GEHC GE HealthCar...

Fundamental Data

Get detailed Fundamental insights of GE HealthCare Technologies Inc. and compare it to the S&P500.
YTD Return
GEHC +12.25%
vs.
SPY +18.46%
1-Year Return
GEHC +30.65%
vs.
SPY +27.00%
3-Year Return
GEHC +15.62%
vs.
SPY +15.58%

Worst 10 Drawdowns of GEHC

Started Recovered Drawdown Days
Apr 25, 2023 Feb 22, 2024 -28.12% 304
Mar 11, 2024 Sep 17, 2024 -20.38% 191
Jan 13, 2023 Jan 19, 2023 -5.44% 7
Feb 7, 2023 Feb 13, 2023 -4.80% 7
Jan 3, 2023 Jan 3, 2023 -4.08% 1
Jan 5, 2023 Jan 10, 2023 -3.95% 6
Mar 15, 2023 Mar 28, 2023 -3.07% 14
Jan 31, 2023 Feb 3, 2023 -2.77% 4
Mar 31, 2023 Apr 12, 2023 -2.41% 13
Feb 15, 2023 Feb 16, 2023 -2.34% 2

GEHC vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between December 16, 2022 - September 17, 2024

Annual Return (%)

GEHC
S&P500
Metric GEHC S&P500
Cumulative Return +44.65% +44.51%
Compound Annual Growth Rate (CAGR) +15.62% +15.58%
Sharpe 0.84 1.67
Sortino 1.26 2.51
Max Drawdown -28.12% -10.29%
Longest Drawdown Days 304 122
Volatility (ann.) 30.78% 13.15%
Correlation 44.36% -
R^2 0.2 -
Calmar 0.56 1.51
Skew -0.21 -0.20
Kurtosis 10.85 0.24
Expected Daily +0.08% +0.08%
Expected Monthly +1.69% +1.69%
Expected Yearly +13.09% +13.06%
Kelly Criterion 4.21% 14.76%
Risk of Ruin 0% 0%
Daily Value-at-Risk -3.09% -1.28%
Expected Shortfall (cVaR) -3.09% -1.28%
Max Consecutive Wins 6 10
Max Consecutive Losses 9 6
Gain/Pain Ratio 0.17 0.31
Gain/Pain (1M) 1.00 2.23
Payoff Ratio 1.13 1.01
Profit Factor 1.17 1.31
Outlier Win Ratio 2.44 5.48
Outlier Loss Ratio 2.45 4.50
MTD +2.32% -0.11%
3M +13.47% +3.74%
6M -2.93% +10.44%
Best Day +11.65% +2.31%
Worst Day -14.28% -2.91%
Best Month +24.43% +9.13%
Worst Month -16.14% -5.08%
Best Year +32.44% +24.29%
Worst Year -2.70% -1.85%
Avg. Drawdown -4.09% -1.70%
Avg. Drawdown Days 27 13
Recovery Factor 1.61 3.73
Ulcer Index 0.14 0.03
Avg. Up Month +8.95% +4.75%
Avg. Down Month -6.82% -2.95%
Win Days 49.09% 57.08%
Win Month 50.00% 68.18%
Win Quarter 50.00% 75.00%
Win Year 66.67% 66.67%