GEVO vs. CEG

In the year-to-date period, GEVO achieves a 24.14% return, which is significantly lower than CEG's 98.37% return.

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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.

The current GEVO Sharpe Ratio is 0.23, which is lower than the CEG Sharpe Ratio of 1.76. 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.

GEVO has not paid dividends to shareholders, while CEG's dividend yield for the trailing twelve months is around 0.61%.

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.

Gevo, Inc. (GEVO) has a higher volatility of 42.53% compared to Constellation Energy Corp (CEG) at 15.38%. 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.

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.