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XAR vs. GD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XAR and GD is 0.67, 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.


-0.50.00.51.00.7

Performance

XAR vs. GD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Aerospace & Defense ETF (XAR) and General Dynamics Corporation (GD). The values are adjusted to include any dividend payments, if applicable.

500.00%550.00%600.00%650.00%700.00%AugustSeptemberOctoberNovemberDecember2025
701.83%
530.45%
XAR
GD

Key characteristics

Sharpe Ratio

XAR:

2.04

GD:

0.53

Sortino Ratio

XAR:

2.72

GD:

0.82

Omega Ratio

XAR:

1.35

GD:

1.11

Calmar Ratio

XAR:

4.54

GD:

0.53

Martin Ratio

XAR:

12.80

GD:

1.53

Ulcer Index

XAR:

2.84%

GD:

6.15%

Daily Std Dev

XAR:

17.86%

GD:

17.81%

Max Drawdown

XAR:

-46.37%

GD:

-76.10%

Current Drawdown

XAR:

-1.86%

GD:

-14.63%

Returns By Period

In the year-to-date period, XAR achieves a 4.12% return, which is significantly higher than GD's 1.74% return. Over the past 10 years, XAR has outperformed GD with an annualized return of 13.57%, while GD has yielded a comparatively lower 9.19% annualized return.


XAR

YTD

4.12%

1M

6.71%

6M

20.76%

1Y

34.69%

5Y*

9.01%

10Y*

13.57%

GD

YTD

1.74%

1M

3.00%

6M

-6.54%

1Y

9.11%

5Y*

10.60%

10Y*

9.19%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

XAR vs. GD — Risk-Adjusted Performance Rank

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

XAR
The Risk-Adjusted Performance Rank of XAR is 8080
Overall Rank
The Sharpe Ratio Rank of XAR is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of XAR is 7575
Sortino Ratio Rank
The Omega Ratio Rank of XAR is 7474
Omega Ratio Rank
The Calmar Ratio Rank of XAR is 9393
Calmar Ratio Rank
The Martin Ratio Rank of XAR is 8282
Martin Ratio Rank

GD
The Risk-Adjusted Performance Rank of GD is 6161
Overall Rank
The Sharpe Ratio Rank of GD is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of GD is 5555
Sortino Ratio Rank
The Omega Ratio Rank of GD is 5555
Omega Ratio Rank
The Calmar Ratio Rank of GD is 6868
Calmar Ratio Rank
The Martin Ratio Rank of GD is 6363
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.

XAR vs. GD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Aerospace & Defense ETF (XAR) and General Dynamics Corporation (GD). 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 XAR, currently valued at 2.04, compared to the broader market0.002.004.002.040.53
The chart of Sortino ratio for XAR, currently valued at 2.72, compared to the broader market0.005.0010.002.720.82
The chart of Omega ratio for XAR, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.003.501.351.11
The chart of Calmar ratio for XAR, currently valued at 4.54, compared to the broader market0.005.0010.0015.0020.004.540.53
The chart of Martin ratio for XAR, currently valued at 12.80, compared to the broader market0.0020.0040.0060.0080.00100.0012.801.53
XAR
GD

The current XAR Sharpe Ratio is 2.04, which is higher than the GD Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of XAR and GD, 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
2.04
0.53
XAR
GD

Dividends

XAR vs. GD - Dividend Comparison

XAR's dividend yield for the trailing twelve months is around 0.64%, less than GD's 2.13% yield.


TTM20242023202220212020201920182017201620152014
XAR
SPDR S&P Aerospace & Defense ETF
0.64%0.66%0.54%0.50%0.83%0.63%0.75%1.19%0.76%1.10%2.31%1.07%
GD
General Dynamics Corporation
2.13%2.12%2.01%2.00%2.24%2.90%2.26%2.31%1.61%1.72%2.46%1.76%

Drawdowns

XAR vs. GD - Drawdown Comparison

The maximum XAR drawdown since its inception was -46.37%, smaller than the maximum GD drawdown of -76.10%. Use the drawdown chart below to compare losses from any high point for XAR and GD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.86%
-14.63%
XAR
GD

Volatility

XAR vs. GD - Volatility Comparison

SPDR S&P Aerospace & Defense ETF (XAR) has a higher volatility of 6.89% compared to General Dynamics Corporation (GD) at 4.22%. This indicates that XAR's price experiences larger fluctuations and is considered to be riskier than GD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%AugustSeptemberOctoberNovemberDecember2025
6.89%
4.22%
XAR
GD
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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.

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