GPRK vs. EEM
GPRK (GeoPark Limited) is a stock, while EEM (iShares MSCI Emerging Markets ETF) is Emerging Markets Diversified fund tracking the MSCI Emerging Markets Index (Net). Over the past 10 years, GPRK returned 13.97%/yr vs 8.45%/yr for EEM. At a 0.20 correlation, their price movements are largely independent.
Performance
GPRK vs. EEM - Performance Comparison
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Returns By Period
In the year-to-date period, GPRK achieves a 35.75% return, which is significantly higher than EEM's 18.51% return. Over the past 10 years, GPRK has outperformed EEM with an annualized return of 13.97%, while EEM has yielded a comparatively lower 8.45% annualized return.
GPRK
- 1D
- 1.11%
- 1M
- -10.71%
- 6M
- 37.98%
- YTD
- 35.75%
- 1Y
- 45.23%
- 3Y*
- 5.84%
- 5Y*
- -0.11%
- 10Y*
- 13.97%
EEM
- 1D
- -3.59%
- 1M
- -4.49%
- 6M
- 11.90%
- YTD
- 18.51%
- 1Y
- 36.27%
- 3Y*
- 19.09%
- 5Y*
- 6.13%
- 10Y*
- 8.45%
GPRK vs. EEM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GPRK GeoPark Limited | 35.75% | -14.55% | 15.15% | -41.47% | 38.97% | -10.99% | -40.46% | 60.28% | 39.46% | 129.93% |
EEM iShares MSCI Emerging Markets ETF | 18.51% | 33.98% | 6.49% | 8.95% | -20.56% | -3.63% | 17.02% | 18.22% | -15.31% | 37.26% |
Correlation
The correlation between GPRK and EEM is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Oct 15, 2010 | 0.20 |
The correlation between GPRK and EEM shifts across timeframes, from 0.07 (1 year) to 0.26 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
GPRK vs. EEM — Risk / Return Rank
GPRK
EEM
GPRK vs. EEM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GeoPark Limited (GPRK) and iShares MSCI Emerging Markets ETF (EEM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GPRK | EEM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.30 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.96 | 2.69 | -0.73 |
| Martin ratioReturn relative to average drawdown | 5.05 | 9.20 | -4.15 |
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Drawdowns
GPRK vs. EEM - Drawdown Comparison
The maximum GPRK drawdown since its inception was -84.04%, which is greater than EEM's maximum drawdown of -66.43%. Use the drawdown chart below to compare losses from any high point for GPRK and EEM.
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Drawdown Indicators
| GPRK | EEM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.04% | -66.43% | -17.61% |
Max Drawdown (1Y)Largest decline over 1 year | -23.17% | -13.52% | -9.65% |
Max Drawdown (3Y)Largest decline over 3 years | -47.81% | -17.29% | -30.52% |
Max Drawdown (5Y)Largest decline over 5 years | -61.67% | -35.70% | -25.97% |
Max Drawdown (10Y)Largest decline over 10 years | -73.52% | -39.82% | -33.70% |
Current DrawdownCurrent decline from peak | -42.52% | -9.42% | -33.10% |
Average DrawdownAverage peak-to-trough decline | -42.23% | -15.97% | -26.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.24% | 3.95% | +5.29% |
Volatility
GPRK vs. EEM - Volatility Comparison
GeoPark Limited (GPRK) has a higher volatility of 13.14% compared to iShares MSCI Emerging Markets ETF (EEM) at 11.27%. This indicates that GPRK's price experiences larger fluctuations and is considered to be riskier than EEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GPRK | EEM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.14% | 11.27% | +1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 38.24% | 21.57% | +16.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.29% | 23.57% | +31.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.94% | 19.71% | +27.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.96% | 20.70% | +29.26% |
Dividends
GPRK vs. EEM - Dividend Comparison
GPRK's dividend yield for the trailing twelve months is around 2.30%, more than EEM's 1.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEM iShares MSCI Emerging Markets ETF | 1.73% | 2.22% | 2.43% | 2.63% | 2.50% | 1.99% | 1.45% | 2.76% | 2.24% | 1.89% | 1.89% | 2.49% |
GPRK GeoPark Limited | 2.30% | 6.36% | 6.22% | 6.14% | 2.71% | 1.07% | 0.48% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GPRK and EEM have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GPRK has higher volatility (13.14%) compared to EEM (11.27%). In terms of maximum drawdown, GPRK dropped -84.04% vs EEM's -66.43%.
EEM currently has the higher Sharpe Ratio (1.55 vs 0.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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