ACM vs. GPIQ
ACM (AECOM) is a stock, while GPIQ (Goldman Sachs Nasdaq-100 Core Premium Income ETF) is Nasdaq-100 fund actively managed by Goldman Sachs. Over the past year, ACM returned -33.86% vs 37.50% for GPIQ. At a 0.42 correlation, their price movements are largely independent.
Performance
ACM vs. GPIQ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ACM achieves a -23.53% return, which is significantly lower than GPIQ's 18.30% return.
ACM
- 1D
- 1.36%
- 1M
- -13.83%
- YTD
- -23.53%
- 6M
- -29.83%
- 1Y
- -33.86%
- 3Y*
- -2.70%
- 5Y*
- 3.15%
- 10Y*
- 8.98%
GPIQ
- 1D
- -0.19%
- 1M
- 8.51%
- YTD
- 18.30%
- 6M
- 17.64%
- 1Y
- 37.50%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ACM vs. GPIQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ACM AECOM | -23.53% | -9.91% | 16.67% | 21.17% |
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | 18.30% | 19.77% | 23.22% | 15.38% |
Correlation
The correlation between ACM and GPIQ is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2023 | 0.42 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ACM vs. GPIQ — Risk / Return Rank
ACM
GPIQ
ACM vs. GPIQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AECOM (ACM) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ). 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.
| ACM | GPIQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.88 | ||
| Sortino ratioReturn per unit of downside risk | -5.08 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.51 | -0.71 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 3.96 | -4.67 |
| Martin ratioReturn relative to average drawdown | -1.41 | 17.48 | -18.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ACM | GPIQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.07 | 2.81 | -3.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 1.78 | -1.59 |
Drawdowns
ACM vs. GPIQ - Drawdown Comparison
The maximum ACM drawdown since its inception was -59.97%, which is greater than GPIQ's maximum drawdown of -21.06%. Use the drawdown chart below to compare losses from any high point for ACM and GPIQ.
Loading charts...
Drawdown Indicators
| ACM | GPIQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.97% | -21.06% | -38.91% |
Max Drawdown (1Y)Largest decline over 1 year | -48.02% | -9.51% | -38.51% |
Max Drawdown (3Y)Largest decline over 3 years | -48.02% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -48.02% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -54.12% | — | — |
Current DrawdownCurrent decline from peak | -45.74% | -0.19% | -45.55% |
Average DrawdownAverage peak-to-trough decline | -18.45% | -2.27% | -16.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.02% | 2.15% | +21.87% |
Volatility
ACM vs. GPIQ - Volatility Comparison
AECOM (ACM) has a higher volatility of 14.67% compared to Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) at 3.39%. This indicates that ACM's price experiences larger fluctuations and is considered to be riskier than GPIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ACM | GPIQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.67% | 3.39% | +11.28% |
Volatility (6M)Calculated over the trailing 6-month period | 26.16% | 10.44% | +15.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.88% | 13.40% | +18.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.66% | 17.47% | +9.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.17% | 17.47% | +13.70% |
Dividends
ACM vs. GPIQ - Dividend Comparison
ACM's dividend yield for the trailing twelve months is around 1.57%, less than GPIQ's 9.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
ACM AECOM | 1.57% | 1.09% | 0.82% | 0.78% | 0.71% |
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | 9.32% | 9.81% | 9.18% | 1.74% | 0.00% |
Frequently Asked Questions
ACM and GPIQ have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACM has higher volatility (14.67%) compared to GPIQ (3.39%). In terms of maximum drawdown, ACM dropped -59.97% vs GPIQ's -21.06%.
GPIQ currently has the higher Sharpe Ratio (2.81 vs -1.07), 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.
Find the right allocation for ACM and GPIQ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer