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G vs. YALL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between G and YALL is 0.47, 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.


-0.50.00.51.00.5

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.

0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
32.91%
13.79%
G
YALL

Key characteristics

Sharpe Ratio

G:

0.87

YALL:

2.36

Sortino Ratio

G:

1.75

YALL:

3.18

Omega Ratio

G:

1.21

YALL:

1.41

Calmar Ratio

G:

0.58

YALL:

4.20

Martin Ratio

G:

3.31

YALL:

14.82

Ulcer Index

G:

7.28%

YALL:

2.46%

Daily Std Dev

G:

27.60%

YALL:

15.48%

Max Drawdown

G:

-64.14%

YALL:

-12.03%

Current Drawdown

G:

-17.78%

YALL:

-4.18%

Returns By Period

In the year-to-date period, G achieves a 23.88% return, which is significantly lower than YALL's 33.20% return.


G

YTD

23.88%

1M

-4.43%

6M

34.63%

1Y

25.80%

5Y*

1.17%

10Y*

9.28%

YALL

YTD

33.20%

1M

-0.66%

6M

13.46%

1Y

36.53%

5Y*

N/A

10Y*

N/A

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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.


Sharpe ratio
The chart of Sharpe ratio for G, currently valued at 0.94, compared to the broader market-4.00-2.000.002.000.942.36
The chart of Sortino ratio for G, currently valued at 1.86, compared to the broader market-4.00-2.000.002.004.001.863.18
The chart of Omega ratio for G, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.41
The chart of Calmar ratio for G, currently valued at 0.72, compared to the broader market0.002.004.006.000.724.20
The chart of Martin ratio for G, currently valued at 3.53, compared to the broader market0.0010.0020.003.5314.82
G
YALL

The current G Sharpe Ratio is 0.87, which is lower than the YALL Sharpe Ratio of 2.36. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.94
2.36
G
YALL

Dividends

G vs. YALL - Dividend Comparison

G's dividend yield for the trailing twelve months is around 1.45%, less than YALL's 2.64% yield.


TTM2023202220212020201920182017
G
Genpact Limited
1.45%1.59%1.08%0.81%0.95%0.81%1.11%0.76%
YALL
God Bless America ETF
2.64%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.18%
-4.18%
G
YALL

Volatility

G vs. YALL - Volatility Comparison

Genpact Limited (G) and God Bless America ETF (YALL) have volatilities of 5.30% and 5.54%, 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.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
5.30%
5.54%
G
YALL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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