GEO vs. SDRL

Last updated Jun 3, 2026

GEO (The GEO Group, Inc.) and SDRL (Seadrill Limited) are both stocks. GEO operates in REIT - Healthcare Facilities (Real Estate), while SDRL operates in Oil & Gas Drilling (Energy). Over the past 3 years, GEO returned 46.02%/yr vs 7.81%/yr for SDRL. At a 0.19 correlation, their price movements are largely independent.

Performance

GEO vs. SDRL - Performance Comparison

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

Returns By Period

In the year-to-date period, GEO achieves a 45.04% return, which is significantly higher than SDRL's 37.02% return.

GEO

• 1D: 0.17%
• 1M: 24.69%
• YTD: 45.04%
• 6M: 40.59%
• 1Y: -13.66%
• 3Y*: 46.02%
• 5Y*: 30.96%
• 10Y*: 5.09%

SDRL

• 1D: -0.88%
• 1M: -3.85%
• YTD: 37.02%
• 6M: 51.96%
• 1Y: 99.54%
• 3Y*: 7.81%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GEO vs. SDRL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
GEO The GEO Group, Inc.	45.04%	-42.39%	158.36%	-1.10%	28.67%
SDRL Seadrill Limited	37.02%	-11.12%	-17.66%	44.85%	23.17%

Correlation

The correlation between GEO and SDRL is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.20
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (All Time) Calculated using the full available price history since Oct 17, 2022	0.19

Fundamentals

EPS GEO : $1.83 SDRL : -$0.38
PS Ratio GEO : 1.24 SDRL : 2.08
Total Revenue (TTM) GEO : $2.63B SDRL : $1.45B
Gross Profit (TTM) GEO : $1.59B SDRL : $240.00M
EBITDA (TTM) GEO : $590.25M SDRL : $285.00M

Return for Risk

GEO vs. SDRL — Risk / Return Rank

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

GEO

GEO Risk / Return Rank: 30
GEO Sharpe Ratio Rank: 29
GEO Sortino Ratio Rank: 29
GEO Omega Ratio Rank: 29
GEO Calmar Ratio Rank: 31
GEO Martin Ratio Rank: 32

SDRL

SDRL Risk / Return Rank: 90
SDRL Sharpe Ratio Rank: 91
SDRL Sortino Ratio Rank: 87
SDRL Omega Ratio Rank: 85
SDRL Calmar Ratio Rank: 94
SDRL Martin Ratio Rank: 93

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GEO vs. SDRL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The GEO Group, Inc. (GEO) and Seadrill Limited (SDRL). 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	SDRL	Difference
Sharpe ratio Return per unit of total volatility	-0.27	2.40	-2.66
Sortino ratio Return per unit of downside risk	-0.04	3.02	-3.06
Omega ratio Gain probability vs. loss probability	0.99	1.36	-0.37
Calmar ratio Return relative to maximum drawdown	-0.27	6.31	-6.58
Martin ratio Return relative to average drawdown	-0.44	16.67	-17.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GEO vs. SDRL - Sharpe Ratio Comparison

The current GEO Sharpe Ratio is -0.27, which is lower than the SDRL Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of GEO and SDRL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GEO	SDRL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.27	2.40	-2.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.10	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.41	-0.11

Drawdowns

GEO vs. SDRL - Drawdown Comparison

The maximum GEO drawdown since its inception was -86.59%, which is greater than SDRL's maximum drawdown of -66.14%. Use the drawdown chart below to compare losses from any high point for GEO and SDRL.

Drawdown Indicators

	GEO	SDRL	Difference
Max Drawdown Largest peak-to-trough decline	-86.59%	-66.14%	-20.45%
Max Drawdown (1Y) Largest decline over 1 year	-50.82%	-16.54%	-34.28%
Max Drawdown (3Y) Largest decline over 3 years	-62.49%	-66.14%	+3.65%
Max Drawdown (5Y) Largest decline over 5 years	-62.49%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-77.82%	—	—
Current Drawdown Current decline from peak	-33.86%	-14.33%	-19.53%
Average Drawdown Average peak-to-trough decline	-38.93%	-22.98%	-15.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	31.72%	6.26%	+25.46%

Volatility

GEO vs. SDRL - Volatility Comparison

The GEO Group, Inc. (GEO) has a higher volatility of 21.77% compared to Seadrill Limited (SDRL) at 10.06%. This indicates that GEO's price experiences larger fluctuations and is considered to be riskier than SDRL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GEO	SDRL	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.77%	10.06%	+11.71%
Volatility (6M) Calculated over the trailing 6-month period	40.78%	27.92%	+12.86%
Volatility (1Y) Calculated over the trailing 1-year period	51.55%	41.79%	+9.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	55.55%	42.20%	+13.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	51.78%	42.20%	+9.58%

Dividends

GEO vs. SDRL - Dividend Comparison

Neither GEO nor SDRL has paid dividends to shareholders.

Position	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%
SDRL Seadrill Limited	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

GEO vs. SDRL - Profitability Comparison

The chart below illustrates the profitability comparison between The GEO Group, Inc. and Seadrill Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

GEO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The GEO Group, Inc. reported a gross profit of 177.79M and revenue of 707.70M. Therefore, the gross margin over that period was 25.1%.

SDRL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Seadrill Limited reported a gross profit of 50.00M and revenue of 358.00M. Therefore, the gross margin over that period was 14.0%.

GEO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The GEO Group, Inc. reported an operating income of 83.83M and revenue of 707.70M, resulting in an operating margin of 11.9%.

SDRL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Seadrill Limited reported an operating income of 25.00M and revenue of 358.00M, resulting in an operating margin of 7.0%.

GEO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The GEO Group, Inc. reported a net income of 31.77M and revenue of 707.70M, resulting in a net margin of 4.5%.

SDRL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Seadrill Limited reported a net income of 39.00M and revenue of 358.00M, resulting in a net margin of 10.9%.

Frequently Asked Questions

Can I hold both GEO and SDRL in my portfolio?

GEO and SDRL have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GEO or SDRL?

GEO has higher volatility (21.77%) compared to SDRL (10.06%). In terms of maximum drawdown, GEO dropped -86.59% vs SDRL's -66.14%.

Which has better risk-adjusted returns?

SDRL currently has the higher Sharpe Ratio (2.40 vs -0.27), 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.