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GEVO vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Key characteristics


GEVO^GSPC
YTD Return-49.07%14.57%
1Y Return-55.58%25.67%
3Y Return (Ann)-58.27%8.65%
5Y Return (Ann)-20.89%13.42%
10Y Return (Ann)-59.89%10.85%
Sharpe Ratio-0.742.24
Daily Std Dev76.43%11.25%
Max Drawdown-100.00%-56.78%
Current Drawdown-100.00%-0.41%

Correlation

-0.50.00.51.00.3

The correlation between GEVO and ^GSPC is 0.29, 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

GEVO vs. ^GSPC - Performance Comparison

In the year-to-date period, GEVO achieves a -49.07% return, which is significantly lower than ^GSPC's 14.57% return. Over the past 10 years, GEVO has underperformed ^GSPC with an annualized return of -59.89%, while ^GSPC has yielded a comparatively higher 10.85% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%0.00%100.00%200.00%300.00%2024FebruaryMarchAprilMayJune
-100.00%
313.71%
GEVO
^GSPC

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Gevo, Inc.

S&P 500

Risk-Adjusted Performance

GEVO vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gevo, Inc. (GEVO) and S&P 500 (^GSPC). 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.


GEVO
Sharpe ratio
The chart of Sharpe ratio for GEVO, currently valued at -0.74, compared to the broader market-2.00-1.000.001.002.003.00-0.74
Sortino ratio
The chart of Sortino ratio for GEVO, currently valued at -1.03, compared to the broader market-4.00-2.000.002.004.00-1.03
Omega ratio
The chart of Omega ratio for GEVO, currently valued at 0.89, compared to the broader market0.501.001.502.000.89
Calmar ratio
The chart of Calmar ratio for GEVO, currently valued at -0.57, compared to the broader market0.002.004.006.00-0.57
Martin ratio
The chart of Martin ratio for GEVO, currently valued at -1.29, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.29
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.24, compared to the broader market-2.00-1.000.001.002.003.002.24
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.16, compared to the broader market-4.00-2.000.002.004.003.16
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.501.001.502.001.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.002.004.006.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.36, compared to the broader market-5.000.005.0010.0015.0020.0025.008.36

GEVO vs. ^GSPC - Sharpe Ratio Comparison

The current GEVO Sharpe Ratio is -0.74, which is lower than the ^GSPC Sharpe Ratio of 2.24. The chart below compares the 12-month rolling Sharpe Ratio of GEVO and ^GSPC.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.002024FebruaryMarchAprilMayJune
-0.74
2.24
GEVO
^GSPC

Drawdowns

GEVO vs. ^GSPC - Drawdown Comparison

The maximum GEVO drawdown since its inception was -100.00%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for GEVO and ^GSPC. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%2024FebruaryMarchAprilMayJune
-100.00%
-0.41%
GEVO
^GSPC

Volatility

GEVO vs. ^GSPC - Volatility Comparison

Gevo, Inc. (GEVO) has a higher volatility of 15.86% compared to S&P 500 (^GSPC) at 2.38%. This indicates that GEVO's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%2024FebruaryMarchAprilMayJune
15.86%
2.38%
GEVO
^GSPC