: 87
GEV Omega Ratio Rank: 84
GEV Calmar Ratio Rank: 89
GEV Martin Ratio Rank: 90

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VH2.DE vs. GEV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Friedrich Vorwerk Group SE (VH2.DE) and GE Vernova Inc. (GEV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	VH2.DE	GEV	Difference
Sharpe ratio: Return per unit of total volatility	0.22	1.93	-1.71
Sortino ratio: Return per unit of downside risk	0.77	2.69	-1.92
Omega ratio: Gain probability vs. loss probability	1.09	1.32	-0.24
Calmar ratio: Return relative to maximum drawdown	0.27	3.99	-3.72
Martin ratio: Return relative to average drawdown	0.58	10.80	-10.22

VH2.DE vs. GEV - Sharpe Ratio Comparison

The current VH2.DE Sharpe Ratio is 0.22, which is lower than the GEV Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of VH2.DE and GEV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VH2.DE vs. GEV - Drawdown Comparison

The maximum VH2.DE drawdown since its inception was -82.66%, which is greater than GEV's maximum drawdown of -41.08%. Use the drawdown chart below to compare losses from any high point for VH2.DE and GEV.

Drawdown Indicators

	VH2.DE	GEV	Difference
Max Drawdown Largest peak-to-trough decline	-82.66%	-41.08%	-41.58%
Max Drawdown (1Y) Largest decline over 1 year	-45.85%	-23.58%	-22.27%
Max Drawdown (3Y) Largest decline over 3 years	-45.85%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-81.44%	—	—
Current Drawdown Current decline from peak	-37.57%	-17.34%	-20.23%
Average Drawdown Average peak-to-trough decline	-44.01%	-7.78%	-36.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.75%	8.71%	+13.04%

Volatility

VH2.DE vs. GEV - Volatility Comparison

Friedrich Vorwerk Group SE (VH2.DE) has a higher volatility of 15.89% compared to GE Vernova Inc. (GEV) at 12.94%. This indicates that VH2.DE's price experiences larger fluctuations and is considered to be riskier than GEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VH2.DE	GEV	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.89%	12.94%	+2.95%
Volatility (6M) Calculated over the trailing 6-month period	40.29%	33.77%	+6.52%
Volatility (1Y) Calculated over the trailing 1-year period	57.29%	48.88%	+8.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	52.61%	54.15%	-1.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	51.88%	54.15%	-2.27%

Dividends

VH2.DE vs. GEV - Dividend Comparison

VH2.DE's dividend yield for the trailing twelve months is around 1.69%, more than GEV's 0.16% yield.

Position	TTM	2025	2024	2023	2022
GEV GE Vernova Inc.	0.16%	0.11%	0.08%	0.00%	0.00%
VH2.DE Friedrich Vorwerk Group SE	1.69%	0.37%	0.44%	0.77%	0.91%

Financials

Frequently Asked Questions

Can I hold both VH2.DE and GEV in my portfolio?

VH2.DE and GEV have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.