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GABF vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between GABF and ^GSPC is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

GABF vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Financial Services Opportunities ETF (GABF) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
22.25%
12.14%
GABF
^GSPC

Key characteristics

Sharpe Ratio

GABF:

3.00

^GSPC:

2.01

Sortino Ratio

GABF:

3.99

^GSPC:

2.67

Omega Ratio

GABF:

1.55

^GSPC:

1.37

Calmar Ratio

GABF:

5.18

^GSPC:

3.04

Martin Ratio

GABF:

19.11

^GSPC:

12.46

Ulcer Index

GABF:

2.65%

^GSPC:

2.07%

Daily Std Dev

GABF:

16.87%

^GSPC:

12.86%

Max Drawdown

GABF:

-17.14%

^GSPC:

-56.78%

Current Drawdown

GABF:

-2.59%

^GSPC:

-0.06%

Returns By Period

The year-to-date returns for both stocks are quite close, with GABF having a 3.59% return and ^GSPC slightly lower at 3.48%.


GABF

YTD

3.59%

1M

4.08%

6M

22.25%

1Y

49.49%

5Y*

N/A

10Y*

N/A

^GSPC

YTD

3.48%

1M

1.88%

6M

12.15%

1Y

25.12%

5Y*

13.11%

10Y*

11.52%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

GABF vs. ^GSPC — Risk-Adjusted Performance Rank

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

GABF
The Risk-Adjusted Performance Rank of GABF is 9595
Overall Rank
The Sharpe Ratio Rank of GABF is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of GABF is 9595
Sortino Ratio Rank
The Omega Ratio Rank of GABF is 9595
Omega Ratio Rank
The Calmar Ratio Rank of GABF is 9595
Calmar Ratio Rank
The Martin Ratio Rank of GABF is 9494
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 9090
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8585
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8989
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GABF vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Financial Services Opportunities ETF (GABF) and S&P 500 (^GSPC). 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 GABF, currently valued at 3.00, compared to the broader market0.002.004.003.002.01
The chart of Sortino ratio for GABF, currently valued at 3.99, compared to the broader market0.005.0010.003.992.67
The chart of Omega ratio for GABF, currently valued at 1.55, compared to the broader market1.002.003.001.551.37
The chart of Calmar ratio for GABF, currently valued at 5.18, compared to the broader market0.005.0010.0015.0020.005.183.04
The chart of Martin ratio for GABF, currently valued at 19.11, compared to the broader market0.0020.0040.0060.0080.00100.0019.1112.46
GABF
^GSPC

The current GABF Sharpe Ratio is 3.00, which is higher than the ^GSPC Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of GABF and ^GSPC, 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 Ratio1.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
3.00
2.01
GABF
^GSPC

Drawdowns

GABF vs. ^GSPC - Drawdown Comparison

The maximum GABF drawdown since its inception was -17.14%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for GABF and ^GSPC. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.59%
-0.06%
GABF
^GSPC

Volatility

GABF vs. ^GSPC - Volatility Comparison

The current volatility for Gabelli Financial Services Opportunities ETF (GABF) is 3.88%, while S&P 500 (^GSPC) has a volatility of 4.10%. This indicates that GABF experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
3.88%
4.10%
GABF
^GSPC
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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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