VST vs. GEV

In the year-to-date period, VST achieves a -7.99% return, which is significantly lower than GEV's 13.31% return.

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This table presents a comparison of risk-adjusted performance metrics for Vistra Corp. (VST) 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.

The current VST Sharpe Ratio is 1.15, which is lower than the GEV Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of VST and GEV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VST's dividend yield for the trailing twelve months is around 0.70%, more than GEV's 0.13% yield.

The maximum VST drawdown since its inception was -53.32%, which is greater than GEV's maximum drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for VST and GEV. For additional features, visit the drawdowns tool.

Vistra Corp. (VST) has a higher volatility of 30.03% compared to GE Vernova Inc. (GEV) at 24.69%. This indicates that VST'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.

This section allows you to compare key financial metrics between Vistra Corp. and GE Vernova Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.