G vs. YALL
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: G or YALL.
Performance
G vs. YALL - Performance Comparison
Returns By Period
In the year-to-date period, G achieves a 30.43% return, which is significantly lower than YALL's 32.59% return.
G
30.43%
14.74%
31.18%
33.93%
3.07%
10.58%
YALL
32.59%
3.24%
15.62%
45.46%
N/A
N/A
Key characteristics
| G | YALL | |
|---|---|---|
| Sharpe Ratio | 1.31 | 3.10 |
| Sortino Ratio | 2.45 | 4.16 |
| Omega Ratio | 1.30 | 1.54 |
| Calmar Ratio | 0.87 | 5.29 |
| Martin Ratio | 5.02 | 19.19 |
| Ulcer Index | 7.19% | 2.40% |
| Daily Std Dev | 27.50% | 14.89% |
| Max Drawdown | -64.14% | -12.03% |
| Current Drawdown | -13.44% | -2.82% |
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Correlation
The correlation between G and YALL is 0.48, 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.
Risk-Adjusted Performance
G vs. YALL - Risk-Adjusted Performance 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.
Dividends
G vs. YALL - Dividend Comparison
G's dividend yield for the trailing twelve months is around 1.34%, less than YALL's 2.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
G Genpact Limited | 1.34% | 1.59% | 1.08% | 0.81% | 0.95% | 0.81% | 1.11% | 0.76% |
YALL God Bless America ETF | 2.65% | 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 -12.03%. Use the drawdown chart below to compare losses from any high point for G and YALL. For additional features, visit the drawdowns tool.
Volatility
G vs. YALL - Volatility Comparison
Genpact Limited (G) has a higher volatility of 11.05% compared to God Bless America ETF (YALL) at 5.33%. 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.