GEO vs. SCHD
Compare and contrast key facts about The GEO Group, Inc. (GEO) and Schwab U.S. Dividend Equity ETF (SCHD).
SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Performance
GEO vs. SCHD - Performance Comparison
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GEO vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GEO The GEO Group, Inc. | 4.28% | -42.39% | 158.36% | -1.10% | 41.29% | -9.92% | -39.13% | -6.80% | -9.35% | 5.08% |
SCHD Schwab U.S. Dividend Equity ETF | 12.79% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Returns By Period
In the year-to-date period, GEO achieves a 4.28% return, which is significantly lower than SCHD's 12.79% return. Over the past 10 years, GEO has underperformed SCHD with an annualized return of 1.61%, while SCHD has yielded a comparatively higher 12.31% annualized return.
GEO
- 1D
- 3.00%
- 1M
- 11.77%
- YTD
- 4.28%
- 6M
- -17.96%
- 1Y
- -42.45%
- 3Y*
- 28.68%
- 5Y*
- 16.93%
- 10Y*
- 1.61%
SCHD
- 1D
- 0.66%
- 1M
- -2.61%
- YTD
- 12.79%
- 6M
- 14.49%
- 1Y
- 13.97%
- 3Y*
- 12.05%
- 5Y*
- 8.44%
- 10Y*
- 12.31%
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Return for Risk
GEO vs. SCHD — Risk / Return Rank
GEO
SCHD
GEO vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The GEO Group, Inc. (GEO) and Schwab U.S. Dividend Equity ETF (SCHD). 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.
| GEO | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.85 | 0.89 | -1.75 |
Sortino ratioReturn per unit of downside risk | -1.09 | 1.35 | -2.43 |
Omega ratioGain probability vs. loss probability | 0.86 | 1.19 | -0.33 |
Calmar ratioReturn relative to maximum drawdown | -0.73 | 1.19 | -1.93 |
Martin ratioReturn relative to average drawdown | -1.12 | 3.99 | -5.11 |
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
| GEO | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.85 | 0.89 | -1.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.59 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.03 | 0.74 | -0.71 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.84 | -0.56 |
Correlation
The correlation between GEO and SCHD is 0.40, 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.
Dividends
GEO vs. SCHD - Dividend Comparison
GEO has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.44%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHD Schwab U.S. Dividend Equity ETF | 3.44% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
GEO vs. SCHD - Drawdown Comparison
The maximum GEO drawdown since its inception was -86.59%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for GEO and SCHD.
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Drawdown Indicators
| GEO | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.59% | -33.37% | -53.22% |
Max Drawdown (1Y)Largest decline over 1 year | -58.13% | -12.74% | -45.39% |
Max Drawdown (5Y)Largest decline over 5 years | -62.49% | -16.85% | -45.64% |
Max Drawdown (10Y)Largest decline over 10 years | -77.82% | -33.37% | -44.45% |
Current DrawdownCurrent decline from peak | -52.45% | -2.89% | -49.56% |
Average DrawdownAverage peak-to-trough decline | -38.91% | -3.34% | -35.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.98% | 3.89% | +34.09% |
Volatility
GEO vs. SCHD - Volatility Comparison
The GEO Group, Inc. (GEO) has a higher volatility of 13.47% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.40%. This indicates that GEO's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GEO | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.47% | 2.40% | +11.07% |
Volatility (6M)Calculated over the trailing 6-month period | 37.58% | 7.96% | +29.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.86% | 15.74% | +34.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.83% | 14.40% | +41.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.21% | 16.70% | +34.51% |