G vs. YALL
G (Genpact Limited) is a stock, while YALL (God Bless America ETF) is Large Cap Blend Equities fund actively managed by Tidal. Over the past 3 years, G returned 0.01%/yr vs 15.42%/yr for YALL. Their 0.40 correlation means their historical movements had little consistent relationship.
Performance
G vs. YALL - Performance Comparison
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Returns By Period
In the year-to-date period, G achieves a -24.01% return, which is significantly lower than YALL's -3.72% return.
G
- 1D
- -0.45%
- 1M
- 20.86%
- 6M
- -19.39%
- YTD
- -24.01%
- 1Y
- -15.70%
- 3Y*
- 0.01%
- 5Y*
- -5.37%
- 10Y*
- 4.25%
- ALL TIME*
- 6.32%
YALL
- 1D
- -0.10%
- 1M
- -2.18%
- 6M
- -5.10%
- YTD
- -3.72%
- 1Y
- 0.47%
- 3Y*
- 15.42%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 22.69%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $69.17M | $66.73M | $86.61M | |
| $426.58K | $379.61K | $374.40K |
G vs. YALL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
G Genpact Limited | -24.01% | 10.56% | 25.78% | -23.98% | 4.59% |
YALL God Bless America ETF | -3.72% | 14.36% | 29.99% | 40.74% | 8.04% |
Correlation
The correlation between G and YALL is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.36 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2022 | 0.40 |
Over the past year, the correlation between G and YALL has dropped to 0.19 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.
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Return for Risk
G vs. YALL — Risk / Return Rank
G
YALL
G vs. YALL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Genpact Limited (G) and God Bless America ETF (YALL). 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.
| G | YALL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.01 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.44 | -0.06 | -0.38 |
| Martin ratioReturn relative to average drawdown | -0.87 | -0.12 | -0.75 |
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Drawdowns
G vs. YALL - Drawdown Comparison
The maximum G drawdown since its inception was -64.14%, which is greater than YALL's maximum drawdown of -19.72%. Use the drawdown chart below to compare losses from any high point for G and YALL.
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Drawdown Indicators
| G | YALL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.14% | -19.72% | -44.42% |
Max Drawdown (1Y)Largest decline over 1 year | -42.69% | -9.42% | -33.27% |
Max Drawdown (3Y)Largest decline over 3 years | -49.20% | -19.72% | -29.48% |
Max Drawdown (5Y)Largest decline over 5 years | -49.20% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -49.47% | — | — |
Current DrawdownCurrent decline from peak | -35.03% | -8.03% | -27.00% |
Average DrawdownAverage peak-to-trough decline | -15.73% | -3.09% | -12.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.41% | 4.16% | +17.25% |
Volatility
G vs. YALL - Volatility Comparison
Genpact Limited (G) has a higher volatility of 13.10% compared to God Bless America ETF (YALL) at 2.95%. This indicates that G's price experiences larger fluctuations and is considered to be riskier than YALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| G | YALL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.10% | 2.95% | +10.15% |
Volatility (6M)Calculated over the trailing 6-month period | 31.28% | 10.01% | +21.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.84% | 13.81% | +24.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.56% | 17.30% | +12.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.56% | 17.30% | +11.26% |
Dividends
G vs. YALL - Dividend Comparison
G's dividend yield for the trailing twelve months is around 2.03%, more than YALL's 0.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
G Genpact Limited | 2.03% | 1.45% | 1.42% | 1.58% | 1.08% | 0.81% | 0.94% | 0.81% | 1.11% | 0.76% |
YALL God Bless America ETF | 0.51% | 0.49% | 0.50% | 3.51% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
G and YALL have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
G has higher volatility (13.10%) compared to YALL (2.95%). In terms of maximum drawdown, G dropped -64.14% vs YALL's -19.72%.
YALL currently has the higher Sharpe Ratio (-0.04 vs -0.50), 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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