DOLE vs. GPIQ
DOLE (Dole plc) 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, DOLE returned 3.06% vs 32.06% for GPIQ. At a 0.08 correlation, their price movements are largely independent.
Performance
DOLE vs. GPIQ - Performance Comparison
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Returns By Period
In the year-to-date period, DOLE achieves a -3.95% return, which is significantly lower than GPIQ's 14.86% return.
DOLE
- 1D
- 2.60%
- 1M
- -0.80%
- YTD
- -3.95%
- 6M
- -4.33%
- 1Y
- 3.06%
- 3Y*
- 4.75%
- 5Y*
- —
- 10Y*
- —
GPIQ
- 1D
- -2.96%
- 1M
- -0.00%
- YTD
- 14.86%
- 6M
- 13.78%
- 1Y
- 32.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DOLE vs. GPIQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DOLE Dole plc | -3.95% | 13.36% | 12.83% | 11.49% |
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | 14.86% | 19.77% | 23.22% | 15.17% |
Correlation
The correlation between DOLE and GPIQ is -0.01, 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 | -0.01 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2023 | 0.08 |
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Return for Risk
DOLE vs. GPIQ — Risk / Return Rank
DOLE
GPIQ
DOLE vs. GPIQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dole plc (DOLE) 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.
| DOLE | GPIQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.01 | ||
| Sortino ratioReturn per unit of downside risk | -2.46 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.39 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | 3.38 | -3.19 |
| Martin ratioReturn relative to average drawdown | 0.38 | 14.28 | -13.91 |
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Drawdowns
DOLE vs. GPIQ - Drawdown Comparison
The maximum DOLE drawdown since its inception was -55.66%, which is greater than GPIQ's maximum drawdown of -21.06%. Use the drawdown chart below to compare losses from any high point for DOLE and GPIQ.
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Drawdown Indicators
| DOLE | GPIQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.66% | -21.06% | -34.60% |
Max Drawdown (1Y)Largest decline over 1 year | -15.88% | -9.51% | -6.37% |
Max Drawdown (3Y)Largest decline over 3 years | -27.70% | — | — |
Current DrawdownCurrent decline from peak | -13.42% | -3.21% | -10.21% |
Average DrawdownAverage peak-to-trough decline | -21.46% | -2.27% | -19.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.08% | 2.25% | +5.83% |
Volatility
DOLE vs. GPIQ - Volatility Comparison
Dole plc (DOLE) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) have volatilities of 7.51% and 7.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DOLE | GPIQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.51% | 7.78% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 16.72% | 12.52% | +4.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.99% | 15.17% | +10.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.56% | 17.88% | +11.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.56% | 17.88% | +11.68% |
Dividends
DOLE vs. GPIQ - Dividend Comparison
DOLE's dividend yield for the trailing twelve months is around 2.39%, less than GPIQ's 9.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
DOLE Dole plc | 2.39% | 2.23% | 2.36% | 2.60% | 3.32% | 0.60% |
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | 9.60% | 9.81% | 9.18% | 1.74% | 0.00% | 0.00% |
Frequently Asked Questions
DOLE and GPIQ have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GPIQ has higher volatility (7.78%) compared to DOLE (7.51%). In terms of maximum drawdown, DOLE dropped -55.66% vs GPIQ's -21.06%.
GPIQ currently has the higher Sharpe Ratio (2.12 vs 0.12), 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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