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

Correlation

The correlation between GEVO and VTI is 0.31, 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.


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Performance

GEVO vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gevo, Inc. (GEVO) and Vanguard Total Stock Market ETF (VTI). 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%AugustSeptemberOctoberNovemberDecember
-100.00%
7.55%
GEVO
VTI

Key characteristics

Sharpe Ratio

GEVO:

0.73

VTI:

1.84

Sortino Ratio

GEVO:

1.84

VTI:

2.48

Omega Ratio

GEVO:

1.21

VTI:

1.34

Calmar Ratio

GEVO:

0.81

VTI:

2.77

Martin Ratio

GEVO:

2.10

VTI:

11.77

Ulcer Index

GEVO:

38.52%

VTI:

2.02%

Daily Std Dev

GEVO:

111.01%

VTI:

12.92%

Max Drawdown

GEVO:

-100.00%

VTI:

-55.45%

Current Drawdown

GEVO:

-100.00%

VTI:

-3.54%

Returns By Period

In the year-to-date period, GEVO achieves a 87.07% return, which is significantly higher than VTI's 24.24% return. Over the past 10 years, GEVO has underperformed VTI with an annualized return of -49.80%, while VTI has yielded a comparatively higher 12.58% annualized return.


GEVO

YTD

87.07%

1M

31.52%

6M

278.84%

1Y

87.07%

5Y*

-1.25%

10Y*

-49.80%

VTI

YTD

24.24%

1M

-2.70%

6M

9.18%

1Y

24.24%

5Y*

13.94%

10Y*

12.58%

*Annualized

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Gevo, Inc.

Vanguard Total Stock Market ETF

Risk-Adjusted Performance

GEVO vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gevo, Inc. (GEVO) and Vanguard Total Stock Market ETF (VTI). 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 chart of Sharpe ratio for GEVO, currently valued at 0.73, compared to the broader market-4.00-2.000.002.000.731.84
The chart of Sortino ratio for GEVO, currently valued at 1.84, compared to the broader market-4.00-2.000.002.004.001.842.48
The chart of Omega ratio for GEVO, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.34
The chart of Calmar ratio for GEVO, currently valued at 0.81, compared to the broader market0.002.004.006.000.812.77
The chart of Martin ratio for GEVO, currently valued at 2.10, compared to the broader market0.005.0010.0015.0020.0025.002.1011.77
GEVO
VTI

The current GEVO Sharpe Ratio is 0.73, which is lower than the VTI Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of GEVO and VTI, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember
0.73
1.84
GEVO
VTI

Dividends

GEVO vs. VTI - Dividend Comparison

GEVO has not paid dividends to shareholders, while VTI'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%
VTI
Vanguard Total Stock Market ETF
1.26%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

GEVO vs. VTI - Drawdown Comparison

The maximum GEVO drawdown since its inception was -100.00%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for GEVO and VTI. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember
-100.00%
-3.54%
GEVO
VTI

Volatility

GEVO vs. VTI - Volatility Comparison

Gevo, Inc. (GEVO) has a higher volatility of 34.43% compared to Vanguard Total Stock Market ETF (VTI) at 4.31%. This indicates that GEVO's price experiences larger fluctuations and is considered to be riskier than VTI 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%AugustSeptemberOctoberNovemberDecember
34.43%
4.31%
GEVO
VTI

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