BWLP vs. GPIX
BWLP (BW LPG Limited) is a stock, while GPIX (Goldman Sachs S&P 500 Premium Income ETF) is Derivative Income fund actively managed by Goldman Sachs. Over the past year, BWLP returned 81.21% vs 24.71% for GPIX. At a 0.13 correlation, their price movements are largely independent.
Performance
BWLP vs. GPIX - Performance Comparison
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Returns By Period
In the year-to-date period, BWLP achieves a 59.64% return, which is significantly higher than GPIX's 9.41% return.
BWLP
- 1D
- 4.59%
- 1M
- -8.86%
- YTD
- 59.64%
- 6M
- 67.30%
- 1Y
- 81.21%
- 3Y*
- 57.28%
- 5Y*
- 124.66%
- 10Y*
- 69.64%
GPIX
- 1D
- -0.25%
- 1M
- 0.53%
- YTD
- 9.41%
- 6M
- 9.08%
- 1Y
- 24.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BWLP vs. GPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BWLP BW LPG Limited | 59.64% | 29.04% | 0.32% | 27.15% |
GPIX Goldman Sachs S&P 500 Premium Income ETF | 9.41% | 16.25% | 21.77% | 13.04% |
Correlation
The correlation between BWLP and GPIX is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2023 | 0.13 |
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Return for Risk
BWLP vs. GPIX — Risk / Return Rank
BWLP
GPIX
BWLP vs. GPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BW LPG Limited (BWLP) 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.
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.
| BWLP | GPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.44 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 3.22 | -0.08 |
| Martin ratioReturn relative to average drawdown | 6.84 | 15.72 | -8.87 |
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Drawdowns
BWLP vs. GPIX - Drawdown Comparison
The maximum BWLP drawdown since its inception was -68.80%, which is greater than GPIX's maximum drawdown of -17.50%. Use the drawdown chart below to compare losses from any high point for BWLP and GPIX.
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Drawdown Indicators
| BWLP | GPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.80% | -17.50% | -51.30% |
Max Drawdown (1Y)Largest decline over 1 year | -26.04% | -7.71% | -18.33% |
Max Drawdown (3Y)Largest decline over 3 years | -54.28% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -54.28% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -68.80% | — | — |
Current DrawdownCurrent decline from peak | -12.12% | -0.93% | -11.19% |
Average DrawdownAverage peak-to-trough decline | -20.67% | -1.48% | -19.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.91% | 1.58% | +10.33% |
Volatility
BWLP vs. GPIX - Volatility Comparison
BW LPG Limited (BWLP) has a higher volatility of 13.58% compared to Goldman Sachs S&P 500 Premium Income ETF (GPIX) at 4.04%. This indicates that BWLP'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
| BWLP | GPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.58% | 4.04% | +9.54% |
Volatility (6M)Calculated over the trailing 6-month period | 29.89% | 8.65% | +21.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.29% | 10.75% | +27.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 107.18% | 13.87% | +93.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 89.51% | 13.87% | +75.64% |
Dividends
BWLP vs. GPIX - Dividend Comparison
BWLP's dividend yield for the trailing twelve months is around 13.27%, more than GPIX's 8.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BWLP BW LPG Limited | 13.27% | 10.08% | 33.42% | 70.60% | 81.52% | 24.41% | 18.45% | 7.70% | 0.00% | 0.00% | 61.62% | 31.19% |
GPIX Goldman Sachs S&P 500 Premium Income ETF | 8.03% | 8.01% | 7.45% | 1.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BWLP and GPIX have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BWLP has higher volatility (13.58%) compared to GPIX (4.04%). In terms of maximum drawdown, BWLP dropped -68.80% vs GPIX's -17.50%.
GPIX currently has the higher Sharpe Ratio (2.31 vs 2.14), 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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