G vs. YALL

Last updated Apr 1, 2026

Compare and contrast key facts about Genpact Limited (G) and God Bless America ETF (YALL).

YALL is an actively managed fund by Tidal ETFs. It was launched on Oct 10, 2022.

Performance

G vs. YALL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Genpact Limited (G) and God Bless America ETF (YALL). The values are adjusted to include any dividend payments, if applicable.

G vs. YALL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
G Genpact Limited	-19.98%	10.56%	25.78%	-23.98%	4.38%
YALL God Bless America ETF	-3.19%	14.36%	29.99%	40.74%	8.62%

Returns By Period

In the year-to-date period, G achieves a -19.98% return, which is significantly lower than YALL's -3.19% return.

G

• 1D: -0.53%
• 1M: -5.76%
• YTD: -19.98%
• 6M: -10.31%
• 1Y: -24.83%
• 3Y*: -5.45%
• 5Y*: -1.58%
• 10Y*: 4.15%

YALL

• 1D: 2.10%
• 1M: -5.47%
• YTD: -3.19%
• 6M: -6.50%
• 1Y: 15.15%
• 3Y*: 21.74%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

G vs. YALL — Risk / Return Rank

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

G

G Risk / Return Rank: 11
G Sharpe Ratio Rank: 12
G Sortino Ratio Rank: 14
G Omega Ratio Rank: 12
G Calmar Ratio Rank: 9
G Martin Ratio Rank: 7

YALL

YALL Risk / Return Rank: 48
YALL Sharpe Ratio Rank: 44
YALL Sortino Ratio Rank: 48
YALL Omega Ratio Rank: 45
YALL Calmar Ratio Rank: 52
YALL Martin Ratio Rank: 52

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.

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.

	G	YALL	Difference
Sharpe ratio Return per unit of total volatility	-0.69	0.77	-1.47
Sortino ratio Return per unit of downside risk	-0.85	1.25	-2.10
Omega ratio Gain probability vs. loss probability	0.88	1.17	-0.29
Calmar ratio Return relative to maximum drawdown	-0.89	1.27	-2.16
Martin ratio Return relative to average drawdown	-1.62	4.85	-6.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

G vs. YALL - Sharpe Ratio Comparison

The current G Sharpe Ratio is -0.69, which is lower than the YALL Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of G and YALL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	G	YALL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.69	0.77	-1.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.06	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.15	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	1.45	-1.27

Correlation

The correlation between G and YALL is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

G vs. YALL - Dividend Comparison

G's dividend yield for the trailing twelve months is around 1.87%, more than YALL's 0.51% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
G Genpact Limited	1.87%	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%

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.

Drawdown Indicators

	G	YALL	Difference
Max Drawdown Largest peak-to-trough decline	-64.14%	-19.72%	-44.42%
Max Drawdown (1Y) Largest decline over 1 year	-27.35%	-12.24%	-15.11%
Max Drawdown (5Y) Largest decline over 5 years	-41.31%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-49.47%	—	—
Current Drawdown Current decline from peak	-31.58%	-7.52%	-24.06%
Average Drawdown Average peak-to-trough decline	-15.29%	-2.90%	-12.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.95%	3.21%	+11.74%

Volatility

G vs. YALL - Volatility Comparison

Genpact Limited (G) has a higher volatility of 7.76% compared to God Bless America ETF (YALL) at 4.98%. 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.

Volatility by Period

	G	YALL	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.76%	4.98%	+2.78%
Volatility (6M) Calculated over the trailing 6-month period	26.62%	10.78%	+15.84%
Volatility (1Y) Calculated over the trailing 1-year period	35.87%	19.66%	+16.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.88%	17.71%	+10.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.64%	17.71%	+9.93%