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BOC vs. GPIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BOC vs. GPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Omaha Corp (BOC) and Goldman Sachs S&P 500 Premium Income ETF (GPIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BOC achieves a 8.16% return, which is significantly lower than GPIX's 9.91% return.


BOC

1D
-1.91%
1M
10.40%
YTD
8.16%
6M
0.68%
1Y
-5.71%
3Y*
-12.48%
5Y*
-15.30%
10Y*

GPIX

1D
-0.48%
1M
4.27%
YTD
9.91%
6M
10.34%
1Y
25.55%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BOC vs. GPIX - Yearly Performance Comparison


2026 (YTD)202520242023
BOC
Boston Omaha Corp
8.16%-12.76%-9.85%6.64%
GPIX
Goldman Sachs S&P 500 Premium Income ETF
9.91%16.25%21.77%13.45%

Correlation

The correlation between BOC and GPIX is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2023

0.30

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Return for Risk

BOC vs. GPIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BOC
BOC Risk / Return Rank: 3131
Overall Rank
BOC Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
BOC Sortino Ratio Rank: 2929
Sortino Ratio Rank
BOC Omega Ratio Rank: 2929
Omega Ratio Rank
BOC Calmar Ratio Rank: 3232
Calmar Ratio Rank
BOC Martin Ratio Rank: 3232
Martin Ratio Rank

GPIX
GPIX Risk / Return Rank: 7575
Overall Rank
GPIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
GPIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
GPIX Omega Ratio Rank: 7979
Omega Ratio Rank
GPIX Calmar Ratio Rank: 6666
Calmar Ratio Rank
GPIX Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BOC vs. GPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Omaha Corp (BOC) and Goldman Sachs S&P 500 Premium Income ETF (GPIX). 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.


BOCGPIXDifference
Sharpe ratioReturn per unit of total volatility

-2.70

Sortino ratioReturn per unit of downside risk

-3.52

Omega ratioGain probability vs. loss probability

1.00

1.48

-0.49

Calmar ratioReturn relative to maximum drawdown

-0.24

3.33

-3.57

Martin ratioReturn relative to average drawdown

-0.48

16.77

-17.25

BOC vs. GPIX - Sharpe Ratio Comparison

The current BOC Sharpe Ratio is -0.18, which is lower than the GPIX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of BOC and GPIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BOCGPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

2.52

-2.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

1.78

-1.78

Drawdowns

BOC vs. GPIX - Drawdown Comparison

The maximum BOC drawdown since its inception was -76.58%, which is greater than GPIX's maximum drawdown of -17.50%. Use the drawdown chart below to compare losses from any high point for BOC and GPIX.


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Drawdown Indicators


BOCGPIXDifference

Max Drawdown

Largest peak-to-trough decline

-76.58%

-17.50%

-59.08%

Max Drawdown (1Y)

Largest decline over 1 year

-23.46%

-7.71%

-15.75%

Max Drawdown (3Y)

Largest decline over 3 years

-46.26%

Max Drawdown (5Y)

Largest decline over 5 years

-74.13%

Current Drawdown

Current decline from peak

-71.67%

-0.48%

-71.19%

Average Drawdown

Average peak-to-trough decline

-46.05%

-1.48%

-44.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.83%

1.53%

+10.30%

Volatility

BOC vs. GPIX - Volatility Comparison

Boston Omaha Corp (BOC) has a higher volatility of 16.57% compared to Goldman Sachs S&P 500 Premium Income ETF (GPIX) at 2.26%. This indicates that BOC's price experiences larger fluctuations and is considered to be riskier than GPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BOCGPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.57%

2.26%

+14.31%

Volatility (6M)

Calculated over the trailing 6-month period

22.88%

7.89%

+14.99%

Volatility (1Y)

Calculated over the trailing 1-year period

32.06%

10.17%

+21.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.27%

13.80%

+21.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.87%

13.80%

+29.07%

Dividends

BOC vs. GPIX - Dividend Comparison

BOC has not paid dividends to shareholders, while GPIX's dividend yield for the trailing twelve months is around 8.00%.


PositionTTM202520242023
BOC
Boston Omaha Corp
0.00%0.00%0.00%0.00%
GPIX
Goldman Sachs S&P 500 Premium Income ETF
8.00%8.01%7.45%1.40%

Frequently Asked Questions


BOC and GPIX have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BOC has higher volatility (16.57%) compared to GPIX (2.26%). In terms of maximum drawdown, BOC dropped -76.58% vs GPIX's -17.50%.

GPIX currently has the higher Sharpe Ratio (2.52 vs -0.18), 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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