CGEO.L vs. PRXCX
Compare and contrast key facts about Georgia Capital plc (CGEO.L) and T. Rowe Price California Tax Free Bond Fund (PRXCX).
PRXCX is managed by T. Rowe Price. It was launched on Sep 14, 1986.
Performance
CGEO.L vs. PRXCX - Performance Comparison
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CGEO.L vs. PRXCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CGEO.L Georgia Capital plc | 25.00% | 158.33% | 17.42% | 40.00% | 2.38% | 32.04% | -41.43% | -9.70% | -8.32% |
PRXCX T. Rowe Price California Tax Free Bond Fund | 1.83% | -2.01% | 4.54% | 2.26% | 0.78% | 3.65% | 1.32% | 3.23% | 5.18% |
Different Trading Currencies
CGEO.L is traded in GBp, while PRXCX is traded in USD. To make them comparable, the PRXCX values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, CGEO.L achieves a 25.00% return, which is significantly higher than PRXCX's 1.83% return.
CGEO.L
- 1D
- 1.57%
- 1M
- 5.73%
- YTD
- 25.00%
- 6M
- 65.60%
- 1Y
- 147.13%
- 3Y*
- 69.91%
- 5Y*
- 45.27%
- 10Y*
- —
PRXCX
- 1D
- -0.25%
- 1M
- -0.74%
- YTD
- 1.83%
- 6M
- 3.97%
- 1Y
- 4.17%
- 3Y*
- 1.81%
- 5Y*
- 2.41%
- 10Y*
- 3.10%
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Return for Risk
CGEO.L vs. PRXCX — Risk / Return Rank
CGEO.L
PRXCX
CGEO.L vs. PRXCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Georgia Capital plc (CGEO.L) and T. Rowe Price California Tax Free Bond Fund (PRXCX). 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.
| CGEO.L | PRXCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.24 | 0.41 | +3.83 |
Sortino ratioReturn per unit of downside risk | 4.33 | 0.61 | +3.72 |
Omega ratioGain probability vs. loss probability | 1.62 | 1.08 | +0.54 |
Calmar ratioReturn relative to maximum drawdown | 16.14 | 0.47 | +15.67 |
Martin ratioReturn relative to average drawdown | 50.81 | 0.89 | +49.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CGEO.L | PRXCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.24 | 0.41 | +3.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.45 | 0.27 | +1.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.58 | -0.09 |
Correlation
The correlation between CGEO.L and PRXCX is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
CGEO.L vs. PRXCX - Dividend Comparison
CGEO.L has not paid dividends to shareholders, while PRXCX's dividend yield for the trailing twelve months is around 6.36%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGEO.L Georgia Capital plc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRXCX T. Rowe Price California Tax Free Bond Fund | 6.36% | 6.00% | 3.26% | 3.50% | 2.21% | 2.82% | 2.80% | 2.94% | 3.11% | 3.09% | 3.33% | 3.42% |
Drawdowns
CGEO.L vs. PRXCX - Drawdown Comparison
The maximum CGEO.L drawdown since its inception was -72.62%, which is greater than PRXCX's maximum drawdown of -15.53%. Use the drawdown chart below to compare losses from any high point for CGEO.L and PRXCX.
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Drawdown Indicators
| CGEO.L | PRXCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.62% | -21.67% | -50.95% |
Max Drawdown (1Y)Largest decline over 1 year | -19.11% | -5.56% | -13.55% |
Max Drawdown (5Y)Largest decline over 5 years | -39.08% | -15.41% | -23.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.41% | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.02% | +2.02% |
Average DrawdownAverage peak-to-trough decline | -30.72% | -2.78% | -27.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 1.73% | +1.29% |
Volatility
CGEO.L vs. PRXCX - Volatility Comparison
Georgia Capital plc (CGEO.L) has a higher volatility of 9.94% compared to T. Rowe Price California Tax Free Bond Fund (PRXCX) at 2.79%. This indicates that CGEO.L's price experiences larger fluctuations and is considered to be riskier than PRXCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGEO.L | PRXCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.94% | 2.79% | +7.15% |
Volatility (6M)Calculated over the trailing 6-month period | 20.32% | 5.26% | +15.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.50% | 8.65% | +25.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.23% | 8.84% | +22.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.08% | 9.89% | +25.19% |