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CSG.AS vs. GPIQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSG.AS vs. GPIQ - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in CSG N.V (CSG.AS) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ). The values are adjusted to include any dividend payments, if applicable.

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CSG.AS vs. GPIQ - Yearly Performance Comparison


Different Trading Currencies

CSG.AS is traded in EUR, while GPIQ is traded in USD. To make them comparable, the GPIQ values have been converted to EUR using the latest available exchange rates.

Returns By Period


CSG.AS

1D
-0.04%
1M
-26.67%
YTD
6M
1Y
3Y*
5Y*
10Y*

GPIQ

1D
2.29%
1M
-1.78%
YTD
-2.37%
6M
0.91%
1Y
15.32%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CSG.AS vs. GPIQ — Risk / Return Rank

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

CSG.AS

GPIQ
GPIQ Risk / Return Rank: 7676
Overall Rank
GPIQ Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
GPIQ Sortino Ratio Rank: 7474
Sortino Ratio Rank
GPIQ Omega Ratio Rank: 7575
Omega Ratio Rank
GPIQ Calmar Ratio Rank: 7777
Calmar Ratio Rank
GPIQ Martin Ratio Rank: 8484
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.

CSG.AS vs. GPIQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CSG N.V (CSG.AS) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CSG.AS vs. GPIQ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CSG.ASGPIQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.32

0.95

-1.27

Correlation

The correlation between CSG.AS and GPIQ is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CSG.AS vs. GPIQ - Dividend Comparison

CSG.AS has not paid dividends to shareholders, while GPIQ's dividend yield for the trailing twelve months is around 10.68%.


TTM202520242023
CSG.AS
CSG N.V
0.00%0.00%0.00%0.00%
GPIQ
Goldman Sachs Nasdaq-100 Core Premium Income ETF
10.68%9.81%9.18%1.74%

Drawdowns

CSG.AS vs. GPIQ - Drawdown Comparison

The maximum CSG.AS drawdown since its inception was -29.29%, which is greater than GPIQ's maximum drawdown of -25.59%. Use the drawdown chart below to compare losses from any high point for CSG.AS and GPIQ.


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Drawdown Indicators


CSG.ASGPIQDifference

Max Drawdown

Largest peak-to-trough decline

-29.29%

-21.06%

-8.23%

Max Drawdown (1Y)

Largest decline over 1 year

-12.08%

Current Drawdown

Current decline from peak

-29.29%

-6.63%

-22.66%

Average Drawdown

Average peak-to-trough decline

-10.41%

-2.37%

-8.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

Volatility

CSG.AS vs. GPIQ - Volatility Comparison


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Volatility by Period


CSG.ASGPIQDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

Volatility (6M)

Calculated over the trailing 6-month period

11.44%

Volatility (1Y)

Calculated over the trailing 1-year period

95.43%

22.72%

+72.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

95.43%

19.12%

+76.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.43%

19.12%

+76.31%