GEO vs. ADT
GEO (The GEO Group, Inc.) and ADT (ADT Inc.) are both stocks. GEO operates in REIT - Healthcare Facilities (Real Estate), while ADT operates in Security & Protection Services (Industrials). Over the past 5 years, GEO returned 34.88%/yr vs -3.79%/yr for ADT. Their 0.27 correlation means their historical movements had little consistent relationship.
Performance
GEO vs. ADT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GEO achieves a 91.63% return, which is significantly higher than ADT's -3.74% return.
GEO
- 1D
- 0.72%
- 1M
- 2.12%
- 6M
- 93.30%
- YTD
- 91.63%
- 1Y
- 23.56%
- 3Y*
- 60.80%
- 5Y*
- 34.88%
- 10Y*
- 7.73%
- ALL TIME*
- 14.62%
ADT
- 1D
- 1.73%
- 1M
- 11.86%
- 6M
- -2.90%
- YTD
- -3.74%
- 1Y
- -5.16%
- 3Y*
- 9.13%
- 5Y*
- -3.79%
- 10Y*
- —
- ALL TIME*
- -2.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
ADT ADT Inc. | $54.67M | $54.95M | $74.62M |
| $40.63M | $47.86M | $53.18M |
GEO vs. ADT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
GEO The GEO Group, Inc. | 91.63% | -42.39% | 158.36% | -1.10% | 41.29% | -9.92% | -39.13% | -6.80% | -3.41% |
ADT ADT Inc. | -3.74% | 20.02% | 4.53% | -23.14% | 9.80% | 8.86% | 1.02% | 45.94% | -51.68% |
Correlation
The correlation between GEO and ADT is 0.27, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.27 |
Correlation (3Y) Balances recent behavior with more history. | 0.23 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2018 | 0.27 |
Fundamentals
GEO:
$4.13B
ADT:
$6.11B
GEO:
$1.83
ADT:
$0.71
GEO:
16.84
ADT:
10.72
GEO:
0.10
ADT:
0.29
GEO:
1.63
ADT:
1.27
GEO:
$2.63B
ADT:
$5.16B
GEO:
$1.59B
ADT:
$3.35B
GEO:
$590.25M
ADT:
$2.45B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GEO vs. ADT — Risk / Return Rank
GEO
ADT
GEO vs. ADT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The GEO Group, Inc. (GEO) and ADT Inc. (ADT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GEO | ADT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.99 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | -0.21 | +0.61 |
| Martin ratioReturn relative to average drawdown | 0.66 | -0.38 | +1.05 |
Loading charts...
Drawdowns
GEO vs. ADT - Drawdown Comparison
The maximum GEO drawdown since its inception was -86.59%, which is greater than ADT's maximum drawdown of -67.19%. Use the drawdown chart below to compare losses from any high point for GEO and ADT.
Loading charts...
Drawdown Indicators
| GEO | ADT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.59% | -67.19% | -19.40% |
Max Drawdown (1Y)Largest decline over 1 year | -48.68% | -27.12% | -21.56% |
Max Drawdown (3Y)Largest decline over 3 years | -62.49% | -27.12% | -35.37% |
Max Drawdown (5Y)Largest decline over 5 years | -62.49% | -49.62% | -12.87% |
Max Drawdown (10Y)Largest decline over 10 years | -77.82% | — | — |
Current DrawdownCurrent decline from peak | -12.62% | -34.88% | +22.26% |
Average DrawdownAverage peak-to-trough decline | -38.81% | -38.96% | +0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.09% | 14.93% | +14.16% |
Volatility
GEO vs. ADT - Volatility Comparison
The current volatility for The GEO Group, Inc. (GEO) is 7.49%, while ADT Inc. (ADT) has a volatility of 7.94%. This indicates that GEO experiences smaller price fluctuations and is considered to be less risky than ADT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GEO | ADT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.49% | 7.94% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 39.19% | 23.19% | +16.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.85% | 27.76% | +23.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.49% | 37.72% | +13.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.90% | 47.91% | +3.99% |
Dividends
GEO vs. ADT - Dividend Comparison
GEO has not paid dividends to shareholders, while ADT's dividend yield for the trailing twelve months is around 2.88%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADT ADT Inc. | 2.88% | 2.73% | 3.18% | 2.05% | 1.54% | 1.66% | 1.78% | 10.59% | 2.33% | 0.00% | 0.00% | 0.00% |
GEO The GEO Group, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.23% | 20.09% | 11.56% | 9.54% | 7.95% | 7.24% | 8.68% |
Financials
GEO vs. ADT - Financials Comparison
This section allows you to compare key financial metrics between The GEO Group, Inc. and ADT 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
GEO and ADT have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADT has higher volatility (7.94%) compared to GEO (7.49%). In terms of maximum drawdown, GEO dropped -86.59% vs ADT's -67.19%.
GEO currently has the higher Sharpe Ratio (0.38 vs -0.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for GEO and ADT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer