PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GEVO vs. CEG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GEVO and CEG 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.


-0.50.00.51.00.3

Performance

GEVO vs. CEG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gevo, Inc. (GEVO) and Constellation Energy Corp (CEG). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
157.34%
4.43%
GEVO
CEG

Key characteristics

Sharpe Ratio

GEVO:

0.26

CEG:

1.82

Sortino Ratio

GEVO:

1.22

CEG:

2.62

Omega Ratio

GEVO:

1.14

CEG:

1.36

Calmar Ratio

GEVO:

0.28

CEG:

3.45

Martin Ratio

GEVO:

0.68

CEG:

8.61

Ulcer Index

GEVO:

40.65%

CEG:

11.08%

Daily Std Dev

GEVO:

105.41%

CEG:

52.54%

Max Drawdown

GEVO:

-100.00%

CEG:

-27.64%

Current Drawdown

GEVO:

-100.00%

CEG:

-20.36%

Fundamentals

Market Cap

GEVO:

$375.87M

CEG:

$74.85B

EPS

GEVO:

-$0.33

CEG:

$9.07

PEG Ratio

GEVO:

-0.01

CEG:

3.63

Total Revenue (TTM)

GEVO:

$15.59M

CEG:

$22.81B

Gross Profit (TTM)

GEVO:

-$12.42M

CEG:

$5.14B

EBITDA (TTM)

GEVO:

-$63.44M

CEG:

$6.40B

Returns By Period

In the year-to-date period, GEVO achieves a 31.03% return, which is significantly lower than CEG's 95.57% return.


GEVO

YTD

31.03%

1M

10.14%

6M

157.28%

1Y

26.67%

5Y*

-10.54%

10Y*

-51.92%

CEG

YTD

95.57%

1M

-3.57%

6M

4.43%

1Y

93.22%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

GEVO vs. CEG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gevo, Inc. (GEVO) and Constellation Energy Corp (CEG). 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.


Sharpe ratio
The chart of Sharpe ratio for GEVO, currently valued at 0.26, compared to the broader market-4.00-2.000.002.000.261.82
The chart of Sortino ratio for GEVO, currently valued at 1.22, compared to the broader market-4.00-2.000.002.004.001.222.62
The chart of Omega ratio for GEVO, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.36
The chart of Calmar ratio for GEVO, currently valued at 0.31, compared to the broader market0.002.004.006.000.313.45
The chart of Martin ratio for GEVO, currently valued at 0.68, compared to the broader market-5.000.005.0010.0015.0020.0025.000.688.61
GEVO
CEG

The current GEVO Sharpe Ratio is 0.26, which is lower than the CEG Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of GEVO and CEG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.26
1.82
GEVO
CEG

Dividends

GEVO vs. CEG - Dividend Comparison

GEVO has not paid dividends to shareholders, while CEG's dividend yield for the trailing twelve months is around 0.62%.


TTM20232022
GEVO
Gevo, Inc.
0.00%0.00%0.00%
CEG
Constellation Energy Corp
0.62%0.97%0.65%

Drawdowns

GEVO vs. CEG - Drawdown Comparison

The maximum GEVO drawdown since its inception was -100.00%, which is greater than CEG's maximum drawdown of -27.64%. Use the drawdown chart below to compare losses from any high point for GEVO and CEG. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-70.08%
-20.36%
GEVO
CEG

Volatility

GEVO vs. CEG - Volatility Comparison

Gevo, Inc. (GEVO) has a higher volatility of 24.03% compared to Constellation Energy Corp (CEG) at 14.59%. This indicates that GEVO's price experiences larger fluctuations and is considered to be riskier than CEG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
24.03%
14.59%
GEVO
CEG

Financials

GEVO vs. CEG - Financials Comparison

This section allows you to compare key financial metrics between Gevo, Inc. and Constellation Energy Corp. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab