GEO vs. SPY
Compare and contrast key facts about The GEO Group, Inc. (GEO) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GEO or SPY.
Key characteristics
| GEO | SPY | |
|---|---|---|
| YTD Return | 144.51% | 27.16% |
| 1Y Return | 183.51% | 37.73% |
| 3Y Return (Ann) | 40.69% | 10.28% |
| 5Y Return (Ann) | 16.51% | 15.97% |
| 10Y Return (Ann) | 5.83% | 13.38% |
| Sharpe Ratio | 3.09 | 3.25 |
| Sortino Ratio | 4.61 | 4.32 |
| Omega Ratio | 1.55 | 1.61 |
| Calmar Ratio | 3.15 | 4.74 |
| Martin Ratio | 12.82 | 21.51 |
| Ulcer Index | 14.67% | 1.85% |
| Daily Std Dev | 60.92% | 12.20% |
| Max Drawdown | -86.59% | -55.19% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between GEO and SPY is 0.35, 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. SPY - Performance Comparison
In the year-to-date period, GEO achieves a 144.51% return, which is significantly higher than SPY's 27.16% return. Over the past 10 years, GEO has underperformed SPY with an annualized return of 5.83%, while SPY has yielded a comparatively higher 13.38% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
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 1.17%.
| 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% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
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.
Volatility
GEO vs. SPY - Volatility Comparison
The GEO Group, Inc. (GEO) has a higher volatility of 38.66% compared to SPDR S&P 500 ETF (SPY) at 3.92%. 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.