Thanks again for replying Rick! So I guess this means I can use Geo S.D. as a way to compare risk of different investments just like Traditional S.D. What I do to calculate Geo SD is first I compute the log returns by adding every return by 1 to make sure the returns are positive and then take natural logarithm of the number. I found though the natural logarthim can be either negative or positive even though I add 1 to every return. Then I take the standard deviation of these log returns and I get the SD by taking the exponent of the standard deviation of log returns and subtracting 1. I hope this isn't wrong.

Thanks.