GEO vs. VOO
Compare and contrast key facts about The GEO Group, Inc. (GEO) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GEO or VOO.
Key characteristics
| GEO | VOO | |
|---|---|---|
| YTD Return | 125.58% | 26.59% |
| 1Y Return | 163.54% | 38.23% |
| 3Y Return (Ann) | 37.41% | 9.99% |
| 5Y Return (Ann) | 13.64% | 15.91% |
| 10Y Return (Ann) | 4.91% | 13.40% |
| Sharpe Ratio | 2.62 | 3.11 |
| Sortino Ratio | 4.19 | 4.14 |
| Omega Ratio | 1.50 | 1.58 |
| Calmar Ratio | 2.64 | 4.54 |
| Martin Ratio | 10.82 | 20.72 |
| Ulcer Index | 14.67% | 1.85% |
| Daily Std Dev | 60.64% | 12.33% |
| Max Drawdown | -86.59% | -33.99% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between GEO and VOO is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
GEO vs. VOO - Performance Comparison
In the year-to-date period, GEO achieves a 125.58% return, which is significantly higher than VOO's 26.59% return. Over the past 10 years, GEO has underperformed VOO with an annualized return of 4.91%, while VOO has yielded a comparatively higher 13.40% 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The GEO Group, Inc. (GEO) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
GEO has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.24%.
| 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% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
GEO vs. VOO - Drawdown Comparison
The maximum GEO drawdown since its inception was -86.59%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GEO and VOO. For additional features, visit the drawdowns tool.
Volatility
GEO vs. VOO - Volatility Comparison
The GEO Group, Inc. (GEO) has a higher volatility of 38.73% compared to Vanguard S&P 500 ETF (VOO) at 3.95%. This indicates that GEO's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.