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GEVO vs. GE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

GEVO vs. GE - Performance Comparison

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

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-100.00%
11.81%
GEVO
GE

Returns By Period

In the year-to-date period, GEVO achieves a 24.14% return, which is significantly lower than GE's 75.14% return. Over the past 10 years, GEVO has underperformed GE with an annualized return of -53.03%, while GE has yielded a comparatively higher 4.89% annualized return.


GEVO

YTD

24.14%

1M

-53.99%

6M

104.69%

1Y

17.07%

5Y (annualized)

-8.65%

10Y (annualized)

-53.03%

GE

YTD

75.14%

1M

-7.83%

6M

11.81%

1Y

86.51%

5Y (annualized)

26.24%

10Y (annualized)

4.89%

Fundamentals


GEVOGE
Market Cap$344.75M$192.13B
EPS-$0.33$5.08
PEG Ratio-0.011.92
Total Revenue (TTM)$15.59M$54.41B
Gross Profit (TTM)-$12.42M$16.59B
EBITDA (TTM)-$67.40M$8.68B

Key characteristics


GEVOGE
Sharpe Ratio0.233.00
Sortino Ratio1.173.54
Omega Ratio1.131.52
Calmar Ratio0.242.19
Martin Ratio0.5924.50
Ulcer Index40.92%3.59%
Daily Std Dev105.41%29.45%
Max Drawdown-100.00%-85.53%
Current Drawdown-100.00%-8.60%

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Correlation

-0.50.00.51.00.2

The correlation between GEVO and GE is 0.22, 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. GE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gevo, Inc. (GEVO) and General Electric Company (GE). 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 0.23, compared to the broader market-4.00-2.000.002.004.000.233.00
The chart of Sortino ratio for GEVO, currently valued at 1.17, compared to the broader market-4.00-2.000.002.004.001.173.54
The chart of Omega ratio for GEVO, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.52
The chart of Calmar ratio for GEVO, currently valued at 0.24, compared to the broader market0.002.004.006.000.242.60
The chart of Martin ratio for GEVO, currently valued at 0.59, compared to the broader market-10.000.0010.0020.0030.000.5924.50
GEVO
GE

The current GEVO Sharpe Ratio is 0.23, which is lower than the GE Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of GEVO and GE, 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-1.000.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
0.23
3.00
GEVO
GE

Dividends

GEVO vs. GE - Dividend Comparison

GEVO has not paid dividends to shareholders, while GE's dividend yield for the trailing twelve months is around 0.51%.


TTM20232022202120202019201820172016201520142013
GEVO
Gevo, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GE
General Electric Company
0.51%0.25%0.38%0.34%0.37%0.36%4.89%4.81%2.94%2.95%3.52%2.82%

Drawdowns

GEVO vs. GE - Drawdown Comparison

The maximum GEVO drawdown since its inception was -100.00%, which is greater than GE's maximum drawdown of -85.53%. Use the drawdown chart below to compare losses from any high point for GEVO and GE. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-100.00%
-8.60%
GEVO
GE

Volatility

GEVO vs. GE - Volatility Comparison

Gevo, Inc. (GEVO) has a higher volatility of 42.53% compared to General Electric Company (GE) at 12.14%. This indicates that GEVO's price experiences larger fluctuations and is considered to be riskier than GE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
42.53%
12.14%
GEVO
GE

Financials

GEVO vs. GE - Financials Comparison

This section allows you to compare key financial metrics between Gevo, Inc. and General Electric Company. 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