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GEVO vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between GEVO and ^GSPC is 0.28, 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. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gevo, Inc. (GEVO) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
-100.00%
344.56%
GEVO
^GSPC

Key characteristics

Sharpe Ratio

GEVO:

0.21

^GSPC:

1.90

Sortino Ratio

GEVO:

1.15

^GSPC:

2.54

Omega Ratio

GEVO:

1.13

^GSPC:

1.35

Calmar Ratio

GEVO:

0.22

^GSPC:

2.81

Martin Ratio

GEVO:

0.55

^GSPC:

12.39

Ulcer Index

GEVO:

40.36%

^GSPC:

1.93%

Daily Std Dev

GEVO:

105.35%

^GSPC:

12.58%

Max Drawdown

GEVO:

-100.00%

^GSPC:

-56.78%

Current Drawdown

GEVO:

-100.00%

^GSPC:

-3.58%

Returns By Period

In the year-to-date period, GEVO achieves a 28.45% return, which is significantly higher than ^GSPC's 23.11% return. Over the past 10 years, GEVO has underperformed ^GSPC with an annualized return of -51.21%, while ^GSPC has yielded a comparatively higher 11.01% annualized return.


GEVO

YTD

28.45%

1M

3.47%

6M

159.76%

1Y

22.13%

5Y*

-10.91%

10Y*

-51.21%

^GSPC

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

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Risk-Adjusted Performance

GEVO vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gevo, Inc. (GEVO) and S&P 500 (^GSPC). 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 0.21, compared to the broader market-4.00-2.000.002.000.211.90
The chart of Sortino ratio for GEVO, currently valued at 1.15, compared to the broader market-4.00-2.000.002.004.001.152.54
The chart of Omega ratio for GEVO, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.35
The chart of Calmar ratio for GEVO, currently valued at 0.22, compared to the broader market0.002.004.006.000.222.81
The chart of Martin ratio for GEVO, currently valued at 0.55, compared to the broader market0.0010.0020.000.5512.39
GEVO
^GSPC

The current GEVO Sharpe Ratio is 0.21, which is lower than the ^GSPC Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of GEVO and ^GSPC, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.21
1.90
GEVO
^GSPC

Drawdowns

GEVO vs. ^GSPC - Drawdown Comparison

The maximum GEVO drawdown since its inception was -100.00%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for GEVO and ^GSPC. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-100.00%
-3.58%
GEVO
^GSPC

Volatility

GEVO vs. ^GSPC - Volatility Comparison

Gevo, Inc. (GEVO) has a higher volatility of 23.96% compared to S&P 500 (^GSPC) at 3.64%. This indicates that GEVO's price experiences larger fluctuations and is considered to be riskier than ^GSPC 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%JulyAugustSeptemberOctoberNovemberDecember
23.96%
3.64%
GEVO
^GSPC
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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.

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