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 -39.36% vs 28.95% for GPIQ. At a 0.40 correlation, their price movements are largely independent.
Performance
ACM vs. GPIQ - Performance Comparison
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Returns By Period
In the year-to-date period, ACM achieves a -27.28% return, which is significantly lower than GPIQ's 16.15% return.
ACM
- 1D
- -0.19%
- 1M
- -1.80%
- 6M
- -28.94%
- YTD
- -27.28%
- 1Y
- -39.36%
- 3Y*
- -6.50%
- 5Y*
- 3.42%
- 10Y*
- 7.66%
GPIQ
- 1D
- 1.05%
- 1M
- 0.36%
- 6M
- 14.16%
- YTD
- 16.15%
- 1Y
- 28.95%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ACM vs. GPIQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ACM AECOM | -27.28% | -9.91% | 16.67% | 21.27% |
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | 16.15% | 19.77% | 23.22% | 15.17% |
Correlation
The correlation between ACM and GPIQ is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2023 | 0.40 |
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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.
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.
| ACM | GPIQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.04 | ||
| Sortino ratioReturn per unit of downside risk | -4.08 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.33 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 3.06 | -3.85 |
| Martin ratioReturn relative to average drawdown | -1.37 | 12.43 | -13.81 |
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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.
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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 | -49.67% | -9.51% | -40.16% |
Max Drawdown (3Y)Largest decline over 3 years | -49.67% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -49.67% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -54.12% | — | — |
Current DrawdownCurrent decline from peak | -48.40% | -2.12% | -46.28% |
Average DrawdownAverage peak-to-trough decline | -18.61% | -2.27% | -16.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.68% | 2.33% | +26.35% |
Volatility
ACM vs. GPIQ - Volatility Comparison
AECOM (ACM) has a higher volatility of 7.67% compared to Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) at 7.06%. 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.
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Volatility by Period
| ACM | GPIQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.67% | 7.06% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 26.92% | 13.34% | +13.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.73% | 15.86% | +16.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.76% | 17.95% | +8.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.99% | 17.95% | +13.04% |
Dividends
ACM vs. GPIQ - Dividend Comparison
ACM's dividend yield for the trailing twelve months is around 1.74%, less than GPIQ's 9.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
ACM AECOM | 1.74% | 1.09% | 0.82% | 0.78% | 0.71% |
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | 9.73% | 9.81% | 9.18% | 1.74% | 0.00% |
Frequently Asked Questions
ACM and GPIQ have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACM has higher volatility (7.67%) compared to GPIQ (7.06%). In terms of maximum drawdown, ACM dropped -59.97% vs GPIQ's -21.06%.
GPIQ currently has the higher Sharpe Ratio (1.83 vs -1.21), 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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