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 -37.39% vs 32.06% for GPIQ. At a 0.41 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 -27.05% return, which is significantly lower than GPIQ's 14.86% return.
ACM
- 1D
- 1.78%
- 1M
- -4.12%
- YTD
- -27.05%
- 6M
- -28.87%
- 1Y
- -37.39%
- 3Y*
- -5.74%
- 5Y*
- 2.47%
- 10Y*
- 8.85%
GPIQ
- 1D
- -2.96%
- 1M
- -0.00%
- YTD
- 14.86%
- 6M
- 13.78%
- 1Y
- 32.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ACM vs. GPIQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ACM AECOM | -27.05% | -9.91% | 16.67% | 21.27% |
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | 14.86% | 19.77% | 23.22% | 15.17% |
Correlation
The correlation between ACM and GPIQ is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2023 | 0.41 |
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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 | -3.29 | ||
| Sortino ratioReturn per unit of downside risk | -4.33 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.39 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | 3.38 | -4.15 |
| Martin ratioReturn relative to average drawdown | -1.42 | 14.28 | -15.71 |
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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 | -49.15% | -9.51% | -39.64% |
Max Drawdown (3Y)Largest decline over 3 years | -49.15% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -49.15% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -54.12% | — | — |
Current DrawdownCurrent decline from peak | -48.24% | -3.21% | -45.03% |
Average DrawdownAverage peak-to-trough decline | -18.52% | -2.27% | -16.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.33% | 2.25% | +24.08% |
Volatility
ACM vs. GPIQ - Volatility Comparison
AECOM (ACM) has a higher volatility of 8.76% compared to Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) at 7.78%. 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 | 8.76% | 7.78% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 26.49% | 12.52% | +13.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.33% | 15.17% | +17.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.71% | 17.88% | +8.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.04% | 17.88% | +13.16% |
Dividends
ACM vs. GPIQ - Dividend Comparison
ACM's dividend yield for the trailing twelve months is around 1.65%, less than GPIQ's 9.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
ACM AECOM | 1.65% | 1.09% | 0.82% | 0.78% | 0.71% |
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | 9.60% | 9.81% | 9.18% | 1.74% | 0.00% |
Frequently Asked Questions
ACM and GPIQ have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACM has higher volatility (8.76%) compared to GPIQ (7.78%). In terms of maximum drawdown, ACM dropped -59.97% vs GPIQ's -21.06%.
GPIQ currently has the higher Sharpe Ratio (2.12 vs -1.16), 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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