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GEVO vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


GEVOSPY
YTD Return-49.07%15.29%
1Y Return-55.58%26.49%
3Y Return (Ann)-58.27%10.42%
5Y Return (Ann)-20.89%14.94%
10Y Return (Ann)-59.89%12.85%
Sharpe Ratio-0.742.40
Daily Std Dev76.43%11.21%
Max Drawdown-100.00%-55.19%
Current Drawdown-100.00%-0.41%

Correlation

-0.50.00.51.00.3

The correlation between GEVO and SPY 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. SPY - Performance Comparison

In the year-to-date period, GEVO achieves a -49.07% return, which is significantly lower than SPY's 15.29% return. Over the past 10 years, GEVO has underperformed SPY with an annualized return of -59.89%, while SPY has yielded a comparatively higher 12.85% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%0.00%100.00%200.00%300.00%400.00%2024FebruaryMarchAprilMayJune
-100.00%
428.48%
GEVO
SPY

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Gevo, Inc.

SPDR S&P 500 ETF

Risk-Adjusted Performance

GEVO vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gevo, Inc. (GEVO) and SPDR S&P 500 ETF (SPY). 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.


GEVO
Sharpe ratio
The chart of Sharpe ratio for GEVO, currently valued at -0.74, compared to the broader market-2.00-1.000.001.002.003.00-0.74
Sortino ratio
The chart of Sortino ratio for GEVO, currently valued at -1.03, compared to the broader market-4.00-2.000.002.004.006.00-1.03
Omega ratio
The chart of Omega ratio for GEVO, currently valued at 0.89, compared to the broader market0.501.001.502.000.89
Calmar ratio
The chart of Calmar ratio for GEVO, currently valued at -0.57, compared to the broader market0.002.004.006.00-0.57
Martin ratio
The chart of Martin ratio for GEVO, currently valued at -1.29, compared to the broader market0.0010.0020.00-1.29
SPY
Sharpe ratio
The chart of Sharpe ratio for SPY, currently valued at 2.40, compared to the broader market-2.00-1.000.001.002.003.002.40
Sortino ratio
The chart of Sortino ratio for SPY, currently valued at 3.38, compared to the broader market-4.00-2.000.002.004.006.003.38
Omega ratio
The chart of Omega ratio for SPY, currently valued at 1.43, compared to the broader market0.501.001.502.001.43
Calmar ratio
The chart of Calmar ratio for SPY, currently valued at 2.31, compared to the broader market0.002.004.006.002.31
Martin ratio
The chart of Martin ratio for SPY, currently valued at 9.33, compared to the broader market0.0010.0020.009.33

GEVO vs. SPY - Sharpe Ratio Comparison

The current GEVO Sharpe Ratio is -0.74, which is lower than the SPY Sharpe Ratio of 2.40. The chart below compares the 12-month rolling Sharpe Ratio of GEVO and SPY.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.002024FebruaryMarchAprilMayJune
-0.74
2.40
GEVO
SPY

Dividends

GEVO vs. SPY - Dividend Comparison

GEVO has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.26%.


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%
SPY
SPDR S&P 500 ETF
1.26%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

GEVO vs. SPY - Drawdown Comparison

The maximum GEVO drawdown since its inception was -100.00%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for GEVO and SPY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%2024FebruaryMarchAprilMayJune
-100.00%
-0.41%
GEVO
SPY

Volatility

GEVO vs. SPY - Volatility Comparison

Gevo, Inc. (GEVO) has a higher volatility of 15.86% compared to SPDR S&P 500 ETF (SPY) at 2.41%. This indicates that GEVO's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%2024FebruaryMarchAprilMayJune
15.86%
2.41%
GEVO
SPY