GEVO vs. ^GSPC
Compare and contrast key facts about Gevo, Inc. (GEVO) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GEVO or ^GSPC.
Performance
GEVO vs. ^GSPC - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with GEVO having a 24.14% return and ^GSPC slightly lower at 23.56%. Over the past 10 years, GEVO has underperformed ^GSPC with an annualized return of -53.03%, while ^GSPC has yielded a comparatively higher 11.10% annualized return.
GEVO
24.14%
-53.99%
104.69%
17.07%
-8.65%
-53.03%
^GSPC
23.56%
0.49%
11.03%
30.56%
13.70%
11.10%
Key characteristics
| GEVO | ^GSPC | |
|---|---|---|
| Sharpe Ratio | 0.23 | 2.51 |
| Sortino Ratio | 1.17 | 3.36 |
| Omega Ratio | 1.13 | 1.47 |
| Calmar Ratio | 0.24 | 3.62 |
| Martin Ratio | 0.59 | 16.12 |
| Ulcer Index | 40.92% | 1.91% |
| Daily Std Dev | 105.41% | 12.27% |
| Max Drawdown | -100.00% | -56.78% |
| Current Drawdown | -100.00% | -1.80% |
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Correlation
The correlation between GEVO and ^GSPC is 0.28, 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.
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.
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.
Volatility
GEVO vs. ^GSPC - Volatility Comparison
Gevo, Inc. (GEVO) has a higher volatility of 42.53% compared to S&P 500 (^GSPC) at 4.06%. 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.