GEVO vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Gevo, Inc. (GEVO) and S&P 500 Index (^GSPC).

Performance

GEVO vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gevo, Inc. (GEVO) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

GEVO vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GEVO Gevo, Inc.	19.75%	-4.31%	80.17%	-38.95%	-55.61%	0.71%	83.98%	17.86%	-83.40%	-82.94%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, GEVO achieves a 19.75% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, GEVO has underperformed ^GSPC with an annualized return of -31.15%, while ^GSPC has yielded a comparatively higher 12.24% annualized return.

GEVO

• 1D: -12.27%
• 1M: 26.05%
• YTD: 19.75%
• 6M: 19.75%
• 1Y: 110.09%
• 3Y*: 15.86%
• 5Y*: -24.82%
• 10Y*: -31.15%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

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

Return for Risk

GEVO vs. ^GSPC — Risk / Return Rank

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

GEVO

GEVO Risk / Return Rank: 82
GEVO Sharpe Ratio Rank: 79
GEVO Sortino Ratio Rank: 86
GEVO Omega Ratio Rank: 79
GEVO Calmar Ratio Rank: 85
GEVO Martin Ratio Rank: 81

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

GEVO vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gevo, Inc. (GEVO) and S&P 500 Index (^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	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.27	0.92	+0.35
Sortino ratio Return per unit of downside risk	2.54	1.41	+1.13
Omega ratio Gain probability vs. loss probability	1.28	1.21	+0.07
Calmar ratio Return relative to maximum drawdown	3.06	1.41	+1.64
Martin ratio Return relative to average drawdown	6.59	6.61	-0.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GEVO vs. ^GSPC - Sharpe Ratio Comparison

The current GEVO Sharpe Ratio is 1.27, which is higher than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of GEVO and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GEVO	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.27	0.92	+0.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.27	0.61	-0.88
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.20	0.68	-0.88
Sharpe Ratio (All Time) Calculated using the full available price history	-0.35	0.46	-0.81

Correlation

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.

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.

Drawdown Indicators

	GEVO	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-100.00%	-56.78%	-43.22%
Max Drawdown (1Y) Largest decline over 1 year	-34.85%	-12.14%	-22.71%
Max Drawdown (5Y) Largest decline over 5 years	-95.01%	-25.43%	-69.58%
Max Drawdown (10Y) Largest decline over 10 years	-99.87%	-33.92%	-65.95%
Current Drawdown Current decline from peak	-100.00%	-5.78%	-94.22%
Average Drawdown Average peak-to-trough decline	-94.49%	-10.75%	-83.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.16%	2.60%	+13.56%

Volatility

GEVO vs. ^GSPC - Volatility Comparison

Gevo, Inc. (GEVO) has a higher volatility of 23.91% compared to S&P 500 Index (^GSPC) at 5.37%. 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.

Volatility by Period

	GEVO	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.91%	5.37%	+18.54%
Volatility (6M) Calculated over the trailing 6-month period	44.45%	9.55%	+34.90%
Volatility (1Y) Calculated over the trailing 1-year period	87.44%	18.33%	+69.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	93.94%	16.90%	+77.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	156.58%	18.05%	+138.53%