CRWD vs. GPIX
CRWD (CrowdStrike Holdings, Inc.) 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, CRWD returned 40.64% vs 22.98% for GPIX. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
CRWD vs. GPIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CRWD achieves a 40.54% return, which is significantly higher than GPIX's 8.17% return.
CRWD
- 1D
- -1.82%
- 1M
- 24.83%
- YTD
- 40.54%
- 6M
- 27.87%
- 1Y
- 40.64%
- 3Y*
- 63.94%
- 5Y*
- 25.22%
- 10Y*
- —
GPIX
- 1D
- 0.29%
- 1M
- 0.38%
- YTD
- 8.17%
- 6M
- 8.56%
- 1Y
- 22.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CRWD vs. GPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CRWD CrowdStrike Holdings, Inc. | 40.54% | 37.00% | 34.01% | 48.75% |
GPIX Goldman Sachs S&P 500 Premium Income ETF | 8.17% | 16.25% | 21.77% | 13.45% |
Correlation
The correlation between CRWD and GPIX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2023 | 0.53 |
The correlation between CRWD and GPIX shifts across timeframes, from 0.40 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.
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
CRWD vs. GPIX — Risk / Return Rank
CRWD
GPIX
CRWD vs. GPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CrowdStrike Holdings, Inc. (CRWD) 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.
| CRWD | GPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.42 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 2.99 | -1.90 |
| Martin ratioReturn relative to average drawdown | 2.52 | 14.96 | -12.44 |
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
| CRWD | GPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 2.22 | -1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 1.71 | -0.97 |
Drawdowns
CRWD vs. GPIX - Drawdown Comparison
The maximum CRWD drawdown since its inception was -67.69%, which is greater than GPIX's maximum drawdown of -17.50%. Use the drawdown chart below to compare losses from any high point for CRWD and GPIX.
Loading charts...
Drawdown Indicators
| CRWD | GPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.69% | -17.50% | -50.19% |
Max Drawdown (1Y)Largest decline over 1 year | -37.18% | -7.71% | -29.47% |
Max Drawdown (3Y)Largest decline over 3 years | -44.44% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -67.69% | — | — |
Current DrawdownCurrent decline from peak | -15.77% | -2.06% | -13.71% |
Average DrawdownAverage peak-to-trough decline | -23.64% | -1.48% | -22.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.18% | 1.54% | +14.64% |
Volatility
CRWD vs. GPIX - Volatility Comparison
CrowdStrike Holdings, Inc. (CRWD) has a higher volatility of 17.60% compared to Goldman Sachs S&P 500 Premium Income ETF (GPIX) at 3.07%. This indicates that CRWD'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.
Loading charts...
Volatility by Period
| CRWD | GPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.60% | 3.07% | +14.53% |
Volatility (6M)Calculated over the trailing 6-month period | 37.02% | 8.22% | +28.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.06% | 10.40% | +34.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.79% | 13.84% | +36.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.99% | 13.84% | +42.15% |
Dividends
CRWD vs. GPIX - Dividend Comparison
CRWD has not paid dividends to shareholders, while GPIX's dividend yield for the trailing twelve months is around 8.13%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
CRWD CrowdStrike Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
GPIX Goldman Sachs S&P 500 Premium Income ETF | 8.13% | 8.01% | 7.45% | 1.40% |
Frequently Asked Questions
CRWD and GPIX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRWD has higher volatility (17.60%) compared to GPIX (3.07%). In terms of maximum drawdown, CRWD dropped -67.69% vs GPIX's -17.50%.
GPIX currently has the higher Sharpe Ratio (2.22 vs 0.91), 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 CRWD and GPIX
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