PRXCX vs. CGEO.L
Compare and contrast key facts about T. Rowe Price California Tax Free Bond Fund (PRXCX) and Georgia Capital plc (CGEO.L).
PRXCX is managed by T. Rowe Price. It was launched on Sep 14, 1986.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRXCX or CGEO.L.
Key characteristics
| PRXCX | CGEO.L | |
|---|---|---|
| YTD Return | 2.64% | 14.48% |
| 1Y Return | 9.33% | 16.07% |
| 3Y Return (Ann) | -0.09% | 23.25% |
| 5Y Return (Ann) | 1.44% | 3.23% |
| Sharpe Ratio | 2.44 | 0.49 |
| Sortino Ratio | 3.71 | 0.83 |
| Omega Ratio | 1.58 | 1.12 |
| Calmar Ratio | 0.98 | 0.41 |
| Martin Ratio | 12.31 | 0.80 |
| Ulcer Index | 0.76% | 20.08% |
| Daily Std Dev | 3.83% | 33.06% |
| Max Drawdown | -19.48% | -72.62% |
| Current Drawdown | -1.36% | -14.85% |
Correlation
The correlation between PRXCX and CGEO.L is 0.00, 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
PRXCX vs. CGEO.L - Performance Comparison
In the year-to-date period, PRXCX achieves a 2.64% return, which is significantly lower than CGEO.L's 14.48% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PRXCX vs. CGEO.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price California Tax Free Bond Fund (PRXCX) and Georgia Capital plc (CGEO.L). 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.
Dividends
PRXCX vs. CGEO.L - Dividend Comparison
PRXCX's dividend yield for the trailing twelve months is around 3.22%, while CGEO.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRXCX T. Rowe Price California Tax Free Bond Fund | 3.22% | 3.04% | 2.83% | 2.51% | 2.73% | 2.93% | 3.11% | 3.09% | 3.34% | 3.43% | 3.60% | 3.95% |
CGEO.L Georgia Capital plc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PRXCX vs. CGEO.L - Drawdown Comparison
The maximum PRXCX drawdown since its inception was -19.48%, smaller than the maximum CGEO.L drawdown of -72.62%. Use the drawdown chart below to compare losses from any high point for PRXCX and CGEO.L. For additional features, visit the drawdowns tool.
Volatility
PRXCX vs. CGEO.L - Volatility Comparison
The current volatility for T. Rowe Price California Tax Free Bond Fund (PRXCX) is 1.93%, while Georgia Capital plc (CGEO.L) has a volatility of 9.32%. This indicates that PRXCX experiences smaller price fluctuations and is considered to be less risky than CGEO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.