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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CGEO.L or PRXCX.
Key characteristics
| CGEO.L | PRXCX | |
|---|---|---|
| YTD Return | 14.48% | 2.64% |
| 1Y Return | 16.07% | 9.44% |
| 3Y Return (Ann) | 23.21% | -0.09% |
| 5Y Return (Ann) | 3.57% | 1.42% |
| Sharpe Ratio | 0.47 | 2.44 |
| Sortino Ratio | 0.81 | 3.71 |
| Omega Ratio | 1.12 | 1.58 |
| Calmar Ratio | 0.40 | 0.98 |
| Martin Ratio | 0.78 | 12.23 |
| Ulcer Index | 20.10% | 0.76% |
| Daily Std Dev | 33.00% | 3.82% |
| Max Drawdown | -72.62% | -19.48% |
| Current Drawdown | -14.85% | -1.36% |
Correlation
The correlation between CGEO.L and PRXCX is 0.00, 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.
Performance
CGEO.L vs. PRXCX - Performance Comparison
In the year-to-date period, CGEO.L achieves a 14.48% return, which is significantly higher than PRXCX's 2.64% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CGEO.L vs. PRXCX - Risk-Adjusted Performance 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.
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 3.22%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 3.22% | 3.04% | 2.83% | 2.51% | 2.73% | 2.93% | 3.11% | 3.09% | 3.34% | 3.43% | 3.60% | 3.95% |
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 -19.48%. Use the drawdown chart below to compare losses from any high point for CGEO.L and PRXCX. For additional features, visit the drawdowns tool.
Volatility
CGEO.L vs. PRXCX - Volatility Comparison
Georgia Capital plc (CGEO.L) has a higher volatility of 9.44% compared to T. Rowe Price California Tax Free Bond Fund (PRXCX) at 1.93%. 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.