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

Correlation

The correlation between GEO and BA is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

GEO vs. BA - Performance Comparison

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

0.00%2,000.00%4,000.00%6,000.00%8,000.00%NovemberDecember2025FebruaryMarchApril
7,649.62%
1,213.81%
GEO
BA

Key characteristics

Sharpe Ratio

GEO:

1.58

BA:

0.13

Sortino Ratio

GEO:

2.84

BA:

0.47

Omega Ratio

GEO:

1.32

BA:

1.06

Calmar Ratio

GEO:

2.19

BA:

0.08

Martin Ratio

GEO:

5.90

BA:

0.39

Ulcer Index

GEO:

17.62%

BA:

13.44%

Daily Std Dev

GEO:

66.15%

BA:

40.29%

Max Drawdown

GEO:

-86.59%

BA:

-88.95%

Current Drawdown

GEO:

-13.49%

BA:

-58.65%

Fundamentals

Market Cap

GEO:

$4.37B

BA:

$132.79B

EPS

GEO:

$0.22

BA:

-$17.96

PEG Ratio

GEO:

2.44

BA:

6.53

PS Ratio

GEO:

1.80

BA:

1.91

PB Ratio

GEO:

3.21

BA:

0.00

Total Revenue (TTM)

GEO:

$1.82B

BA:

$69.44B

Gross Profit (TTM)

GEO:

$1.37B

BA:

-$1.45B

EBITDA (TTM)

GEO:

$325.08M

BA:

-$7.82B

Returns By Period

In the year-to-date period, GEO achieves a 9.29% return, which is significantly higher than BA's 0.54% return. Over the past 10 years, GEO has outperformed BA with an annualized return of 6.66%, while BA has yielded a comparatively lower 3.21% annualized return.


GEO

YTD

9.29%

1M

3.17%

6M

101.32%

1Y

106.76%

5Y*

23.68%

10Y*

6.66%

BA

YTD

0.54%

1M

-0.34%

6M

14.80%

1Y

6.68%

5Y*

6.66%

10Y*

3.21%

*Annualized

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Risk-Adjusted Performance

GEO vs. BA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GEO
The Risk-Adjusted Performance Rank of GEO is 9292
Overall Rank
The Sharpe Ratio Rank of GEO is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of GEO is 9494
Sortino Ratio Rank
The Omega Ratio Rank of GEO is 8989
Omega Ratio Rank
The Calmar Ratio Rank of GEO is 9494
Calmar Ratio Rank
The Martin Ratio Rank of GEO is 8989
Martin Ratio Rank

BA
The Risk-Adjusted Performance Rank of BA is 5454
Overall Rank
The Sharpe Ratio Rank of BA is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of BA is 5151
Sortino Ratio Rank
The Omega Ratio Rank of BA is 5050
Omega Ratio Rank
The Calmar Ratio Rank of BA is 5656
Calmar Ratio Rank
The Martin Ratio Rank of BA is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GEO vs. BA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The GEO Group, Inc. (GEO) and The Boeing Company (BA). 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.


The chart of Sharpe ratio for GEO, currently valued at 1.58, compared to the broader market-2.00-1.000.001.002.003.00
GEO: 1.58
BA: 0.13
The chart of Sortino ratio for GEO, currently valued at 2.84, compared to the broader market-6.00-4.00-2.000.002.004.00
GEO: 2.84
BA: 0.47
The chart of Omega ratio for GEO, currently valued at 1.32, compared to the broader market0.501.001.502.00
GEO: 1.32
BA: 1.06
The chart of Calmar ratio for GEO, currently valued at 2.19, compared to the broader market0.001.002.003.004.005.00
GEO: 2.19
BA: 0.08
The chart of Martin ratio for GEO, currently valued at 5.90, compared to the broader market-5.000.005.0010.0015.0020.00
GEO: 5.90
BA: 0.39

The current GEO Sharpe Ratio is 1.58, which is higher than the BA Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of GEO and BA, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.58
0.13
GEO
BA

Dividends

GEO vs. BA - Dividend Comparison

Neither GEO nor BA has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
GEO
The GEO Group, Inc.
0.00%0.00%0.00%0.00%3.23%20.09%11.56%9.54%7.95%7.24%8.68%5.77%
BA
The Boeing Company
0.00%0.00%0.00%0.00%0.00%0.96%2.52%2.12%1.93%2.80%2.52%2.25%

Drawdowns

GEO vs. BA - Drawdown Comparison

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


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.49%
-58.65%
GEO
BA

Volatility

GEO vs. BA - Volatility Comparison

The current volatility for The GEO Group, Inc. (GEO) is 17.33%, while The Boeing Company (BA) has a volatility of 23.45%. This indicates that GEO experiences smaller price fluctuations and is considered to be less risky than BA 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%NovemberDecember2025FebruaryMarchApril
17.33%
23.45%
GEO
BA

Financials

GEO vs. BA - Financials Comparison

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