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GPRK vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


GPRKVOO
YTD Return2.25%26.13%
1Y Return-1.24%33.91%
3Y Return (Ann)-10.37%9.98%
5Y Return (Ann)-12.46%15.61%
10Y Return (Ann)2.26%13.33%
Sharpe Ratio-0.102.82
Sortino Ratio0.103.76
Omega Ratio1.011.53
Calmar Ratio-0.064.05
Martin Ratio-0.2318.48
Ulcer Index14.52%1.85%
Daily Std Dev34.73%12.12%
Max Drawdown-84.04%-33.99%
Current Drawdown-55.91%-0.88%

Correlation

-0.50.00.51.00.2

The correlation between GPRK and VOO is 0.20, 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

GPRK vs. VOO - Performance Comparison

In the year-to-date period, GPRK achieves a 2.25% return, which is significantly lower than VOO's 26.13% return. Over the past 10 years, GPRK has underperformed VOO with an annualized return of 2.26%, while VOO has yielded a comparatively higher 13.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-13.45%
13.01%
GPRK
VOO

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Risk-Adjusted Performance

GPRK vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GeoPark Limited (GPRK) and Vanguard S&P 500 ETF (VOO). 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.


GPRK
Sharpe ratio
The chart of Sharpe ratio for GPRK, currently valued at -0.10, compared to the broader market-4.00-2.000.002.004.00-0.10
Sortino ratio
The chart of Sortino ratio for GPRK, currently valued at 0.10, compared to the broader market-4.00-2.000.002.004.006.000.10
Omega ratio
The chart of Omega ratio for GPRK, currently valued at 1.01, compared to the broader market0.501.001.502.001.01
Calmar ratio
The chart of Calmar ratio for GPRK, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.06
Martin ratio
The chart of Martin ratio for GPRK, currently valued at -0.23, compared to the broader market0.0010.0020.0030.00-0.23
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.82, compared to the broader market-4.00-2.000.002.004.002.82
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.76, compared to the broader market-4.00-2.000.002.004.006.003.76
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.53, compared to the broader market0.501.001.502.001.53
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.05, compared to the broader market0.002.004.006.004.05
Martin ratio
The chart of Martin ratio for VOO, currently valued at 18.48, compared to the broader market0.0010.0020.0030.0018.48

GPRK vs. VOO - Sharpe Ratio Comparison

The current GPRK Sharpe Ratio is -0.10, which is lower than the VOO Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of GPRK and VOO, 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.10
2.82
GPRK
VOO

Dividends

GPRK vs. VOO - Dividend Comparison

GPRK's dividend yield for the trailing twelve months is around 6.73%, more than VOO's 1.24% yield.


TTM20232022202120202019201820172016201520142013
GPRK
GeoPark Limited
6.73%6.14%2.71%1.08%0.63%0.19%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

GPRK vs. VOO - Drawdown Comparison

The maximum GPRK drawdown since its inception was -84.04%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GPRK and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-55.91%
-0.88%
GPRK
VOO

Volatility

GPRK vs. VOO - Volatility Comparison

GeoPark Limited (GPRK) has a higher volatility of 9.59% compared to Vanguard S&P 500 ETF (VOO) at 3.84%. This indicates that GPRK's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
9.59%
3.84%
GPRK
VOO