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GEO vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GEO and SPY is 0.36, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

GEO vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The GEO Group, Inc. (GEO) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

2,000.00%4,000.00%6,000.00%8,000.00%NovemberDecember2025FebruaryMarchApril
7,495.03%
1,986.79%
GEO
SPY

Key characteristics

Sharpe Ratio

GEO:

1.54

SPY:

0.54

Sortino Ratio

GEO:

2.80

SPY:

0.89

Omega Ratio

GEO:

1.32

SPY:

1.13

Calmar Ratio

GEO:

2.15

SPY:

0.58

Martin Ratio

GEO:

5.78

SPY:

2.39

Ulcer Index

GEO:

17.60%

SPY:

4.51%

Daily Std Dev

GEO:

66.13%

SPY:

20.07%

Max Drawdown

GEO:

-86.59%

SPY:

-55.19%

Current Drawdown

GEO:

-15.22%

SPY:

-10.54%

Returns By Period

In the year-to-date period, GEO achieves a 7.11% return, which is significantly higher than SPY's -6.44% return. Over the past 10 years, GEO has underperformed SPY with an annualized return of 6.53%, while SPY has yielded a comparatively higher 11.95% annualized return.


GEO

YTD

7.11%

1M

3.24%

6M

96.52%

1Y

98.87%

5Y*

23.20%

10Y*

6.53%

SPY

YTD

-6.44%

1M

-5.00%

6M

-5.02%

1Y

9.54%

5Y*

15.80%

10Y*

11.95%

*Annualized

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Risk-Adjusted Performance

GEO vs. SPY — 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 9090
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

SPY
The Risk-Adjusted Performance Rank of SPY is 6565
Overall Rank
The Sharpe Ratio Rank of SPY is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6767
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. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The GEO Group, Inc. (GEO) and SPDR S&P 500 ETF (SPY). 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 1.54, compared to the broader market-2.00-1.000.001.002.003.00
GEO: 1.54
SPY: 0.54
The chart of Sortino ratio for GEO, currently valued at 2.80, compared to the broader market-6.00-4.00-2.000.002.004.00
GEO: 2.80
SPY: 0.89
The chart of Omega ratio for GEO, currently valued at 1.32, compared to the broader market0.501.001.502.00
GEO: 1.32
SPY: 1.13
The chart of Calmar ratio for GEO, currently valued at 2.15, compared to the broader market0.001.002.003.004.005.00
GEO: 2.15
SPY: 0.58
The chart of Martin ratio for GEO, currently valued at 5.78, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
GEO: 5.78
SPY: 2.39

The current GEO Sharpe Ratio is 1.54, which is higher than the SPY Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of GEO and SPY, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.54
0.54
GEO
SPY

Dividends

GEO vs. SPY - Dividend Comparison

GEO has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.31%.


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%
SPY
SPDR S&P 500 ETF
1.31%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

GEO vs. SPY - Drawdown Comparison

The maximum GEO drawdown since its inception was -86.59%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for GEO and SPY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.22%
-10.54%
GEO
SPY

Volatility

GEO vs. SPY - Volatility Comparison

The GEO Group, Inc. (GEO) has a higher volatility of 17.34% compared to SPDR S&P 500 ETF (SPY) at 15.13%. This indicates that GEO's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
17.34%
15.13%
GEO
SPY