GEO vs. QQQ
Compare and contrast key facts about The GEO Group, Inc. (GEO) and Invesco QQQ (QQQ).
QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GEO or QQQ.
Key characteristics
| GEO | QQQ | |
|---|---|---|
| YTD Return | 131.30% | 25.79% |
| 1Y Return | 169.35% | 36.91% |
| 3Y Return (Ann) | 38.04% | 9.89% |
| 5Y Return (Ann) | 15.20% | 21.42% |
| 10Y Return (Ann) | 5.25% | 18.39% |
| Sharpe Ratio | 2.75 | 2.11 |
| Sortino Ratio | 4.26 | 2.78 |
| Omega Ratio | 1.51 | 1.38 |
| Calmar Ratio | 2.82 | 2.69 |
| Martin Ratio | 11.46 | 9.81 |
| Ulcer Index | 14.68% | 3.72% |
| Daily Std Dev | 61.08% | 17.32% |
| Max Drawdown | -86.59% | -82.98% |
| Current Drawdown | -5.40% | -0.24% |
Correlation
The correlation between GEO and QQQ is 0.33, 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
GEO vs. QQQ - Performance Comparison
In the year-to-date period, GEO achieves a 131.30% return, which is significantly higher than QQQ's 25.79% return. Over the past 10 years, GEO has underperformed QQQ with an annualized return of 5.25%, while QQQ has yielded a comparatively higher 18.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
GEO vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The GEO Group, Inc. (GEO) and Invesco QQQ (QQQ). 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
GEO vs. QQQ - Dividend Comparison
GEO has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.59%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
QQQ Invesco QQQ | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
GEO vs. QQQ - Drawdown Comparison
The maximum GEO drawdown since its inception was -86.59%, roughly equal to the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for GEO and QQQ. For additional features, visit the drawdowns tool.
Volatility
GEO vs. QQQ - Volatility Comparison
The GEO Group, Inc. (GEO) has a higher volatility of 39.48% compared to Invesco QQQ (QQQ) at 5.14%. This indicates that GEO's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.