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.
Key characteristics
| GEVO | ^GSPC | |
|---|---|---|
| YTD Return | -36.62% | 15.38% |
| 1Y Return | -43.88% | 23.24% |
| 3Y Return (Ann) | -50.72% | 6.68% |
| 5Y Return (Ann) | -24.67% | 13.10% |
| 10Y Return (Ann) | -56.27% | 10.67% |
| Sharpe Ratio | -0.51 | 1.78 |
| Daily Std Dev | 84.63% | 12.59% |
| Max Drawdown | -100.00% | -56.78% |
| Current Drawdown | -100.00% | -2.89% |
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.
Performance
GEVO vs. ^GSPC - Performance Comparison
In the year-to-date period, GEVO achieves a -36.62% return, which is significantly lower than ^GSPC's 15.38% return. Over the past 10 years, GEVO has underperformed ^GSPC with an annualized return of -56.27%, while ^GSPC has yielded a comparatively higher 10.67% 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
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 36.95% compared to S&P 500 (^GSPC) at 4.56%. 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.