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BA vs. GEO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

BA vs. GEO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Boeing Company (BA) and The GEO Group, Inc. (GEO). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JuneJulyAugustSeptemberOctoberNovember
-24.87%
93.52%
BA
GEO

Returns By Period

In the year-to-date period, BA achieves a -46.22% return, which is significantly lower than GEO's 142.66% return. Over the past 10 years, BA has underperformed GEO with an annualized return of 1.99%, while GEO has yielded a comparatively higher 5.80% annualized return.


BA

YTD

-46.22%

1M

-9.55%

6M

-24.20%

1Y

-32.61%

5Y (annualized)

-17.46%

10Y (annualized)

1.99%

GEO

YTD

142.66%

1M

72.89%

6M

95.83%

1Y

174.90%

5Y (annualized)

16.36%

10Y (annualized)

5.80%

Fundamentals


BAGEO
Market Cap$108.53B$3.50B
EPS-$12.94$0.25
PEG Ratio6.532.15
Total Revenue (TTM)$73.29B$1.82B
Gross Profit (TTM)$2.30B$409.22M
EBITDA (TTM)-$3.83B$346.04M

Key characteristics


BAGEO
Sharpe Ratio-0.972.88
Sortino Ratio-1.294.37
Omega Ratio0.841.52
Calmar Ratio-0.482.96
Martin Ratio-1.0611.99
Ulcer Index30.96%14.68%
Daily Std Dev33.89%61.21%
Max Drawdown-88.95%-86.59%
Current Drawdown-67.42%-1.20%

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Correlation

-0.50.00.51.00.2

The correlation between BA and GEO is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

BA vs. GEO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Boeing Company (BA) and The GEO Group, Inc. (GEO). 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 BA, currently valued at -0.95, compared to the broader market-4.00-2.000.002.004.00-0.952.88
The chart of Sortino ratio for BA, currently valued at -1.25, compared to the broader market-4.00-2.000.002.004.00-1.254.37
The chart of Omega ratio for BA, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.52
The chart of Calmar ratio for BA, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.472.96
The chart of Martin ratio for BA, currently valued at -1.03, compared to the broader market0.0010.0020.0030.00-1.0311.99
BA
GEO

The current BA Sharpe Ratio is -0.97, which is lower than the GEO Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of BA and GEO, 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 Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.95
2.88
BA
GEO

Dividends

BA vs. GEO - Dividend Comparison

Neither BA nor GEO has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
BA
The Boeing Company
0.00%0.00%0.00%0.00%0.96%2.52%2.12%1.93%2.80%2.52%2.25%1.42%
GEO
The GEO Group, Inc.
0.00%0.00%0.00%3.23%20.09%11.56%9.54%7.95%7.24%8.68%5.77%6.36%

Drawdowns

BA vs. GEO - Drawdown Comparison

The maximum BA drawdown since its inception was -88.95%, roughly equal to the maximum GEO drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for BA and GEO. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-67.42%
-1.20%
BA
GEO

Volatility

BA vs. GEO - Volatility Comparison

The current volatility for The Boeing Company (BA) is 9.76%, while The GEO Group, Inc. (GEO) has a volatility of 39.48%. This indicates that BA experiences smaller price fluctuations and is considered to be less risky than GEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%JuneJulyAugustSeptemberOctoberNovember
9.76%
39.48%
BA
GEO

Financials

BA vs. GEO - Financials Comparison

This section allows you to compare key financial metrics between The Boeing Company and The GEO Group, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items